| Metric | 11375567:btcusd:triple_med_gx:lsma90_40 | 11375567:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -15.35% | 79.62% |
| Max Drawdown | -23.64% | -29.51% |
| Sharpe | -0.47 | 0.65 |
| Sortino | -0.6 | 0.96 |
| Payoff Ratio | 0.92 | 0.9 |
| Profit Factor | 0.82 | 1.11 |
| Common Sense Ratio | 0.48 | 1.08 |
| CPC Index | 0.34 | 0.52 |
| Tail Ratio | 0.59 | 0.98 |
| Outlier Win Ratio | 55.49 | 2.91 |
| Outlier Loss Ratio | 3.38 | 2.81 |
| Volatility (ann.) | 7.35% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.59 | 2.33 |
| Skew | -2.95 | 0.2 |
| Kurtosis | 70.4 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.18% | 4.27% |
| Expected Yearly % | -7.99% | 34.02% |
| Kelly Criterion | -13.08% | -1.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11375567:BTCUSD | 11375567:btcusd:triple_med_gx:lsma90_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.92 | 0.02 | - |
| 2025 | 30.14 | -16.12 | -0.54 | - |
| Metric | 11375567:btcusd:triple_med_gx:lsma90_40 | 11375567:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | 0.36% | 45.08% |
| 6M | -14.41% | 28.47% |
| YTD | -16.12% | 30.14% |
| 1Y | -15.52% | 105.13% |
| 3Y (ann.) | -13.85% | 68.87% |
| 5Y (ann.) | -13.85% | 68.87% |
| Metric | 11375567:btcusd:triple_med_gx:lsma90_40 | 11375567:BTCUSD |
|---|---|---|
| Max Drawdown | -23.64% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -6.64% | -4.58% |
| Avg. Drawdown Days | 75.0 | 14.0 |
| Recovery Factor | -0.65 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -23.64 | 188 |
| 2024-08-14 | 2025-01-06 | -6.19 | 145 |
| 2024-07-01 | 2024-08-13 | -2.21 | 42 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-07-01 | 2024-07-01 | -0.18 | 0 |
| Metric | 11375567:btcusd:triple_med_gx:lsma90_40 | 11375567:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.3% | 18.93% |
| Worst Week | -7.7% | -12.33% |
| Best Month | 2.1% | 37.42% |
| Worst Month | -12.37% | -17.69% |
| Best Year | 0.92% | 38.02% |
| Worst Year | -16.12% | 30.14% |
| Avg. Up Day | 0.67% | 0.69% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 1.46% | 7.14% |
| Avg. Down Week | -3.21% | -2.84% |
| Avg. Up Month | 1.22% | 8.67% |
| Avg. Down Month | -5.24% | -9.5% |
| Win Days % | 45.95% | 51.93% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |