| Metric | 11378258:btcusd:triple_med_gx:lsma90_55 | 11378258:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 0.02% | 79.62% |
| Max Drawdown | -11.62% | -29.51% |
| Sharpe | 0.04 | 0.65 |
| Sortino | 0.05 | 0.96 |
| Payoff Ratio | 1.18 | 1.09 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 0.39 | 1.08 |
| CPC Index | 0.53 | 0.63 |
| Tail Ratio | 0.38 | 0.98 |
| Outlier Win Ratio | 53.97 | 2.91 |
| Outlier Loss Ratio | 3.88 | 2.78 |
| Volatility (ann.) | 7.14% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.0 | 2.33 |
| Skew | -2.18 | 0.2 |
| Kurtosis | 83.96 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.0% | 4.27% |
| Expected Yearly % | 0.01% | 34.02% |
| Kelly Criterion | -2.6% | 7.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.07% |
| Expected Shortfall (cVaR) | -0.61% | -2.07% |
| Year | 11378258:BTCUSD | 11378258:btcusd:triple_med_gx:lsma90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.15 | -0.16 | - |
| 2025 | 30.14 | 6.58 | 0.22 | - |
| Metric | 11378258:btcusd:triple_med_gx:lsma90_55 | 11378258:BTCUSD |
|---|---|---|
| MTD | 1.2% | 13.36% |
| 3M | 6.77% | 45.08% |
| 6M | 8.68% | 28.47% |
| YTD | 6.58% | 30.14% |
| 1Y | 4.6% | 105.13% |
| 3Y (ann.) | 0.02% | 68.87% |
| 5Y (ann.) | 0.02% | 68.87% |
| Metric | 11378258:btcusd:triple_med_gx:lsma90_55 | 11378258:BTCUSD |
|---|---|---|
| Max Drawdown | -11.62% | -29.51% |
| Longest DD Days | 316.0 | 144.0 |
| Avg. Drawdown | -3.99% | -4.58% |
| Avg. Drawdown Days | 98.0 | 14.0 |
| Recovery Factor | 0.0 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-04-22 | -11.62 | 316 |
| 2025-04-28 | 2025-07-14 | -3.96 | 76 |
| 2025-04-28 | 2025-04-28 | -0.18 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11378258:btcusd:triple_med_gx:lsma90_55 | 11378258:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 8.12% | 18.93% |
| Worst Week | -4.29% | -12.33% |
| Best Month | 7.8% | 37.42% |
| Worst Month | -7.06% | -17.69% |
| Best Year | 6.58% | 38.02% |
| Worst Year | -6.15% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.65% | -0.72% |
| Avg. Up Week | 1.68% | 4.91% |
| Avg. Down Week | -1.81% | -3.29% |
| Avg. Up Month | 3.34% | 18.06% |
| Avg. Down Month | -0.83% | -4.22% |
| Win Days % | 44.44% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |