| Metric | 11390604:btcusd:triple_med_gx:lsma90_100 | 11390604:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -2.2% | 61.52% |
| Max Drawdown | -9.77% | -29.51% |
| Sharpe | -0.09 | 0.59 |
| Sortino | -0.15 | 0.86 |
| Payoff Ratio | 1.32 | 1.17 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.47 | 0.67 |
| Tail Ratio | NaN | 0.97 |
| Outlier Win Ratio | 107.92 | 2.61 |
| Outlier Loss Ratio | 4.12 | 2.48 |
| Volatility (ann.) | 4.71% | 25.2% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.22 | 2.02 |
| Skew | 5.74 | 0.21 |
| Kurtosis | 144.19 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.17% | 3.76% |
| Expected Yearly % | -1.11% | 27.09% |
| Kelly Criterion | -10.02% | 10.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -2.13% |
| Expected Shortfall (cVaR) | -0.41% | -2.13% |
| Year | 11390604:BTCUSD | 11390604:btcusd:triple_med_gx:lsma90_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.69 | -0.10 | - |
| 2025 | 17.02 | 1.55 | 0.09 | - |
| Metric | 11390604:btcusd:triple_med_gx:lsma90_100 | 11390604:BTCUSD |
|---|---|---|
| MTD | 0.82% | 4.4% |
| 3M | 3.28% | 31.76% |
| 6M | 5.94% | 12.25% |
| YTD | 1.55% | 17.02% |
| 1Y | -2.02% | 57.19% |
| 3Y (ann.) | -2.14% | 59.47% |
| 5Y (ann.) | -2.14% | 59.47% |
| Metric | 11390604:btcusd:triple_med_gx:lsma90_100 | 11390604:BTCUSD |
|---|---|---|
| Max Drawdown | -9.77% | -29.51% |
| Longest DD Days | 365.0 | 144.0 |
| Avg. Drawdown | -9.77% | -4.82% |
| Avg. Drawdown Days | 365.0 | 14.0 |
| Recovery Factor | -0.23 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-06-11 | -9.77 | 365 |
| Metric | 11390604:btcusd:triple_med_gx:lsma90_100 | 11390604:BTCUSD |
|---|---|---|
| Best Day | 4.97% | 9.33% |
| Worst Day | -2.35% | -9.32% |
| Best Week | 5.43% | 18.93% |
| Worst Week | -3.6% | -12.33% |
| Best Month | 4.32% | 37.42% |
| Worst Month | -4.37% | -17.69% |
| Best Year | 1.55% | 38.02% |
| Worst Year | -3.69% | 17.02% |
| Avg. Up Day | 0.83% | 0.88% |
| Avg. Down Day | -0.63% | -0.75% |
| Avg. Up Week | 1.23% | 3.9% |
| Avg. Down Week | -1.21% | -4.54% |
| Avg. Up Month | 0.85% | 16.76% |
| Avg. Down Month | -2.17% | -11.25% |
| Win Days % | 37.37% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 32.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |