| Metric | 11392947:btcusd:triple_med_gx:lsma90_110 | 11392947:BTCUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -9.71% | 61.16% |
| Max Drawdown | -12.95% | -29.51% |
| Sharpe | -0.47 | 0.59 |
| Sortino | -0.59 | 0.85 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 0.73 | 1.1 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.28 | 0.6 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 123.21 | 2.58 |
| Outlier Loss Ratio | 3.51 | 2.49 |
| Volatility (ann.) | 4.98% | 25.19% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.73 | 2.0 |
| Skew | -3.93 | 0.21 |
| Kurtosis | 111.48 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.78% | 3.74% |
| Expected Yearly % | -4.98% | 26.95% |
| Kelly Criterion | -23.26% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -2.13% |
| Expected Shortfall (cVaR) | -0.44% | -2.13% |
| Year | 11392947:BTCUSD | 11392947:btcusd:triple_med_gx:lsma90_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.92 | -0.23 | - |
| 2025 | 16.76 | -0.87 | -0.05 | - |
| Metric | 11392947:btcusd:triple_med_gx:lsma90_110 | 11392947:BTCUSD |
|---|---|---|
| MTD | -0.63% | 4.16% |
| 3M | -0.26% | 31.46% |
| 6M | -1.57% | 12.77% |
| YTD | -0.87% | 16.76% |
| 1Y | -9.93% | 56.84% |
| 3Y (ann.) | -9.47% | 59.12% |
| 5Y (ann.) | -9.47% | 59.12% |
| Metric | 11392947:btcusd:triple_med_gx:lsma90_110 | 11392947:BTCUSD |
|---|---|---|
| Max Drawdown | -12.95% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -6.6% | -4.82% |
| Avg. Drawdown Days | 184.0 | 14.0 |
| Recovery Factor | -0.75 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -12.95 | 368 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11392947:btcusd:triple_med_gx:lsma90_110 | 11392947:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 2.22% | 18.93% |
| Worst Week | -4.9% | -12.33% |
| Best Month | 2.01% | 37.42% |
| Worst Month | -6.46% | -17.69% |
| Best Year | -0.87% | 38.02% |
| Worst Year | -8.92% | 16.76% |
| Avg. Up Day | 0.76% | 0.81% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 1.05% | 4.27% |
| Avg. Down Week | -1.81% | -3.09% |
| Avg. Up Month | 0.93% | 7.82% |
| Avg. Down Month | -2.47% | -7.82% |
| Win Days % | 37.23% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 38.89% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |