| Metric | 11386876:btcusd:triple_med_gx:lsma90_85 | 11386876:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -1.02% | 61.52% |
| Max Drawdown | -4.0% | -29.51% |
| Sharpe | -0.08 | 0.59 |
| Sortino | -0.11 | 0.86 |
| Payoff Ratio | 1.11 | 1.15 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.38 | 0.66 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 334.97 | 2.14 |
| Outlier Loss Ratio | 2.91 | 2.07 |
| Volatility (ann.) | 2.56% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.25 | 2.02 |
| Skew | -8.51 | 0.21 |
| Kurtosis | 331.14 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.08% | 3.76% |
| Expected Yearly % | -0.51% | 27.09% |
| Kelly Criterion | -18.65% | 10.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.22% | -2.13% |
| Expected Shortfall (cVaR) | -0.22% | -2.13% |
| Year | 11386876:BTCUSD | 11386876:btcusd:triple_med_gx:lsma90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.45 | 0.01 | - |
| 2025 | 17.02 | -1.46 | -0.09 | - |
| Metric | 11386876:btcusd:triple_med_gx:lsma90_85 | 11386876:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -1.46% | 31.76% |
| 6M | -1.46% | 12.25% |
| YTD | -1.46% | 17.02% |
| 1Y | -1.02% | 57.19% |
| 3Y (ann.) | -0.99% | 59.47% |
| 5Y (ann.) | -0.99% | 59.47% |
| Metric | 11386876:btcusd:triple_med_gx:lsma90_85 | 11386876:BTCUSD |
|---|---|---|
| Max Drawdown | -4.0% | -29.51% |
| Longest DD Days | 233.0 | 144.0 |
| Avg. Drawdown | -1.72% | -4.82% |
| Avg. Drawdown Days | 100.0 | 14.0 |
| Recovery Factor | -0.25 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-20 | 2025-06-11 | -4.00 | 233 |
| 2024-07-14 | 2024-08-23 | -0.72 | 40 |
| 2024-08-24 | 2024-09-19 | -0.44 | 26 |
| Metric | 11386876:btcusd:triple_med_gx:lsma90_85 | 11386876:BTCUSD |
|---|---|---|
| Best Day | 1.67% | 9.33% |
| Worst Day | -3.4% | -9.32% |
| Best Week | 2.41% | 18.93% |
| Worst Week | -2.58% | -12.33% |
| Best Month | 2.41% | 37.42% |
| Worst Month | -2.58% | -17.69% |
| Best Year | 0.45% | 38.02% |
| Worst Year | -1.46% | 17.02% |
| Avg. Up Day | 0.93% | 0.97% |
| Avg. Down Day | -0.84% | -0.84% |
| Avg. Up Week | 1.68% | 4.85% |
| Avg. Down Week | -1.42% | -5.24% |
| Avg. Up Month | 1.77% | 10.73% |
| Avg. Down Month | -0.47% | -2.09% |
| Win Days % | 37.5% | 51.9% |
| Win Month % | 42.86% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |