| Metric | 11392582:btcusd:triple_med_gx:lsma90_105 | 11392582:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -7.66% | 61.16% |
| Max Drawdown | -11.68% | -29.51% |
| Sharpe | -0.31 | 0.59 |
| Sortino | -0.4 | 0.85 |
| Payoff Ratio | 0.78 | 0.74 |
| Profit Factor | 0.83 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.31 | 0.42 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 94.63 | 2.61 |
| Outlier Loss Ratio | 3.04 | 2.57 |
| Volatility (ann.) | 5.7% | 25.19% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.64 | 2.0 |
| Skew | -2.57 | 0.21 |
| Kurtosis | 114.9 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.61% | 3.74% |
| Expected Yearly % | -3.91% | 26.95% |
| Kelly Criterion | -18.94% | -13.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -2.13% |
| Expected Shortfall (cVaR) | -0.5% | -2.13% |
| Year | 11392582:BTCUSD | 11392582:btcusd:triple_med_gx:lsma90_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.67 | -0.07 | - |
| 2025 | 16.76 | -5.13 | -0.31 | - |
| Metric | 11392582:btcusd:triple_med_gx:lsma90_105 | 11392582:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -9.39% | 31.46% |
| 6M | -8.46% | 12.77% |
| YTD | -5.13% | 16.76% |
| 1Y | -8.16% | 56.84% |
| 3Y (ann.) | -7.47% | 59.12% |
| 5Y (ann.) | -7.47% | 59.12% |
| Metric | 11392582:btcusd:triple_med_gx:lsma90_105 | 11392582:BTCUSD |
|---|---|---|
| Max Drawdown | -11.68% | -29.51% |
| Longest DD Days | 241.0 | 144.0 |
| Avg. Drawdown | -2.89% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.66 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-06-11 | -11.68 | 127 |
| 2024-06-07 | 2025-02-03 | -6.32 | 241 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392582:btcusd:triple_med_gx:lsma90_105 | 11392582:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 3.14% | 18.93% |
| Worst Week | -4.3% | -12.33% |
| Best Month | 3.82% | 37.42% |
| Worst Month | -6.28% | -17.69% |
| Best Year | -2.67% | 38.02% |
| Worst Year | -5.13% | 16.76% |
| Avg. Up Day | 0.67% | 0.69% |
| Avg. Down Day | -0.85% | -0.93% |
| Avg. Up Week | 1.04% | 4.49% |
| Avg. Down Week | -2.97% | -2.77% |
| Avg. Up Month | 1.79% | 15.96% |
| Avg. Down Month | -4.04% | -5.98% |
| Win Days % | 47.75% | 51.86% |
| Win Month % | 54.55% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |