| Metric | 11384350:btcusd:triple_med_gx:lsma90_80 | 11384350:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -2.76% | 61.52% |
| Max Drawdown | -4.48% | -29.51% |
| Sharpe | -0.26 | 0.59 |
| Sortino | -0.36 | 0.86 |
| Payoff Ratio | 1.31 | 1.25 |
| Profit Factor | 0.79 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.32 | 0.71 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 275.96 | 2.14 |
| Outlier Loss Ratio | 4.3 | 2.17 |
| Volatility (ann.) | 2.47% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.6 | 2.02 |
| Skew | -2.05 | 0.21 |
| Kurtosis | 158.03 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.21% | 3.76% |
| Expected Yearly % | -1.39% | 27.09% |
| Kelly Criterion | -21.81% | 13.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.21% | -2.13% |
| Expected Shortfall (cVaR) | -0.21% | -2.13% |
| Year | 11384350:BTCUSD | 11384350:btcusd:triple_med_gx:lsma90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.00 | -0.00 | - |
| 2025 | 17.02 | -2.75 | -0.16 | - |
| Metric | 11384350:btcusd:triple_med_gx:lsma90_80 | 11384350:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -3.35% | 31.76% |
| 6M | -1.63% | 12.25% |
| YTD | -2.75% | 17.02% |
| 1Y | -2.76% | 57.19% |
| 3Y (ann.) | -2.68% | 59.47% |
| 5Y (ann.) | -2.68% | 59.47% |
| Metric | 11384350:btcusd:triple_med_gx:lsma90_80 | 11384350:BTCUSD |
|---|---|---|
| Max Drawdown | -4.48% | -29.51% |
| Longest DD Days | 185.0 | 144.0 |
| Avg. Drawdown | -2.17% | -4.82% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.61 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-14 | 2025-06-11 | -4.48 | 88 |
| 2024-07-24 | 2025-01-26 | -3.42 | 185 |
| 2025-01-26 | 2025-03-14 | -0.60 | 47 |
| 2024-07-24 | 2024-07-24 | -0.18 | 0 |
| Metric | 11384350:btcusd:triple_med_gx:lsma90_80 | 11384350:BTCUSD |
|---|---|---|
| Best Day | 1.87% | 9.33% |
| Worst Day | -2.22% | -9.32% |
| Best Week | 1.68% | 18.93% |
| Worst Week | -2.68% | -12.33% |
| Best Month | 1.15% | 37.42% |
| Worst Month | -2.36% | -17.69% |
| Best Year | -0.0% | 38.02% |
| Worst Year | -2.75% | 17.02% |
| Avg. Up Day | 0.78% | 0.82% |
| Avg. Down Day | -0.59% | -0.66% |
| Avg. Up Week | 1.05% | 5.64% |
| Avg. Down Week | -1.48% | -2.28% |
| Avg. Up Month | 0.67% | 20.41% |
| Avg. Down Month | -2.36% | -2.09% |
| Win Days % | 30.95% | 51.9% |
| Win Month % | 44.44% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |