| Metric | 11371974:btcusd:triple_med_gx:lsma90_20 | 11371974:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -11.68% | 79.62% |
| Max Drawdown | -25.26% | -29.51% |
| Sharpe | -0.29 | 0.65 |
| Sortino | -0.39 | 0.96 |
| Payoff Ratio | 0.98 | 0.98 |
| Profit Factor | 0.9 | 1.11 |
| Common Sense Ratio | 0.8 | 1.08 |
| CPC Index | 0.41 | 0.56 |
| Tail Ratio | 0.88 | 0.98 |
| Outlier Win Ratio | 39.28 | 3.08 |
| Outlier Loss Ratio | 3.58 | 3.0 |
| Volatility (ann.) | 8.46% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.42 | 2.33 |
| Skew | -0.76 | 0.2 |
| Kurtosis | 29.98 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.88% | 4.27% |
| Expected Yearly % | -6.02% | 34.02% |
| Kelly Criterion | -8.73% | 2.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11371974:BTCUSD | 11371974:btcusd:triple_med_gx:lsma90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.35 | 0.22 | - |
| 2025 | 30.14 | -18.48 | -0.61 | - |
| Metric | 11371974:btcusd:triple_med_gx:lsma90_20 | 11371974:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -3.96% | 45.08% |
| 6M | -15.67% | 28.47% |
| YTD | -18.48% | 30.14% |
| 1Y | -8.16% | 105.13% |
| 3Y (ann.) | -10.52% | 68.87% |
| 5Y (ann.) | -10.52% | 68.87% |
| Metric | 11371974:btcusd:triple_med_gx:lsma90_20 | 11371974:BTCUSD |
|---|---|---|
| Max Drawdown | -25.26% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -4.15% | -4.58% |
| Avg. Drawdown Days | 36.0 | 14.0 |
| Recovery Factor | -0.46 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -25.26 | 188 |
| 2024-06-07 | 2024-10-15 | -9.90 | 130 |
| 2024-12-16 | 2025-01-06 | -1.79 | 20 |
| 2024-10-16 | 2024-11-07 | -1.61 | 21 |
| 2024-12-14 | 2024-12-15 | -0.74 | 0 |
| 2024-06-05 | 2024-06-07 | -0.67 | 1 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2024-12-13 | 2024-12-14 | -0.18 | 0 |
| Metric | 11371974:btcusd:triple_med_gx:lsma90_20 | 11371974:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.45% | 18.93% |
| Worst Week | -6.59% | -12.33% |
| Best Month | 6.0% | 37.42% |
| Worst Month | -9.36% | -17.69% |
| Best Year | 8.35% | 38.02% |
| Worst Year | -18.48% | 30.14% |
| Avg. Up Day | 0.75% | 0.76% |
| Avg. Down Day | -0.76% | -0.77% |
| Avg. Up Week | 2.53% | 6.72% |
| Avg. Down Week | -2.38% | -2.95% |
| Avg. Up Month | 3.61% | 16.63% |
| Avg. Down Month | -5.01% | -8.96% |
| Win Days % | 46.05% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 37.04% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |