| Metric | 11370456:btcusd:triple_med_gx:lsma90_10 | 11370456:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -10.41% | 79.62% |
| Max Drawdown | -25.9% | -29.51% |
| Sharpe | -0.25 | 0.65 |
| Sortino | -0.34 | 0.96 |
| Payoff Ratio | 1.0 | 1.01 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 0.79 | 1.08 |
| CPC Index | 0.42 | 0.58 |
| Tail Ratio | 0.87 | 0.98 |
| Outlier Win Ratio | 37.99 | 3.08 |
| Outlier Loss Ratio | 3.67 | 3.0 |
| Volatility (ann.) | 8.42% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.36 | 2.33 |
| Skew | -1.05 | 0.2 |
| Kurtosis | 29.01 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.78% | 4.27% |
| Expected Yearly % | -5.35% | 34.02% |
| Kelly Criterion | -9.21% | 4.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11370456:BTCUSD | 11370456:btcusd:triple_med_gx:lsma90_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.85 | 0.23 | - |
| 2025 | 30.14 | -17.69 | -0.59 | - |
| Metric | 11370456:btcusd:triple_med_gx:lsma90_10 | 11370456:BTCUSD |
|---|---|---|
| MTD | -0.64% | 13.36% |
| 3M | -4.8% | 45.08% |
| 6M | -17.26% | 28.47% |
| YTD | -17.69% | 30.14% |
| 1Y | -8.28% | 105.13% |
| 3Y (ann.) | -9.37% | 68.87% |
| 5Y (ann.) | -9.37% | 68.87% |
| Metric | 11370456:btcusd:triple_med_gx:lsma90_10 | 11370456:BTCUSD |
|---|---|---|
| Max Drawdown | -25.9% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.97% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | -0.4 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -25.90 | 188 |
| 2024-07-01 | 2024-10-16 | -10.60 | 106 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| Metric | 11370456:btcusd:triple_med_gx:lsma90_10 | 11370456:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.24% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 6.24% | 37.42% |
| Worst Month | -15.94% | -17.69% |
| Best Year | 8.85% | 38.02% |
| Worst Year | -17.69% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.76% | -0.76% |
| Avg. Up Week | 1.95% | 6.39% |
| Avg. Down Week | -1.73% | -2.45% |
| Avg. Up Month | 4.29% | 17.44% |
| Avg. Down Month | -7.32% | -9.5% |
| Win Days % | 45.48% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |