| Metric | 11383154:btcusd:triple_med_gx:lsma90_75 | 11383154:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -1.59% | 61.52% |
| Max Drawdown | -6.0% | -29.51% |
| Sharpe | -0.07 | 0.59 |
| Sortino | -0.1 | 0.86 |
| Payoff Ratio | 1.15 | 0.98 |
| Profit Factor | 0.96 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.47 | 0.56 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 120.3 | 2.53 |
| Outlier Loss Ratio | 3.53 | 2.34 |
| Volatility (ann.) | 4.29% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.26 | 2.02 |
| Skew | 1.57 | 0.21 |
| Kurtosis | 94.55 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.12% | 3.76% |
| Expected Yearly % | -0.8% | 27.09% |
| Kelly Criterion | -7.87% | 2.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -2.13% |
| Expected Shortfall (cVaR) | -0.37% | -2.13% |
| Year | 11383154:BTCUSD | 11383154:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.44 | 0.09 | - |
| 2025 | 17.02 | -4.86 | -0.29 | - |
| Metric | 11383154:btcusd:triple_med_gx:lsma90_75 | 11383154:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -5.33% | 31.76% |
| 6M | -4.2% | 12.25% |
| YTD | -4.86% | 17.02% |
| 1Y | -1.59% | 57.19% |
| 3Y (ann.) | -1.55% | 59.47% |
| 5Y (ann.) | -1.55% | 59.47% |
| Metric | 11383154:btcusd:triple_med_gx:lsma90_75 | 11383154:BTCUSD |
|---|---|---|
| Max Drawdown | -6.0% | -29.51% |
| Longest DD Days | 231.0 | 144.0 |
| Avg. Drawdown | -3.79% | -4.82% |
| Avg. Drawdown Days | 102.0 | 14.0 |
| Recovery Factor | -0.27 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-22 | 2025-06-11 | -6.00 | 231 |
| 2024-06-11 | 2024-08-23 | -4.08 | 73 |
| 2024-09-25 | 2024-09-26 | -1.28 | 1 |
| Metric | 11383154:btcusd:triple_med_gx:lsma90_75 | 11383154:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -2.33% | -9.32% |
| Best Week | 8.2% | 18.93% |
| Worst Week | -2.91% | -12.33% |
| Best Month | 8.2% | 37.42% |
| Worst Month | -4.58% | -17.69% |
| Best Year | 3.44% | 38.02% |
| Worst Year | -4.86% | 17.02% |
| Avg. Up Day | 0.75% | 0.81% |
| Avg. Down Day | -0.65% | -0.83% |
| Avg. Up Week | 2.7% | 5.97% |
| Avg. Down Week | -2.03% | -2.74% |
| Avg. Up Month | 0.3% | 18.16% |
| Avg. Down Month | -3.29% | -4.72% |
| Win Days % | 42.35% | 51.9% |
| Win Month % | 50.0% | 61.54% |
| Win Week % | 42.11% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |