| Metric | 11389748:btcusd:triple_med_gx:lsma90_95 | 11389748:BTCUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -7.36% | 61.52% |
| Max Drawdown | -7.7% | -29.51% |
| Sharpe | -0.86 | 0.59 |
| Sortino | -0.88 | 0.86 |
| Payoff Ratio | 0.44 | 0.23 |
| Profit Factor | 0.2 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.02 | 0.13 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 1455.88 | 2.14 |
| Outlier Loss Ratio | 2.85 | 2.07 |
| Volatility (ann.) | 2.13% | 25.2% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.93 | 2.02 |
| Skew | -21.33 | 0.21 |
| Kurtosis | 521.26 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.59% | 3.76% |
| Expected Yearly % | -3.75% | 27.09% |
| Kelly Criterion | -144.9% | -153.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.19% | -2.13% |
| Expected Shortfall (cVaR) | -0.19% | -2.13% |
| Year | 11389748:BTCUSD | 11389748:btcusd:triple_med_gx:lsma90_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.32 | -0.17 | - |
| 2025 | 17.02 | -1.11 | -0.07 | - |
| Metric | 11389748:btcusd:triple_med_gx:lsma90_95 | 11389748:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.4% |
| 3M | -0.98% | 31.76% |
| 6M | -1.11% | 12.25% |
| YTD | -1.11% | 17.02% |
| 1Y | -4.48% | 57.19% |
| 3Y (ann.) | -7.17% | 59.47% |
| 5Y (ann.) | -7.17% | 59.47% |
| Metric | 11389748:btcusd:triple_med_gx:lsma90_95 | 11389748:BTCUSD |
|---|---|---|
| Max Drawdown | -7.7% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -3.94% | -4.82% |
| Avg. Drawdown Days | 184.0 | 14.0 |
| Recovery Factor | -0.96 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -7.70 | 368 |
| 2024-06-07 | 2024-06-07 | -0.18 | 0 |
| Metric | 11389748:btcusd:triple_med_gx:lsma90_95 | 11389748:BTCUSD |
|---|---|---|
| Best Day | 0.55% | 9.33% |
| Worst Day | -2.8% | -9.32% |
| Best Week | 0.64% | 18.93% |
| Worst Week | -3.02% | -12.33% |
| Best Month | 0.64% | 37.42% |
| Worst Month | -3.02% | -17.69% |
| Best Year | -1.11% | 38.02% |
| Worst Year | -6.32% | 17.02% |
| Avg. Up Day | 0.39% | 0.46% |
| Avg. Down Day | -0.87% | -1.96% |
| Avg. Up Week | 0.44% | 6.46% |
| Avg. Down Week | -1.35% | -2.4% |
| Avg. Up Month | 0.44% | 9.12% |
| Avg. Down Month | -1.86% | -9.25% |
| Win Days % | 25.0% | 51.9% |
| Win Month % | 28.57% | 61.54% |
| Win Week % | 28.57% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |