| Metric | 11371917:btcusd:triple_med_gx:lsma90_20 | 11371917:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -0.46% | 79.62% |
| Max Drawdown | -14.97% | -29.51% |
| Sharpe | 0.03 | 0.65 |
| Sortino | 0.04 | 0.96 |
| Payoff Ratio | 1.05 | 0.99 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.11 | 1.08 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 35.16 | 3.09 |
| Outlier Loss Ratio | 3.76 | 3.03 |
| Volatility (ann.) | 8.49% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.03 | 2.33 |
| Skew | -0.61 | 0.2 |
| Kurtosis | 26.8 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.03% | 4.27% |
| Expected Yearly % | -0.23% | 34.02% |
| Kelly Criterion | -2.72% | 3.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11371917:BTCUSD | 11371917:btcusd:triple_med_gx:lsma90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.04 | 0.08 | - |
| 2025 | 30.14 | -3.40 | -0.11 | - |
| Metric | 11371917:btcusd:triple_med_gx:lsma90_20 | 11371917:BTCUSD |
|---|---|---|
| MTD | 1.42% | 13.36% |
| 3M | -2.03% | 45.08% |
| 6M | -7.04% | 28.47% |
| YTD | -3.4% | 30.14% |
| 1Y | 0.07% | 105.13% |
| 3Y (ann.) | -0.42% | 68.87% |
| 5Y (ann.) | -0.42% | 68.87% |
| Metric | 11371917:btcusd:triple_med_gx:lsma90_20 | 11371917:BTCUSD |
|---|---|---|
| Max Drawdown | -14.97% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -4.68% | -4.58% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | -0.03 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-14 | -14.97 | 149 |
| 2024-07-10 | 2024-10-14 | -7.52 | 96 |
| 2024-12-09 | 2025-01-06 | -4.19 | 28 |
| 2024-06-07 | 2024-07-10 | -3.62 | 32 |
| 2024-10-16 | 2024-12-08 | -3.09 | 53 |
| 2025-01-07 | 2025-02-14 | -2.24 | 38 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| Metric | 11371917:btcusd:triple_med_gx:lsma90_20 | 11371917:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.49% | 18.93% |
| Worst Week | -6.59% | -12.33% |
| Best Month | 6.49% | 37.42% |
| Worst Month | -5.23% | -17.69% |
| Best Year | 3.04% | 38.02% |
| Worst Year | -3.4% | 30.14% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 2.22% | 4.21% |
| Avg. Down Week | -1.26% | -3.12% |
| Avg. Up Month | 2.2% | 13.28% |
| Avg. Down Month | -2.83% | -5.35% |
| Win Days % | 47.42% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 45.16% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |