| Metric | 11370390:btcusd:triple_med_gx:lsma90_10 | 11370390:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -8.17% | 79.62% |
| Max Drawdown | -19.59% | -29.51% |
| Sharpe | -0.14 | 0.65 |
| Sortino | -0.19 | 0.96 |
| Payoff Ratio | 1.01 | 1.0 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 0.97 | 1.08 |
| CPC Index | 0.46 | 0.57 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 29.09 | 3.17 |
| Outlier Loss Ratio | 3.75 | 3.31 |
| Volatility (ann.) | 9.93% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.37 | 2.33 |
| Skew | -0.78 | 0.2 |
| Kurtosis | 22.0 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.61% | 4.27% |
| Expected Yearly % | -4.17% | 34.02% |
| Kelly Criterion | -4.93% | 3.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11370390:BTCUSD | 11370390:btcusd:triple_med_gx:lsma90_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.26 | -0.22 | - |
| 2025 | 30.14 | 0.09 | 0.00 | - |
| Metric | 11370390:btcusd:triple_med_gx:lsma90_10 | 11370390:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -1.03% | 45.08% |
| 6M | -7.3% | 28.47% |
| YTD | 0.09% | 30.14% |
| 1Y | 3.07% | 105.13% |
| 3Y (ann.) | -7.34% | 68.87% |
| 5Y (ann.) | -7.34% | 68.87% |
| Metric | 11370390:btcusd:triple_med_gx:lsma90_10 | 11370390:BTCUSD |
|---|---|---|
| Max Drawdown | -19.59% | -29.51% |
| Longest DD Days | 222.0 | 144.0 |
| Avg. Drawdown | -8.22% | -4.58% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.42 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-23 | 2025-07-14 | -19.59 | 171 |
| 2024-06-07 | 2025-01-15 | -16.75 | 222 |
| 2025-01-16 | 2025-01-23 | -3.33 | 7 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11370390:btcusd:triple_med_gx:lsma90_10 | 11370390:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.9% | 18.93% |
| Worst Week | -12.68% | -12.33% |
| Best Month | 10.78% | 37.42% |
| Worst Month | -11.85% | -17.69% |
| Best Year | 0.09% | 38.02% |
| Worst Year | -8.26% | 30.14% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 2.96% | 6.74% |
| Avg. Down Week | -1.92% | -3.99% |
| Avg. Up Month | 4.31% | 13.65% |
| Avg. Down Month | -6.66% | -5.35% |
| Win Days % | 47.24% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 42.42% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |