| Metric | 11383787:btcusd:triple_med_gx:lsma90_75 | 11383787:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -9.06% | 61.52% |
| Max Drawdown | -12.15% | -29.51% |
| Sharpe | -0.47 | 0.59 |
| Sortino | -0.6 | 0.86 |
| Payoff Ratio | 0.89 | 0.94 |
| Profit Factor | 0.75 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.28 | 0.53 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 119.27 | 2.52 |
| Outlier Loss Ratio | 3.02 | 2.56 |
| Volatility (ann.) | 4.71% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.73 | 2.02 |
| Skew | -2.85 | 0.21 |
| Kurtosis | 92.08 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.73% | 3.76% |
| Expected Yearly % | -4.64% | 27.09% |
| Kelly Criterion | -22.48% | 0.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11383787:BTCUSD | 11383787:btcusd:triple_med_gx:lsma90_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.66 | -0.10 | - |
| 2025 | 17.02 | -5.60 | -0.33 | - |
| Metric | 11383787:btcusd:triple_med_gx:lsma90_75 | 11383787:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.34% | 31.76% |
| 6M | -3.38% | 12.25% |
| YTD | -5.6% | 17.02% |
| 1Y | -9.06% | 57.19% |
| 3Y (ann.) | -8.83% | 59.47% |
| 5Y (ann.) | -8.83% | 59.47% |
| Metric | 11383787:btcusd:triple_med_gx:lsma90_75 | 11383787:BTCUSD |
|---|---|---|
| Max Drawdown | -12.15% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -11.27% | -4.82% |
| Avg. Drawdown Days | 172.0 | 14.0 |
| Recovery Factor | -0.75 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-06-11 | -12.15 | 155 |
| 2024-07-02 | 2025-01-06 | -10.39 | 188 |
| Metric | 11383787:btcusd:triple_med_gx:lsma90_75 | 11383787:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 3.12% | 18.93% |
| Worst Week | -4.75% | -12.33% |
| Best Month | 2.94% | 37.42% |
| Worst Month | -4.75% | -17.69% |
| Best Year | -3.66% | 38.02% |
| Worst Year | -5.6% | 17.02% |
| Avg. Up Day | 0.75% | 0.78% |
| Avg. Down Day | -0.85% | -0.84% |
| Avg. Up Week | 1.37% | 9.5% |
| Avg. Down Week | -2.2% | -4.93% |
| Avg. Up Month | 1.77% | 24.15% |
| Avg. Down Month | -1.09% | -13.21% |
| Win Days % | 42.35% | 51.9% |
| Win Month % | 36.36% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |