| Metric | 11374569:btcusd:triple_med_gx:lsma90_35 | 11374569:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -20.47% | 79.62% |
| Max Drawdown | -23.69% | -29.51% |
| Sharpe | -0.61 | 0.65 |
| Sortino | -0.78 | 0.96 |
| Payoff Ratio | 0.96 | 0.94 |
| Profit Factor | 0.78 | 1.11 |
| Common Sense Ratio | 0.46 | 1.08 |
| CPC Index | 0.32 | 0.54 |
| Tail Ratio | 0.59 | 0.98 |
| Outlier Win Ratio | 49.95 | 2.97 |
| Outlier Loss Ratio | 3.52 | 2.94 |
| Volatility (ann.) | 7.87% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.78 | 2.33 |
| Skew | -2.7 | 0.2 |
| Kurtosis | 59.54 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.62% | 4.27% |
| Expected Yearly % | -10.82% | 34.02% |
| Kelly Criterion | -15.83% | 0.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11374569:BTCUSD | 11374569:btcusd:triple_med_gx:lsma90_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.69 | -0.18 | - |
| 2025 | 30.14 | -14.77 | -0.49 | - |
| Metric | 11374569:btcusd:triple_med_gx:lsma90_35 | 11374569:BTCUSD |
|---|---|---|
| MTD | 1.89% | 13.36% |
| 3M | -1.54% | 45.08% |
| 6M | -13.81% | 28.47% |
| YTD | -14.77% | 30.14% |
| 1Y | -19.56% | 105.13% |
| 3Y (ann.) | -18.53% | 68.87% |
| 5Y (ann.) | -18.53% | 68.87% |
| Metric | 11374569:btcusd:triple_med_gx:lsma90_35 | 11374569:BTCUSD |
|---|---|---|
| Max Drawdown | -23.69% | -29.51% |
| Longest DD Days | 368.0 | 144.0 |
| Avg. Drawdown | -8.45% | -4.58% |
| Avg. Drawdown Days | 130.0 | 14.0 |
| Recovery Factor | -0.86 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-07-14 | -23.69 | 368 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-08 | 2024-07-01 | -0.45 | 22 |
| Metric | 11374569:btcusd:triple_med_gx:lsma90_35 | 11374569:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 4.09% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 1.89% | 37.42% |
| Worst Month | -10.62% | -17.69% |
| Best Year | -6.69% | 38.02% |
| Worst Year | -14.77% | 30.14% |
| Avg. Up Day | 0.72% | 0.72% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 1.84% | 4.07% |
| Avg. Down Week | -2.67% | -3.14% |
| Avg. Up Month | 1.21% | 11.79% |
| Avg. Down Month | -3.46% | -7.82% |
| Win Days % | 43.32% | 51.93% |
| Win Month % | 21.43% | 64.29% |
| Win Week % | 32.0% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |