| Metric | 11392173:btcusd:triple_med_gx:lsma90_105 | 11392173:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -3.72% | 61.16% |
| Max Drawdown | -10.29% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.23 | 0.85 |
| Payoff Ratio | 1.14 | 1.14 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.44 | 0.65 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 89.34 | 2.66 |
| Outlier Loss Ratio | 4.19 | 2.62 |
| Volatility (ann.) | 4.85% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.35 | 2.0 |
| Skew | -0.36 | 0.21 |
| Kurtosis | 62.91 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.29% | 3.74% |
| Expected Yearly % | -1.88% | 26.95% |
| Kelly Criterion | -9.14% | 9.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.13% |
| Expected Shortfall (cVaR) | -0.42% | -2.13% |
| Year | 11392173:BTCUSD | 11392173:btcusd:triple_med_gx:lsma90_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.43 | -0.12 | - |
| 2025 | 16.76 | 0.74 | 0.04 | - |
| Metric | 11392173:btcusd:triple_med_gx:lsma90_105 | 11392173:BTCUSD |
|---|---|---|
| MTD | 1.32% | 4.16% |
| 3M | -1.77% | 31.46% |
| 6M | -1.53% | 12.77% |
| YTD | 0.74% | 16.76% |
| 1Y | -3.72% | 56.84% |
| 3Y (ann.) | -3.62% | 59.12% |
| 5Y (ann.) | -3.62% | 59.12% |
| Metric | 11392173:btcusd:triple_med_gx:lsma90_105 | 11392173:BTCUSD |
|---|---|---|
| Max Drawdown | -10.29% | -29.51% |
| Longest DD Days | 363.0 | 144.0 |
| Avg. Drawdown | -3.53% | -4.82% |
| Avg. Drawdown Days | 121.0 | 14.0 |
| Recovery Factor | -0.36 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-06-11 | -10.29 | 363 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| 2024-06-12 | 2024-06-12 | -0.12 | 0 |
| Metric | 11392173:btcusd:triple_med_gx:lsma90_105 | 11392173:BTCUSD |
|---|---|---|
| Best Day | 3.0% | 9.33% |
| Worst Day | -3.55% | -9.32% |
| Best Week | 3.21% | 18.93% |
| Worst Week | -2.94% | -12.33% |
| Best Month | 3.21% | 37.42% |
| Worst Month | -3.11% | -17.69% |
| Best Year | 0.74% | 38.02% |
| Worst Year | -4.43% | 16.76% |
| Avg. Up Day | 0.7% | 0.72% |
| Avg. Down Day | -0.61% | -0.63% |
| Avg. Up Week | 1.18% | 3.95% |
| Avg. Down Week | -1.37% | -4.49% |
| Avg. Up Month | 2.02% | 13.6% |
| Avg. Down Month | -1.37% | -7.59% |
| Win Days % | 41.86% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 39.13% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |