| Metric | 11370475:btcusd:triple_med_gx:lsma90_10 | 11370475:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -21.61% | 79.62% |
| Max Drawdown | -27.86% | -29.51% |
| Sharpe | -0.61 | 0.65 |
| Sortino | -0.79 | 0.96 |
| Payoff Ratio | 0.94 | 0.97 |
| Profit Factor | 0.81 | 1.11 |
| Common Sense Ratio | 0.53 | 1.08 |
| CPC Index | 0.33 | 0.56 |
| Tail Ratio | 0.66 | 0.98 |
| Outlier Win Ratio | 39.5 | 3.06 |
| Outlier Loss Ratio | 3.68 | 3.07 |
| Volatility (ann.) | 8.38% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.7 | 2.33 |
| Skew | -1.5 | 0.2 |
| Kurtosis | 26.69 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.72% | 4.27% |
| Expected Yearly % | -11.46% | 34.02% |
| Kelly Criterion | -16.12% | 2.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11370475:BTCUSD | 11370475:btcusd:triple_med_gx:lsma90_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.94 | 0.05 | - |
| 2025 | 30.14 | -23.11 | -0.77 | - |
| Metric | 11370475:btcusd:triple_med_gx:lsma90_10 | 11370475:BTCUSD |
|---|---|---|
| MTD | -0.64% | 13.36% |
| 3M | -7.42% | 45.08% |
| 6M | -20.64% | 28.47% |
| YTD | -23.11% | 30.14% |
| 1Y | -18.71% | 105.13% |
| 3Y (ann.) | -19.58% | 68.87% |
| 5Y (ann.) | -19.58% | 68.87% |
| Metric | 11370475:btcusd:triple_med_gx:lsma90_10 | 11370475:BTCUSD |
|---|---|---|
| Max Drawdown | -27.86% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -6.19% | -4.58% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | -0.78 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -27.86 | 188 |
| 2024-07-01 | 2024-12-15 | -16.01 | 167 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-12-16 | 2025-01-05 | -1.56 | 19 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370475:btcusd:triple_med_gx:lsma90_10 | 11370475:BTCUSD |
|---|---|---|
| Best Day | 2.98% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.61% | 18.93% |
| Worst Week | -15.24% | -12.33% |
| Best Month | 6.05% | 37.42% |
| Worst Month | -15.74% | -17.69% |
| Best Year | 1.94% | 38.02% |
| Worst Year | -23.11% | 30.14% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.78% | -0.77% |
| Avg. Up Week | 2.08% | 6.62% |
| Avg. Down Week | -2.87% | -2.48% |
| Avg. Up Month | 4.19% | 17.44% |
| Avg. Down Month | -8.83% | -9.5% |
| Win Days % | 43.79% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 46.43% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |