| Metric | 11403080:btcusd:triple_med_gx:lsma90_140 | 11403080:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -8.37% | 61.16% |
| Max Drawdown | -14.18% | -29.51% |
| Sharpe | -0.26 | 0.59 |
| Sortino | -0.33 | 0.85 |
| Payoff Ratio | 0.95 | 0.9 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.37 | 0.51 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 66.26 | 2.89 |
| Outlier Loss Ratio | 3.35 | 2.69 |
| Volatility (ann.) | 7.1% | 25.19% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.57 | 2.0 |
| Skew | -4.15 | 0.21 |
| Kurtosis | 92.05 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.67% | 3.74% |
| Expected Yearly % | -4.28% | 26.95% |
| Kelly Criterion | -13.73% | -1.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.13% |
| Expected Shortfall (cVaR) | -0.62% | -2.13% |
| Year | 11403080:BTCUSD | 11403080:btcusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.47 | -0.17 | - |
| 2025 | 16.76 | -2.03 | -0.12 | - |
| Metric | 11403080:btcusd:triple_med_gx:lsma90_140 | 11403080:BTCUSD |
|---|---|---|
| MTD | 3.54% | 4.16% |
| 3M | 4.3% | 31.46% |
| 6M | 0.28% | 12.77% |
| YTD | -2.03% | 16.76% |
| 1Y | -7.34% | 56.84% |
| 3Y (ann.) | -8.15% | 59.12% |
| 5Y (ann.) | -8.15% | 59.12% |
| Metric | 11403080:btcusd:triple_med_gx:lsma90_140 | 11403080:BTCUSD |
|---|---|---|
| Max Drawdown | -14.18% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -8.15% | -4.82% |
| Avg. Drawdown Days | 185.0 | 14.0 |
| Recovery Factor | -0.59 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -14.18 | 345 |
| 2024-06-05 | 2024-06-30 | -2.11 | 25 |
| Metric | 11403080:btcusd:triple_med_gx:lsma90_140 | 11403080:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 4.18% | 18.93% |
| Worst Week | -3.24% | -12.33% |
| Best Month | 3.54% | 37.42% |
| Worst Month | -5.85% | -17.69% |
| Best Year | -2.03% | 38.02% |
| Worst Year | -6.47% | 16.76% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 1.83% | 5.92% |
| Avg. Down Week | -1.56% | -2.9% |
| Avg. Up Month | 1.89% | 9.24% |
| Avg. Down Month | -2.83% | -7.93% |
| Win Days % | 44.72% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |