| Metric | 11371158:btcusd:triple_med_gx:lsma90_15 | 11371158:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -0.48% | 79.62% |
| Max Drawdown | -22.08% | -29.51% |
| Sharpe | 0.03 | 0.65 |
| Sortino | 0.04 | 0.96 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.5 | 0.6 |
| Tail Ratio | 1.2 | 0.98 |
| Outlier Win Ratio | 34.38 | 3.1 |
| Outlier Loss Ratio | 3.63 | 3.0 |
| Volatility (ann.) | 8.71% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.02 | 2.33 |
| Skew | -0.89 | 0.2 |
| Kurtosis | 26.83 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.03% | 4.27% |
| Expected Yearly % | -0.24% | 34.02% |
| Kelly Criterion | -2.86% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11371158:BTCUSD | 11371158:btcusd:triple_med_gx:lsma90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.83 | 0.23 | - |
| 2025 | 30.14 | -8.55 | -0.28 | - |
| Metric | 11371158:btcusd:triple_med_gx:lsma90_15 | 11371158:BTCUSD |
|---|---|---|
| MTD | 1.89% | 13.36% |
| 3M | 1.28% | 45.08% |
| 6M | -8.79% | 28.47% |
| YTD | -8.55% | 30.14% |
| 1Y | -1.11% | 105.13% |
| 3Y (ann.) | -0.43% | 68.87% |
| 5Y (ann.) | -0.43% | 68.87% |
| Metric | 11371158:btcusd:triple_med_gx:lsma90_15 | 11371158:BTCUSD |
|---|---|---|
| Max Drawdown | -22.08% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.94% | -4.58% |
| Avg. Drawdown Days | 26.0 | 14.0 |
| Recovery Factor | -0.02 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -22.08 | 188 |
| 2024-07-10 | 2024-10-15 | -8.04 | 97 |
| 2024-06-05 | 2024-07-01 | -3.92 | 25 |
| 2024-10-16 | 2024-11-07 | -1.97 | 21 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-09 | 2024-12-13 | -0.56 | 34 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11371158:btcusd:triple_med_gx:lsma90_15 | 11371158:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.98% | 18.93% |
| Worst Week | -11.09% | -12.33% |
| Best Month | 5.98% | 37.42% |
| Worst Month | -8.98% | -17.69% |
| Best Year | 8.83% | 38.02% |
| Worst Year | -8.55% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 2.33% | 4.7% |
| Avg. Down Week | -1.28% | -2.45% |
| Avg. Up Month | 1.98% | 12.29% |
| Avg. Down Month | -4.22% | -8.96% |
| Win Days % | 47.08% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 48.15% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |