| Metric | 11377621:btcusd:triple_med_gx:lsma90_50 | 11377621:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -1.92% | 79.62% |
| Max Drawdown | -12.63% | -29.51% |
| Sharpe | -0.0 | 0.65 |
| Sortino | -0.01 | 0.96 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.0 | 1.11 |
| Common Sense Ratio | 1.02 | 1.08 |
| CPC Index | 0.49 | 0.6 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 38.42 | 3.08 |
| Outlier Loss Ratio | 3.6 | 3.02 |
| Volatility (ann.) | 8.81% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.14 | 2.33 |
| Skew | -1.1 | 0.2 |
| Kurtosis | 47.01 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.14% | 4.27% |
| Expected Yearly % | -0.96% | 34.02% |
| Kelly Criterion | -3.89% | 5.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11377621:BTCUSD | 11377621:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.88 | 0.10 | - |
| 2025 | 30.14 | -5.58 | -0.19 | - |
| Metric | 11377621:btcusd:triple_med_gx:lsma90_50 | 11377621:BTCUSD |
|---|---|---|
| MTD | 0.14% | 13.36% |
| 3M | -5.34% | 45.08% |
| 6M | -9.97% | 28.47% |
| YTD | -5.58% | 30.14% |
| 1Y | -0.56% | 105.13% |
| 3Y (ann.) | -1.72% | 68.87% |
| 5Y (ann.) | -1.72% | 68.87% |
| Metric | 11377621:btcusd:triple_med_gx:lsma90_50 | 11377621:BTCUSD |
|---|---|---|
| Max Drawdown | -12.63% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -4.08% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | -0.15 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-14 | -12.63 | 149 |
| 2024-10-16 | 2025-01-06 | -8.99 | 81 |
| 2024-08-14 | 2024-09-13 | -6.19 | 30 |
| 2024-06-10 | 2024-08-13 | -4.69 | 63 |
| 2025-01-07 | 2025-02-14 | -2.78 | 38 |
| 2024-09-14 | 2024-10-14 | -2.74 | 30 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-06-08 | 2024-06-09 | -0.39 | 1 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| Metric | 11377621:btcusd:triple_med_gx:lsma90_50 | 11377621:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 6.49% | 18.93% |
| Worst Week | -5.5% | -12.33% |
| Best Month | 6.49% | 37.42% |
| Worst Month | -4.39% | -17.69% |
| Best Year | 3.88% | 38.02% |
| Worst Year | -5.58% | 30.14% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 2.38% | 5.18% |
| Avg. Down Week | -1.8% | -3.95% |
| Avg. Up Month | 2.13% | 13.64% |
| Avg. Down Month | -3.45% | -4.22% |
| Win Days % | 46.91% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 39.29% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |