| Metric | 11373608:btcusd:triple_med_gx:lsma90_30 | 11373608:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -5.84% | 79.62% |
| Max Drawdown | -18.68% | -29.51% |
| Sharpe | -0.12 | 0.65 |
| Sortino | -0.16 | 0.96 |
| Payoff Ratio | 1.02 | 1.01 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 0.9 | 1.08 |
| CPC Index | 0.46 | 0.58 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 39.46 | 3.06 |
| Outlier Loss Ratio | 3.83 | 2.99 |
| Volatility (ann.) | 8.29% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.28 | 2.33 |
| Skew | -1.55 | 0.2 |
| Kurtosis | 45.86 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.43% | 4.27% |
| Expected Yearly % | -2.96% | 34.02% |
| Kelly Criterion | -5.5% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11373608:BTCUSD | 11373608:btcusd:triple_med_gx:lsma90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.62 | -0.02 | - |
| 2025 | 30.14 | -5.25 | -0.17 | - |
| Metric | 11373608:btcusd:triple_med_gx:lsma90_30 | 11373608:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | -6.27% | 45.08% |
| 6M | -9.44% | 28.47% |
| YTD | -5.25% | 30.14% |
| 1Y | -3.22% | 105.13% |
| 3Y (ann.) | -5.24% | 68.87% |
| 5Y (ann.) | -5.24% | 68.87% |
| Metric | 11373608:btcusd:triple_med_gx:lsma90_30 | 11373608:BTCUSD |
|---|---|---|
| Max Drawdown | -18.68% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -3.83% | -4.58% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | -0.31 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-07-14 | -18.68 | 130 |
| 2024-06-07 | 2024-10-14 | -8.60 | 129 |
| 2024-12-09 | 2025-01-06 | -4.61 | 28 |
| 2025-01-16 | 2025-02-14 | -2.78 | 29 |
| 2024-10-16 | 2024-12-08 | -2.59 | 53 |
| 2025-02-14 | 2025-03-04 | -1.96 | 18 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2025-01-07 | 2025-01-15 | -0.88 | 8 |
| 2024-06-06 | 2024-06-07 | -0.67 | 0 |
| 2025-03-05 | 2025-03-05 | -0.16 | 0 |
| Metric | 11373608:btcusd:triple_med_gx:lsma90_30 | 11373608:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 6.55% | 18.93% |
| Worst Week | -9.78% | -12.33% |
| Best Month | 6.55% | 37.42% |
| Worst Month | -5.4% | -17.69% |
| Best Year | -0.62% | 38.02% |
| Worst Year | -5.25% | 30.14% |
| Avg. Up Day | 0.71% | 0.73% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 1.97% | 4.86% |
| Avg. Down Week | -2.99% | -3.52% |
| Avg. Up Month | 2.32% | 15.47% |
| Avg. Down Month | -3.56% | -5.35% |
| Win Days % | 46.78% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |