| Metric | 11377180:btcusd:triple_med_gx:lsma90_50 | 11377180:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -6.14% | 79.62% |
| Max Drawdown | -12.5% | -29.51% |
| Sharpe | -0.15 | 0.65 |
| Sortino | -0.21 | 0.96 |
| Payoff Ratio | 1.13 | 1.02 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.69 | 1.08 |
| CPC Index | 0.46 | 0.59 |
| Tail Ratio | 0.74 | 0.98 |
| Outlier Win Ratio | 50.98 | 2.89 |
| Outlier Loss Ratio | 3.92 | 2.82 |
| Volatility (ann.) | 7.39% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.44 | 2.33 |
| Skew | -2.23 | 0.2 |
| Kurtosis | 75.66 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.45% | 4.27% |
| Expected Yearly % | -3.12% | 34.02% |
| Kelly Criterion | -6.76% | 4.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11377180:BTCUSD | 11377180:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.08 | -0.00 | - |
| 2025 | 30.14 | -6.07 | -0.20 | - |
| Metric | 11377180:btcusd:triple_med_gx:lsma90_50 | 11377180:BTCUSD |
|---|---|---|
| MTD | 0.65% | 13.36% |
| 3M | 3.34% | 45.08% |
| 6M | -5.25% | 28.47% |
| YTD | -6.07% | 30.14% |
| 1Y | -1.95% | 105.13% |
| 3Y (ann.) | -5.51% | 68.87% |
| 5Y (ann.) | -5.51% | 68.87% |
| Metric | 11377180:btcusd:triple_med_gx:lsma90_50 | 11377180:BTCUSD |
|---|---|---|
| Max Drawdown | -12.5% | -29.51% |
| Longest DD Days | 266.0 | 144.0 |
| Avg. Drawdown | -5.26% | -4.58% |
| Avg. Drawdown Days | 79.0 | 14.0 |
| Recovery Factor | -0.49 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-21 | 2025-07-14 | -12.50 | 266 |
| 2024-06-09 | 2024-09-19 | -9.84 | 101 |
| 2024-09-20 | 2024-10-20 | -2.56 | 30 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| Metric | 11377180:btcusd:triple_med_gx:lsma90_50 | 11377180:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -6.36% | -9.32% |
| Best Week | 5.73% | 18.93% |
| Worst Week | -9.09% | -12.33% |
| Best Month | 6.38% | 37.42% |
| Worst Month | -9.32% | -17.69% |
| Best Year | -0.08% | 38.02% |
| Worst Year | -6.07% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.65% | -0.74% |
| Avg. Up Week | 1.91% | 4.61% |
| Avg. Down Week | -2.81% | -3.09% |
| Avg. Up Month | 4.05% | 11.61% |
| Avg. Down Month | -4.86% | -2.66% |
| Win Days % | 43.48% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |