| Metric | 11373641:btcusd:triple_med_gx:lsma90_30 | 11373641:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -14.96% | 75.42% |
| Max Drawdown | -18.42% | -29.51% |
| Sharpe | -0.43 | 0.63 |
| Sortino | -0.59 | 0.92 |
| Payoff Ratio | 0.98 | 0.99 |
| Profit Factor | 0.85 | 1.11 |
| Common Sense Ratio | 0.62 | 1.06 |
| CPC Index | 0.37 | 0.57 |
| Tail Ratio | 0.73 | 0.96 |
| Outlier Win Ratio | 44.55 | 2.99 |
| Outlier Loss Ratio | 3.67 | 2.94 |
| Volatility (ann.) | 7.66% | 24.55% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.73 | 2.19 |
| Skew | -0.44 | 0.2 |
| Kurtosis | 31.66 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.15% | 4.1% |
| Expected Yearly % | -7.78% | 32.45% |
| Kelly Criterion | -12.02% | 3.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11373641:BTCUSD | 11373641:btcusd:triple_med_gx:lsma90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.67 | -0.15 | - |
| 2025 | 27.10 | -9.85 | -0.36 | - |
| Metric | 11373641:btcusd:triple_med_gx:lsma90_30 | 11373641:BTCUSD |
|---|---|---|
| MTD | 1.89% | 10.71% |
| 3M | -3.14% | 41.88% |
| 6M | -10.04% | 22.91% |
| YTD | -9.85% | 27.1% |
| 1Y | -14.16% | 82.29% |
| 3Y (ann.) | -13.4% | 64.73% |
| 5Y (ann.) | -13.4% | 64.73% |
| Metric | 11373641:btcusd:triple_med_gx:lsma90_30 | 11373641:BTCUSD |
|---|---|---|
| Max Drawdown | -18.42% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -11.13% | -4.71% |
| Avg. Drawdown Days | 202.0 | 14.0 |
| Recovery Factor | -0.81 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-07-17 | -18.42 | 370 |
| 2024-06-07 | 2024-07-11 | -3.84 | 34 |
| Metric | 11373641:btcusd:triple_med_gx:lsma90_30 | 11373641:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.74% | -9.32% |
| Best Week | 4.2% | 18.93% |
| Worst Week | -5.49% | -12.33% |
| Best Month | 2.65% | 37.42% |
| Worst Month | -4.66% | -17.69% |
| Best Year | -5.67% | 38.02% |
| Worst Year | -9.85% | 27.1% |
| Avg. Up Day | 0.72% | 0.73% |
| Avg. Down Day | -0.73% | -0.73% |
| Avg. Up Week | 2.55% | 5.6% |
| Avg. Down Week | -2.16% | -3.14% |
| Avg. Up Month | 1.51% | 8.6% |
| Avg. Down Month | -2.86% | -7.82% |
| Win Days % | 44.44% | 51.89% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 25.93% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |