| Metric | 11373623:btcusd:triple_med_gx:lsma90_30 | 11373623:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -12.19% | 79.62% |
| Max Drawdown | -22.12% | -29.51% |
| Sharpe | -0.32 | 0.65 |
| Sortino | -0.43 | 0.96 |
| Payoff Ratio | 0.98 | 0.99 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 0.7 | 1.08 |
| CPC Index | 0.39 | 0.57 |
| Tail Ratio | 0.79 | 0.98 |
| Outlier Win Ratio | 43.43 | 2.98 |
| Outlier Loss Ratio | 3.64 | 2.85 |
| Volatility (ann.) | 8.01% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.5 | 2.33 |
| Skew | -2.0 | 0.2 |
| Kurtosis | 54.89 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.92% | 4.27% |
| Expected Yearly % | -6.29% | 34.02% |
| Kelly Criterion | -10.86% | 3.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11373623:BTCUSD | 11373623:btcusd:triple_med_gx:lsma90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.90 | -0.02 | - |
| 2025 | 30.14 | -11.39 | -0.38 | - |
| Metric | 11373623:btcusd:triple_med_gx:lsma90_30 | 11373623:BTCUSD |
|---|---|---|
| MTD | 1.42% | 13.36% |
| 3M | -5.81% | 45.08% |
| 6M | -14.53% | 28.47% |
| YTD | -11.39% | 30.14% |
| 1Y | -10.61% | 105.13% |
| 3Y (ann.) | -10.98% | 68.87% |
| 5Y (ann.) | -10.98% | 68.87% |
| Metric | 11373623:btcusd:triple_med_gx:lsma90_30 | 11373623:BTCUSD |
|---|---|---|
| Max Drawdown | -22.12% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -4.89% | -4.58% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | -0.55 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-07-14 | -22.12 | 130 |
| 2024-06-07 | 2024-10-16 | -8.42 | 130 |
| 2024-12-09 | 2025-01-06 | -4.29 | 28 |
| 2024-10-16 | 2024-12-08 | -2.76 | 53 |
| 2025-02-13 | 2025-02-14 | -2.21 | 1 |
| 2025-02-14 | 2025-03-05 | -2.12 | 18 |
| 2025-01-07 | 2025-02-12 | -1.77 | 36 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| 2025-03-05 | 2025-03-05 | -0.14 | 0 |
| Metric | 11373623:btcusd:triple_med_gx:lsma90_30 | 11373623:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.38% | 18.93% |
| Worst Week | -11.66% | -12.33% |
| Best Month | 4.22% | 37.42% |
| Worst Month | -8.56% | -17.69% |
| Best Year | -0.9% | 38.02% |
| Worst Year | -11.39% | 30.14% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 2.13% | 4.62% |
| Avg. Down Week | -3.36% | -3.31% |
| Avg. Up Month | 2.12% | 13.64% |
| Avg. Down Month | -4.21% | -5.35% |
| Win Days % | 45.09% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 46.15% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |