| Metric | 11376261:btcusd:triple_med_gx:lsma90_45 | 11376261:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -3.31% | 79.62% |
| Max Drawdown | -13.67% | -29.51% |
| Sharpe | -0.05 | 0.65 |
| Sortino | -0.07 | 0.96 |
| Payoff Ratio | 1.03 | 0.97 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.54 | 1.08 |
| CPC Index | 0.47 | 0.56 |
| Tail Ratio | 1.57 | 0.98 |
| Outlier Win Ratio | 42.37 | 3.06 |
| Outlier Loss Ratio | 4.01 | 3.02 |
| Volatility (ann.) | 7.96% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.22 | 2.33 |
| Skew | -1.79 | 0.2 |
| Kurtosis | 52.28 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.24% | 4.27% |
| Expected Yearly % | -1.67% | 34.02% |
| Kelly Criterion | -5.47% | 2.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11376261:BTCUSD | 11376261:btcusd:triple_med_gx:lsma90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.01 | -0.03 | - |
| 2025 | 30.14 | -2.33 | -0.08 | - |
| Metric | 11376261:btcusd:triple_med_gx:lsma90_45 | 11376261:BTCUSD |
|---|---|---|
| MTD | 1.37% | 13.36% |
| 3M | 7.75% | 45.08% |
| 6M | -3.53% | 28.47% |
| YTD | -2.33% | 30.14% |
| 1Y | 2.52% | 105.13% |
| 3Y (ann.) | -2.97% | 68.87% |
| 5Y (ann.) | -2.97% | 68.87% |
| Metric | 11376261:btcusd:triple_med_gx:lsma90_45 | 11376261:BTCUSD |
|---|---|---|
| Max Drawdown | -13.67% | -29.51% |
| Longest DD Days | 213.0 | 144.0 |
| Avg. Drawdown | -6.48% | -4.58% |
| Avg. Drawdown Days | 78.0 | 14.0 |
| Recovery Factor | -0.24 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-12 | 2025-07-14 | -13.67 | 213 |
| 2024-06-10 | 2024-10-14 | -11.91 | 125 |
| 2024-10-21 | 2024-12-12 | -6.32 | 52 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| 2024-10-20 | 2024-10-20 | -0.18 | 0 |
| Metric | 11376261:btcusd:triple_med_gx:lsma90_45 | 11376261:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -8.99% | -12.33% |
| Best Month | 7.22% | 37.42% |
| Worst Month | -10.7% | -17.69% |
| Best Year | -1.01% | 38.02% |
| Worst Year | -2.33% | 30.14% |
| Avg. Up Day | 0.72% | 0.75% |
| Avg. Down Day | -0.69% | -0.77% |
| Avg. Up Week | 2.21% | 5.14% |
| Avg. Down Week | -2.59% | -4.84% |
| Avg. Up Month | 2.47% | 13.61% |
| Avg. Down Month | -5.03% | -6.06% |
| Win Days % | 46.4% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 45.45% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |