| Metric | 11377236:btcusd:triple_med_gx:lsma90_50 | 11377236:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -2.68% | 79.62% |
| Max Drawdown | -12.33% | -29.51% |
| Sharpe | -0.04 | 0.65 |
| Sortino | -0.05 | 0.96 |
| Payoff Ratio | 1.11 | 1.05 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 1.28 | 1.08 |
| CPC Index | 0.49 | 0.6 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 45.34 | 3.07 |
| Outlier Loss Ratio | 3.77 | 2.93 |
| Volatility (ann.) | 8.03% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.19 | 2.33 |
| Skew | -1.29 | 0.2 |
| Kurtosis | 53.63 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.19% | 4.27% |
| Expected Yearly % | -1.35% | 34.02% |
| Kelly Criterion | -4.57% | 6.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11377236:BTCUSD | 11377236:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.75 | -0.02 | - |
| 2025 | 30.14 | -1.94 | -0.06 | - |
| Metric | 11377236:btcusd:triple_med_gx:lsma90_50 | 11377236:BTCUSD |
|---|---|---|
| MTD | 1.74% | 13.36% |
| 3M | 9.06% | 45.08% |
| 6M | -0.15% | 28.47% |
| YTD | -1.94% | 30.14% |
| 1Y | 1.03% | 105.13% |
| 3Y (ann.) | -2.4% | 68.87% |
| 5Y (ann.) | -2.4% | 68.87% |
| Metric | 11377236:btcusd:triple_med_gx:lsma90_50 | 11377236:BTCUSD |
|---|---|---|
| Max Drawdown | -12.33% | -29.51% |
| Longest DD Days | 206.0 | 144.0 |
| Avg. Drawdown | -7.57% | -4.58% |
| Avg. Drawdown Days | 131.0 | 14.0 |
| Recovery Factor | -0.22 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-07-14 | -12.33 | 206 |
| 2024-06-10 | 2024-12-15 | -9.89 | 187 |
| 2024-06-09 | 2024-06-10 | -0.48 | 1 |
| Metric | 11377236:btcusd:triple_med_gx:lsma90_50 | 11377236:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -7.06% | -12.33% |
| Best Month | 7.07% | 37.42% |
| Worst Month | -7.71% | -17.69% |
| Best Year | -0.75% | 38.02% |
| Worst Year | -1.94% | 30.14% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.71% | -0.78% |
| Avg. Up Week | 2.7% | 5.71% |
| Avg. Down Week | -1.97% | -3.74% |
| Avg. Up Month | 2.35% | 15.71% |
| Avg. Down Month | -2.98% | -6.06% |
| Win Days % | 44.94% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 41.94% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |