| Metric | 11371177:btcusd:triple_med_gx:lsma90_15 | 11371177:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -6.49% | 79.62% |
| Max Drawdown | -23.79% | -29.51% |
| Sharpe | -0.14 | 0.65 |
| Sortino | -0.19 | 0.96 |
| Payoff Ratio | 1.01 | 0.99 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.03 | 1.08 |
| CPC Index | 0.45 | 0.57 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 38.41 | 3.08 |
| Outlier Loss Ratio | 3.68 | 2.99 |
| Volatility (ann.) | 8.31% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.24 | 2.33 |
| Skew | -1.2 | 0.2 |
| Kurtosis | 30.64 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.48% | 4.27% |
| Expected Yearly % | -3.3% | 34.02% |
| Kelly Criterion | -6.06% | 3.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11371177:BTCUSD | 11371177:btcusd:triple_med_gx:lsma90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.47 | 0.30 | - |
| 2025 | 30.14 | -16.11 | -0.53 | - |
| Metric | 11371177:btcusd:triple_med_gx:lsma90_15 | 11371177:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -0.59% | 45.08% |
| 6M | -15.63% | 28.47% |
| YTD | -16.11% | 30.14% |
| 1Y | -5.02% | 105.13% |
| 3Y (ann.) | -5.82% | 68.87% |
| 5Y (ann.) | -5.82% | 68.87% |
| Metric | 11371177:btcusd:triple_med_gx:lsma90_15 | 11371177:BTCUSD |
|---|---|---|
| Max Drawdown | -23.79% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -3.02% | -4.58% |
| Avg. Drawdown Days | 27.0 | 14.0 |
| Recovery Factor | -0.27 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -23.79 | 188 |
| 2024-07-10 | 2024-10-14 | -7.45 | 96 |
| 2024-06-05 | 2024-07-10 | -3.66 | 34 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 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 |
| 2024-11-09 | 2024-12-13 | -0.42 | 34 |
| Metric | 11371177:btcusd:triple_med_gx:lsma90_15 | 11371177:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.67% | 18.93% |
| Worst Week | -13.13% | -12.33% |
| Best Month | 6.67% | 37.42% |
| Worst Month | -13.22% | -17.69% |
| Best Year | 11.47% | 38.02% |
| Worst Year | -16.11% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.74% | -0.76% |
| Avg. Up Week | 2.0% | 5.88% |
| Avg. Down Week | -1.56% | -2.38% |
| Avg. Up Month | 2.38% | 14.37% |
| Avg. Down Month | -5.07% | -8.96% |
| Win Days % | 46.6% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 51.85% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |