| Metric | 11375548:btcusd:triple_med_gx:lsma90_40 | 11375548:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -15.24% | 79.62% |
| Max Drawdown | -21.55% | -29.51% |
| Sharpe | -0.45 | 0.65 |
| Sortino | -0.58 | 0.96 |
| Payoff Ratio | 0.95 | 0.93 |
| Profit Factor | 0.83 | 1.11 |
| Common Sense Ratio | 0.51 | 1.08 |
| CPC Index | 0.35 | 0.54 |
| Tail Ratio | 0.61 | 0.98 |
| Outlier Win Ratio | 52.6 | 2.97 |
| Outlier Loss Ratio | 3.36 | 2.81 |
| Volatility (ann.) | 7.57% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.64 | 2.33 |
| Skew | -2.63 | 0.2 |
| Kurtosis | 63.99 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.17% | 4.27% |
| Expected Yearly % | -7.94% | 34.02% |
| Kelly Criterion | -12.61% | 0.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11375548:BTCUSD | 11375548:btcusd:triple_med_gx:lsma90_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.05 | -0.03 | - |
| 2025 | 30.14 | -14.34 | -0.48 | - |
| Metric | 11375548:btcusd:triple_med_gx:lsma90_40 | 11375548:BTCUSD |
|---|---|---|
| MTD | 1.89% | 13.36% |
| 3M | -3.01% | 45.08% |
| 6M | -13.23% | 28.47% |
| YTD | -14.34% | 30.14% |
| 1Y | -15.29% | 105.13% |
| 3Y (ann.) | -13.75% | 68.87% |
| 5Y (ann.) | -13.75% | 68.87% |
| Metric | 11375548:btcusd:triple_med_gx:lsma90_40 | 11375548:BTCUSD |
|---|---|---|
| Max Drawdown | -21.55% | -29.51% |
| Longest DD Days | 333.0 | 144.0 |
| Avg. Drawdown | -5.17% | -4.58% |
| Avg. Drawdown Days | 67.0 | 14.0 |
| Recovery Factor | -0.71 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-14 | 2025-07-14 | -21.55 | 333 |
| 2024-08-12 | 2024-08-13 | -1.73 | 1 |
| 2024-07-01 | 2024-07-01 | -1.40 | 0 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-08-12 | 2024-08-12 | -0.18 | 0 |
| Metric | 11375548:btcusd:triple_med_gx:lsma90_40 | 11375548:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 3.95% | 18.93% |
| Worst Week | -5.99% | -12.33% |
| Best Month | 1.89% | 37.42% |
| Worst Month | -8.55% | -17.69% |
| Best Year | -1.05% | 38.02% |
| Worst Year | -14.34% | 30.14% |
| Avg. Up Day | 0.71% | 0.72% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 2.12% | 4.78% |
| Avg. Down Week | -2.36% | -2.69% |
| Avg. Up Month | 1.15% | 9.11% |
| Avg. Down Month | -3.39% | -9.5% |
| Win Days % | 45.22% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 36.36% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |