| Metric | 11384242:btcusd:triple_med_gx:lsma90_80 | 11384242:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -7.74% | 61.52% |
| Max Drawdown | -7.89% | -29.51% |
| Sharpe | -0.84 | 0.59 |
| Sortino | -0.98 | 0.86 |
| Payoff Ratio | 0.83 | 0.83 |
| Profit Factor | 0.5 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.14 | 0.47 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 357.68 | 2.16 |
| Outlier Loss Ratio | 4.09 | 2.18 |
| Volatility (ann.) | 2.29% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.96 | 2.02 |
| Skew | -7.47 | 0.21 |
| Kurtosis | 171.95 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.62% | 3.76% |
| Expected Yearly % | -3.95% | 27.09% |
| Kelly Criterion | -46.82% | -6.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.2% | -2.13% |
| Expected Shortfall (cVaR) | -0.2% | -2.13% |
| Year | 11384242:BTCUSD | 11384242:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.70 | -0.04 | - |
| 2025 | 17.02 | -6.15 | -0.36 | - |
| Metric | 11384242:btcusd:triple_med_gx:lsma90_80 | 11384242:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -2.82% | 31.76% |
| 6M | -6.15% | 12.25% |
| YTD | -6.15% | 17.02% |
| 1Y | -7.74% | 57.19% |
| 3Y (ann.) | -7.54% | 59.47% |
| 5Y (ann.) | -7.54% | 59.47% |
| Metric | 11384242:btcusd:triple_med_gx:lsma90_80 | 11384242:BTCUSD |
|---|---|---|
| Max Drawdown | -7.89% | -29.51% |
| Longest DD Days | 259.0 | 144.0 |
| Avg. Drawdown | -4.69% | -4.82% |
| Avg. Drawdown Days | 174.0 | 14.0 |
| Recovery Factor | -0.98 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-25 | 2025-06-11 | -7.89 | 259 |
| 2024-06-27 | 2024-09-24 | -1.49 | 89 |
| Metric | 11384242:btcusd:triple_med_gx:lsma90_80 | 11384242:BTCUSD |
|---|---|---|
| Best Day | 1.32% | 9.33% |
| Worst Day | -2.43% | -9.32% |
| Best Week | 2.04% | 18.93% |
| Worst Week | -2.05% | -12.33% |
| Best Month | 1.18% | 37.42% |
| Worst Month | -3.71% | -17.69% |
| Best Year | -1.7% | 38.02% |
| Worst Year | -6.15% | 17.02% |
| Avg. Up Day | 0.46% | 0.49% |
| Avg. Down Day | -0.55% | -0.6% |
| Avg. Up Week | 2.04% | 8.75% |
| Avg. Down Week | -0.94% | -3.6% |
| Avg. Up Month | 1.18% | 37.42% |
| Avg. Down Month | -0.98% | -4.72% |
| Win Days % | 33.33% | 51.9% |
| Win Month % | 20.0% | 61.54% |
| Win Week % | 14.29% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |