| Metric | 11376094:btcusd:triple_med_gx:lsma90_45 | 11376094:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -9.21% | 79.62% |
| Max Drawdown | -15.92% | -29.51% |
| Sharpe | -0.24 | 0.65 |
| Sortino | -0.34 | 0.96 |
| Payoff Ratio | 1.21 | 1.12 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 0.87 | 1.08 |
| CPC Index | 0.46 | 0.64 |
| Tail Ratio | 0.95 | 0.98 |
| Outlier Win Ratio | 42.95 | 2.91 |
| Outlier Loss Ratio | 4.12 | 2.95 |
| Volatility (ann.) | 7.84% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.52 | 2.33 |
| Skew | 0.41 | 0.2 |
| Kurtosis | 39.69 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.69% | 4.27% |
| Expected Yearly % | -4.71% | 34.02% |
| Kelly Criterion | -6.71% | 8.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11376094:BTCUSD | 11376094:btcusd:triple_med_gx:lsma90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.61 | -0.17 | - |
| 2025 | 30.14 | -2.78 | -0.09 | - |
| Metric | 11376094:btcusd:triple_med_gx:lsma90_45 | 11376094:BTCUSD |
|---|---|---|
| MTD | 0.02% | 13.36% |
| 3M | 0.21% | 45.08% |
| 6M | 0.77% | 28.47% |
| YTD | -2.78% | 30.14% |
| 1Y | -7.4% | 105.13% |
| 3Y (ann.) | -8.28% | 68.87% |
| 5Y (ann.) | -8.28% | 68.87% |
| Metric | 11376094:btcusd:triple_med_gx:lsma90_45 | 11376094:BTCUSD |
|---|---|---|
| Max Drawdown | -15.92% | -29.51% |
| Longest DD Days | 357.0 | 144.0 |
| Avg. Drawdown | -4.08% | -4.58% |
| Avg. Drawdown Days | 80.0 | 14.0 |
| Recovery Factor | -0.58 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-07-14 | -15.92 | 357 |
| 2024-07-04 | 2024-07-19 | -2.35 | 14 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-06-08 | 2024-07-04 | -0.60 | 26 |
| 2024-07-19 | 2024-07-20 | -0.39 | 0 |
| Metric | 11376094:btcusd:triple_med_gx:lsma90_45 | 11376094:BTCUSD |
|---|---|---|
| Best Day | 4.17% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 7.87% | 18.93% |
| Worst Week | -5.32% | -12.33% |
| Best Month | 7.22% | 37.42% |
| Worst Month | -9.29% | -17.69% |
| Best Year | -2.78% | 38.02% |
| Worst Year | -6.61% | 30.14% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.64% | -0.7% |
| Avg. Up Week | 2.15% | 5.33% |
| Avg. Down Week | -2.37% | -4.41% |
| Avg. Up Month | 2.58% | 15.07% |
| Avg. Down Month | -4.05% | -5.35% |
| Win Days % | 41.64% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 36.36% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |