| Metric | 11373660:btcusd:triple_med_gx:lsma90_30 | 11373660:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -17.32% | 79.62% |
| Max Drawdown | -21.61% | -29.51% |
| Sharpe | -0.55 | 0.65 |
| Sortino | -0.73 | 0.96 |
| Payoff Ratio | 0.96 | 0.94 |
| Profit Factor | 0.81 | 1.11 |
| Common Sense Ratio | 0.49 | 1.08 |
| CPC Index | 0.34 | 0.54 |
| Tail Ratio | 0.6 | 0.98 |
| Outlier Win Ratio | 50.22 | 2.91 |
| Outlier Loss Ratio | 3.66 | 2.86 |
| Volatility (ann.) | 7.3% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.72 | 2.33 |
| Skew | -0.55 | 0.2 |
| Kurtosis | 36.89 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.35% | 4.27% |
| Expected Yearly % | -9.07% | 34.02% |
| Kelly Criterion | -14.76% | 1.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11373660:BTCUSD | 11373660:btcusd:triple_med_gx:lsma90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.52 | -0.09 | - |
| 2025 | 30.14 | -14.31 | -0.47 | - |
| Metric | 11373660:btcusd:triple_med_gx:lsma90_30 | 11373660:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -3.82% | 45.08% |
| 6M | -13.81% | 28.47% |
| YTD | -14.31% | 30.14% |
| 1Y | -14.09% | 105.13% |
| 3Y (ann.) | -15.65% | 68.87% |
| 5Y (ann.) | -15.65% | 68.87% |
| Metric | 11373660:btcusd:triple_med_gx:lsma90_30 | 11373660:BTCUSD |
|---|---|---|
| Max Drawdown | -21.61% | -29.51% |
| Longest DD Days | 213.0 | 144.0 |
| Avg. Drawdown | -15.26% | -4.58% |
| Avg. Drawdown Days | 200.0 | 14.0 |
| Recovery Factor | -0.8 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -21.61 | 188 |
| 2024-06-07 | 2025-01-06 | -8.92 | 213 |
| Metric | 11373660:btcusd:triple_med_gx:lsma90_30 | 11373660:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.2% | 18.93% |
| Worst Week | -7.32% | -12.33% |
| Best Month | 3.17% | 37.42% |
| Worst Month | -7.74% | -17.69% |
| Best Year | -3.52% | 38.02% |
| Worst Year | -14.31% | 30.14% |
| Avg. Up Day | 0.68% | 0.69% |
| Avg. Down Day | -0.71% | -0.73% |
| Avg. Up Week | 1.54% | 6.85% |
| Avg. Down Week | -2.68% | -3.14% |
| Avg. Up Month | 1.33% | 8.67% |
| Avg. Down Month | -4.26% | -8.96% |
| Win Days % | 43.82% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 34.62% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |