| Metric | 11370420:btcusd:triple_med_gx:lsma90_10 | 11370420:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -8.07% | 79.62% |
| Max Drawdown | -22.52% | -29.51% |
| Sharpe | -0.16 | 0.65 |
| Sortino | -0.22 | 0.96 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 0.96 | 1.08 |
| CPC Index | 0.45 | 0.57 |
| Tail Ratio | 1.01 | 0.98 |
| Outlier Win Ratio | 33.02 | 3.1 |
| Outlier Loss Ratio | 3.79 | 3.12 |
| Volatility (ann.) | 8.97% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.32 | 2.33 |
| Skew | -1.08 | 0.2 |
| Kurtosis | 25.94 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.6% | 4.27% |
| Expected Yearly % | -4.12% | 34.02% |
| Kelly Criterion | -5.8% | 3.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11370420:BTCUSD | 11370420:btcusd:triple_med_gx:lsma90_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.00 | -0.00 | - |
| 2025 | 30.14 | -8.06 | -0.27 | - |
| Metric | 11370420:btcusd:triple_med_gx:lsma90_10 | 11370420:BTCUSD |
|---|---|---|
| MTD | 0.25% | 13.36% |
| 3M | -3.94% | 45.08% |
| 6M | -12.68% | 28.47% |
| YTD | -8.06% | 30.14% |
| 1Y | -3.44% | 105.13% |
| 3Y (ann.) | -7.25% | 68.87% |
| 5Y (ann.) | -7.25% | 68.87% |
| Metric | 11370420:btcusd:triple_med_gx:lsma90_10 | 11370420:BTCUSD |
|---|---|---|
| Max Drawdown | -22.52% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.29% | -4.58% |
| Avg. Drawdown Days | 40.0 | 14.0 |
| Recovery Factor | -0.36 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -22.52 | 188 |
| 2024-06-07 | 2024-10-16 | -10.63 | 130 |
| 2024-11-08 | 2025-01-03 | -4.46 | 55 |
| 2024-10-16 | 2024-11-07 | -1.97 | 21 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2025-01-04 | 2025-01-04 | -0.29 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370420:btcusd:triple_med_gx:lsma90_10 | 11370420:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.13% | 18.93% |
| Worst Week | -13.7% | -12.33% |
| Best Month | 5.84% | 37.42% |
| Worst Month | -10.24% | -17.69% |
| Best Year | -0.0% | 38.02% |
| Worst Year | -8.06% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 2.58% | 4.84% |
| Avg. Down Week | -1.27% | -3.43% |
| Avg. Up Month | 3.58% | 15.47% |
| Avg. Down Month | -4.33% | -7.82% |
| Win Days % | 46.27% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 46.67% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |