| Metric | 11371902:btcusd:triple_med_gx:lsma90_20 | 11371902:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -0.54% | 79.62% |
| Max Drawdown | -16.38% | -29.51% |
| Sharpe | 0.03 | 0.65 |
| Sortino | 0.04 | 0.96 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 32.93 | 3.1 |
| Outlier Loss Ratio | 3.84 | 3.14 |
| Volatility (ann.) | 8.78% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.03 | 2.33 |
| Skew | -0.56 | 0.2 |
| Kurtosis | 24.12 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.04% | 4.27% |
| Expected Yearly % | -0.27% | 34.02% |
| Kelly Criterion | -3.08% | 3.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11371902:BTCUSD | 11371902:btcusd:triple_med_gx:lsma90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.09 | 0.05 | - |
| 2025 | 30.14 | -2.57 | -0.09 | - |
| Metric | 11371902:btcusd:triple_med_gx:lsma90_20 | 11371902:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | -1.78% | 45.08% |
| 6M | -7.09% | 28.47% |
| YTD | -2.57% | 30.14% |
| 1Y | 1.49% | 105.13% |
| 3Y (ann.) | -0.48% | 68.87% |
| 5Y (ann.) | -0.48% | 68.87% |
| Metric | 11371902:btcusd:triple_med_gx:lsma90_20 | 11371902:BTCUSD |
|---|---|---|
| Max Drawdown | -16.38% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -4.98% | -4.58% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | -0.03 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -16.38 | 179 |
| 2024-06-05 | 2024-09-13 | -6.88 | 100 |
| 2024-11-07 | 2025-01-06 | -3.98 | 59 |
| 2024-09-14 | 2024-10-14 | -3.20 | 30 |
| 2024-10-16 | 2024-11-07 | -2.44 | 21 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2025-01-07 | 2025-01-15 | -0.88 | 8 |
| Metric | 11371902:btcusd:triple_med_gx:lsma90_20 | 11371902:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.98% | 18.93% |
| Worst Week | -7.19% | -12.33% |
| Best Month | 6.56% | 37.42% |
| Worst Month | -5.88% | -17.69% |
| Best Year | 2.09% | 38.02% |
| Worst Year | -2.57% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 2.31% | 4.76% |
| Avg. Down Week | -1.29% | -3.43% |
| Avg. Up Month | 2.77% | 13.28% |
| Avg. Down Month | -3.17% | -7.82% |
| Win Days % | 47.71% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 44.12% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |