| Metric | 11370405:btcusd:triple_med_gx:lsma90_10 | 11370405:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -17.24% | 79.62% |
| Max Drawdown | -23.22% | -29.51% |
| Sharpe | -0.37 | 0.65 |
| Sortino | -0.49 | 0.96 |
| Payoff Ratio | 0.95 | 0.95 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 0.93 | 1.08 |
| CPC Index | 0.39 | 0.55 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 29.9 | 3.13 |
| Outlier Loss Ratio | 3.78 | 3.42 |
| Volatility (ann.) | 9.96% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.67 | 2.33 |
| Skew | -1.53 | 0.2 |
| Kurtosis | 23.72 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.34% | 4.27% |
| Expected Yearly % | -9.03% | 34.02% |
| Kelly Criterion | -9.73% | 1.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11370405:BTCUSD | 11370405:btcusd:triple_med_gx:lsma90_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.75 | -0.18 | - |
| 2025 | 30.14 | -11.25 | -0.37 | - |
| Metric | 11370405:btcusd:triple_med_gx:lsma90_10 | 11370405:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | -2.19% | 45.08% |
| 6M | -16.47% | 28.47% |
| YTD | -11.25% | 30.14% |
| 1Y | -11.66% | 105.13% |
| 3Y (ann.) | -15.57% | 68.87% |
| 5Y (ann.) | -15.57% | 68.87% |
| Metric | 11370405:btcusd:triple_med_gx:lsma90_10 | 11370405:BTCUSD |
|---|---|---|
| Max Drawdown | -23.22% | -29.51% |
| Longest DD Days | 222.0 | 144.0 |
| Avg. Drawdown | -9.29% | -4.58% |
| Avg. Drawdown Days | 100.0 | 14.0 |
| Recovery Factor | -0.74 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -23.22 | 179 |
| 2024-06-07 | 2025-01-15 | -12.47 | 222 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11370405:btcusd:triple_med_gx:lsma90_10 | 11370405:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.13% | 18.93% |
| Worst Week | -13.57% | -12.33% |
| Best Month | 7.36% | 37.42% |
| Worst Month | -13.15% | -17.69% |
| Best Year | -6.75% | 38.02% |
| Worst Year | -11.25% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 2.54% | 5.33% |
| Avg. Down Week | -2.4% | -3.02% |
| Avg. Up Month | 3.75% | 15.74% |
| Avg. Down Month | -5.76% | -7.82% |
| Win Days % | 46.54% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 41.18% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |