| Metric | 11376579:btcusd:triple_med_gx:lsma90_45 | 11376579:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -13.39% | 79.62% |
| Max Drawdown | -18.34% | -29.51% |
| Sharpe | -0.39 | 0.65 |
| Sortino | -0.51 | 0.96 |
| Payoff Ratio | 0.99 | 0.97 |
| Profit Factor | 0.85 | 1.11 |
| Common Sense Ratio | 0.57 | 1.08 |
| CPC Index | 0.37 | 0.56 |
| Tail Ratio | 0.67 | 0.98 |
| Outlier Win Ratio | 49.77 | 2.93 |
| Outlier Loss Ratio | 3.61 | 2.82 |
| Volatility (ann.) | 7.49% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.66 | 2.33 |
| Skew | -2.5 | 0.2 |
| Kurtosis | 64.84 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.02% | 4.27% |
| Expected Yearly % | -6.93% | 34.02% |
| Kelly Criterion | -12.35% | 2.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11376579:BTCUSD | 11376579:btcusd:triple_med_gx:lsma90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.47 | -0.04 | - |
| 2025 | 30.14 | -12.09 | -0.40 | - |
| Metric | 11376579:btcusd:triple_med_gx:lsma90_45 | 11376579:BTCUSD |
|---|---|---|
| MTD | 1.89% | 13.36% |
| 3M | -3.34% | 45.08% |
| 6M | -11.11% | 28.47% |
| YTD | -12.09% | 30.14% |
| 1Y | -11.77% | 105.13% |
| 3Y (ann.) | -12.06% | 68.87% |
| 5Y (ann.) | -12.06% | 68.87% |
| Metric | 11376579:btcusd:triple_med_gx:lsma90_45 | 11376579:BTCUSD |
|---|---|---|
| Max Drawdown | -18.34% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -6.69% | -4.58% |
| Avg. Drawdown Days | 79.0 | 14.0 |
| Recovery Factor | -0.73 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -18.34 | 188 |
| 2024-08-14 | 2024-10-16 | -6.19 | 62 |
| 2024-10-16 | 2025-01-06 | -4.69 | 81 |
| 2024-06-11 | 2024-08-13 | -3.26 | 63 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| Metric | 11376579:btcusd:triple_med_gx:lsma90_45 | 11376579:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.3% | 18.93% |
| Worst Week | -4.7% | -12.33% |
| Best Month | 2.65% | 37.42% |
| Worst Month | -5.83% | -17.69% |
| Best Year | -1.47% | 38.02% |
| Worst Year | -12.09% | 30.14% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.72% | -0.74% |
| Avg. Up Week | 2.44% | 4.78% |
| Avg. Down Week | -1.84% | -3.14% |
| Avg. Up Month | 1.15% | 8.67% |
| Avg. Down Month | -2.47% | -8.96% |
| Win Days % | 44.03% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 29.63% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |