| Metric | 11397262:btcusd:triple_med_gx:lsma90_120 | 11397262:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | -10.29% | 61.16% |
| Max Drawdown | -27.29% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.11 | 0.85 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 0.98 | 1.1 |
| Common Sense Ratio | 1.0 | 1.07 |
| CPC Index | 0.48 | 0.56 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 14.62 | 3.64 |
| Outlier Loss Ratio | 3.85 | 3.74 |
| Volatility (ann.) | 16.14% | 25.19% |
| R^2 | 0.41 | 0.41 |
| Calmar | -0.37 | 2.0 |
| Skew | -0.59 | 0.21 |
| Kurtosis | 24.46 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.83% | 3.74% |
| Expected Yearly % | -5.28% | 26.95% |
| Kelly Criterion | -2.51% | 3.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.13% |
| Expected Shortfall (cVaR) | -1.39% | -2.13% |
| Year | 11397262:BTCUSD | 11397262:btcusd:triple_med_gx:lsma90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.79 | -0.18 | - |
| 2025 | 16.76 | -3.75 | -0.22 | - |
| Metric | 11397262:btcusd:triple_med_gx:lsma90_120 | 11397262:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 8.67% | 31.46% |
| 6M | -1.37% | 12.77% |
| YTD | -3.75% | 16.76% |
| 1Y | -8.47% | 56.84% |
| 3Y (ann.) | -10.03% | 59.12% |
| 5Y (ann.) | -10.03% | 59.12% |
| Metric | 11397262:btcusd:triple_med_gx:lsma90_120 | 11397262:BTCUSD |
|---|---|---|
| Max Drawdown | -27.29% | -29.51% |
| Longest DD Days | 213.0 | 144.0 |
| Avg. Drawdown | -17.01% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.38 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-01-06 | -27.29 | 213 |
| 2025-01-07 | 2025-06-11 | -23.57 | 155 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| Metric | 11397262:btcusd:triple_med_gx:lsma90_120 | 11397262:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 7.8% | 37.42% |
| Worst Month | -11.17% | -17.69% |
| Best Year | -3.75% | 38.02% |
| Worst Year | -6.79% | 16.76% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.87% | -0.88% |
| Avg. Up Week | 3.26% | 5.7% |
| Avg. Down Week | -3.61% | -3.69% |
| Avg. Up Month | 4.44% | 15.26% |
| Avg. Down Month | -7.51% | -8.96% |
| Win Days % | 48.95% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 43.24% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |