| Metric | 11374532:btcusd:triple_med_gx:lsma90_35 | 11374532:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -22.32% | 79.62% |
| Max Drawdown | -24.32% | -29.51% |
| Sharpe | -0.64 | 0.65 |
| Sortino | -0.81 | 0.96 |
| Payoff Ratio | 0.91 | 0.9 |
| Profit Factor | 0.79 | 1.11 |
| Common Sense Ratio | 0.66 | 1.08 |
| CPC Index | 0.32 | 0.52 |
| Tail Ratio | 0.84 | 0.98 |
| Outlier Win Ratio | 42.97 | 2.98 |
| Outlier Loss Ratio | 3.74 | 3.13 |
| Volatility (ann.) | 8.33% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.83 | 2.33 |
| Skew | -2.41 | 0.2 |
| Kurtosis | 45.88 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -1.79% | 4.27% |
| Expected Yearly % | -11.86% | 34.02% |
| Kelly Criterion | -16.61% | -1.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11374532:BTCUSD | 11374532:btcusd:triple_med_gx:lsma90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.69 | -0.25 | - |
| 2025 | 30.14 | -13.99 | -0.46 | - |
| Metric | 11374532:btcusd:triple_med_gx:lsma90_35 | 11374532:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | -5.05% | 45.08% |
| 6M | -17.98% | 28.47% |
| YTD | -13.99% | 30.14% |
| 1Y | -17.43% | 105.13% |
| 3Y (ann.) | -20.22% | 68.87% |
| 5Y (ann.) | -20.22% | 68.87% |
| Metric | 11374532:btcusd:triple_med_gx:lsma90_35 | 11374532:BTCUSD |
|---|---|---|
| Max Drawdown | -24.32% | -29.51% |
| Longest DD Days | 401.0 | 144.0 |
| Avg. Drawdown | -12.25% | -4.58% |
| Avg. Drawdown Days | 200.0 | 14.0 |
| Recovery Factor | -0.92 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-14 | -24.32 | 401 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| Metric | 11374532:btcusd:triple_med_gx:lsma90_35 | 11374532:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 6.49% | 18.93% |
| Worst Week | -9.61% | -12.33% |
| Best Month | 6.49% | 37.42% |
| Worst Month | -9.3% | -17.69% |
| Best Year | -9.69% | 38.02% |
| Worst Year | -13.99% | 30.14% |
| Avg. Up Day | 0.69% | 0.7% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 2.57% | 5.49% |
| Avg. Down Week | -3.82% | -3.52% |
| Avg. Up Month | 2.67% | 10.48% |
| Avg. Down Month | -5.51% | -7.82% |
| Win Days % | 44.6% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 37.04% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |