| Metric | 11386525:btcusd:triple_med_gx:lsma90_85 | 11386525:BTCUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -6.07% | 61.52% |
| Max Drawdown | -6.79% | -29.51% |
| Sharpe | -0.56 | 0.59 |
| Sortino | -0.73 | 0.86 |
| Payoff Ratio | 1.0 | 0.79 |
| Profit Factor | 0.57 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.18 | 0.45 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 351.03 | 2.14 |
| Outlier Loss Ratio | 3.36 | 2.17 |
| Volatility (ann.) | 2.65% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.87 | 2.02 |
| Skew | 0.05 | 0.21 |
| Kurtosis | 212.13 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.48% | 3.76% |
| Expected Yearly % | -3.08% | 27.09% |
| Kelly Criterion | -34.87% | -8.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.23% | -2.13% |
| Expected Shortfall (cVaR) | -0.23% | -2.13% |
| Year | 11386525:BTCUSD | 11386525:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.65 | -0.07 | - |
| 2025 | 17.02 | -3.52 | -0.21 | - |
| Metric | 11386525:btcusd:triple_med_gx:lsma90_85 | 11386525:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | 0.15% | 31.76% |
| 6M | -4.52% | 12.25% |
| YTD | -3.52% | 17.02% |
| 1Y | -6.07% | 57.19% |
| 3Y (ann.) | -5.91% | 59.47% |
| 5Y (ann.) | -5.91% | 59.47% |
| Metric | 11386525:btcusd:triple_med_gx:lsma90_85 | 11386525:BTCUSD |
|---|---|---|
| Max Drawdown | -6.79% | -29.51% |
| Longest DD Days | 343.0 | 144.0 |
| Avg. Drawdown | -6.79% | -4.82% |
| Avg. Drawdown Days | 343.0 | 14.0 |
| Recovery Factor | -0.89 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-02 | 2025-06-11 | -6.79 | 343 |
| Metric | 11386525:btcusd:triple_med_gx:lsma90_85 | 11386525:BTCUSD |
|---|---|---|
| Best Day | 2.91% | 9.33% |
| Worst Day | -1.86% | -9.32% |
| Best Week | 3.34% | 18.93% |
| Worst Week | -3.67% | -12.33% |
| Best Month | 3.34% | 37.42% |
| Worst Month | -3.67% | -17.69% |
| Best Year | -2.65% | 38.02% |
| Worst Year | -3.52% | 17.02% |
| Avg. Up Day | 0.66% | 0.75% |
| Avg. Down Day | -0.66% | -0.95% |
| Avg. Up Week | 1.06% | 6.32% |
| Avg. Down Week | -1.46% | -5.03% |
| Avg. Up Month | 1.38% | 20.81% |
| Avg. Down Month | -1.68% | -5.98% |
| Win Days % | 32.43% | 51.9% |
| Win Month % | 40.0% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |