| Metric | 11375169:btcusd:triple_med_gx:lsma90_40 | 11375169:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -14.97% | 79.62% |
| Max Drawdown | -19.99% | -29.51% |
| Sharpe | -0.4 | 0.65 |
| Sortino | -0.52 | 0.96 |
| Payoff Ratio | 1.09 | 1.02 |
| Profit Factor | 0.85 | 1.11 |
| Common Sense Ratio | 0.9 | 1.08 |
| CPC Index | 0.39 | 0.59 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 45.05 | 2.96 |
| Outlier Loss Ratio | 3.91 | 3.04 |
| Volatility (ann.) | 8.25% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.68 | 2.33 |
| Skew | -2.12 | 0.2 |
| Kurtosis | 55.96 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.15% | 4.27% |
| Expected Yearly % | -7.79% | 34.02% |
| Kelly Criterion | -11.11% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11375169:BTCUSD | 11375169:btcusd:triple_med_gx:lsma90_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.66 | -0.25 | - |
| 2025 | 30.14 | -5.88 | -0.20 | - |
| Metric | 11375169:btcusd:triple_med_gx:lsma90_40 | 11375169:BTCUSD |
|---|---|---|
| MTD | 2.11% | 13.36% |
| 3M | 5.73% | 45.08% |
| 6M | -2.57% | 28.47% |
| YTD | -5.88% | 30.14% |
| 1Y | -8.34% | 105.13% |
| 3Y (ann.) | -13.5% | 68.87% |
| 5Y (ann.) | -13.5% | 68.87% |
| Metric | 11375169:btcusd:triple_med_gx:lsma90_40 | 11375169:BTCUSD |
|---|---|---|
| Max Drawdown | -19.99% | -29.51% |
| Longest DD Days | 399.0 | 144.0 |
| Avg. Drawdown | -10.09% | -4.58% |
| Avg. Drawdown Days | 200.0 | 14.0 |
| Recovery Factor | -0.75 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-09 | 2025-07-14 | -19.99 | 399 |
| 2024-06-08 | 2024-06-09 | -0.19 | 0 |
| Metric | 11375169:btcusd:triple_med_gx:lsma90_40 | 11375169:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 7.82% | 18.93% |
| Worst Week | -9.8% | -12.33% |
| Best Month | 8.49% | 37.42% |
| Worst Month | -11.57% | -17.69% |
| Best Year | -5.88% | 38.02% |
| Worst Year | -9.66% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.7% | -0.76% |
| Avg. Up Week | 1.73% | 3.73% |
| Avg. Down Week | -3.74% | -3.11% |
| Avg. Up Month | 3.97% | 9.31% |
| Avg. Down Month | -5.68% | -4.68% |
| Win Days % | 42.15% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 54.84% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |