| Metric | 11377655:btcusd:triple_med_gx:lsma90_50 | 11377655:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -8.41% | 79.62% |
| Max Drawdown | -16.09% | -29.51% |
| Sharpe | -0.23 | 0.65 |
| Sortino | -0.29 | 0.96 |
| Payoff Ratio | 0.94 | 0.9 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 0.74 | 1.08 |
| CPC Index | 0.4 | 0.52 |
| Tail Ratio | 0.82 | 0.98 |
| Outlier Win Ratio | 50.52 | 2.95 |
| Outlier Loss Ratio | 3.37 | 2.78 |
| Volatility (ann.) | 7.41% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.47 | 2.33 |
| Skew | -3.43 | 0.2 |
| Kurtosis | 65.49 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.63% | 4.27% |
| Expected Yearly % | -4.3% | 34.02% |
| Kelly Criterion | -8.65% | -1.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11377655:BTCUSD | 11377655:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.20 | -0.01 | - |
| 2025 | 30.14 | -8.22 | -0.27 | - |
| Metric | 11377655:btcusd:triple_med_gx:lsma90_50 | 11377655:BTCUSD |
|---|---|---|
| MTD | 1.89% | 13.36% |
| 3M | -2.03% | 45.08% |
| 6M | -7.19% | 28.47% |
| YTD | -8.22% | 30.14% |
| 1Y | -7.14% | 105.13% |
| 3Y (ann.) | -7.56% | 68.87% |
| 5Y (ann.) | -7.56% | 68.87% |
| Metric | 11377655:btcusd:triple_med_gx:lsma90_50 | 11377655:BTCUSD |
|---|---|---|
| Max Drawdown | -16.09% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -6.6% | -4.58% |
| Avg. Drawdown Days | 99.0 | 14.0 |
| Recovery Factor | -0.52 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -16.09 | 188 |
| 2024-06-11 | 2024-10-16 | -7.42 | 127 |
| 2024-10-16 | 2025-01-06 | -2.55 | 81 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| Metric | 11377655:btcusd:triple_med_gx:lsma90_50 | 11377655:BTCUSD |
|---|---|---|
| Best Day | 2.98% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.41% | 18.93% |
| Worst Week | -5.5% | -12.33% |
| Best Month | 4.22% | 37.42% |
| Worst Month | -4.75% | -17.69% |
| Best Year | -0.2% | 38.02% |
| Worst Year | -8.22% | 30.14% |
| Avg. Up Day | 0.7% | 0.71% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 1.94% | 4.89% |
| Avg. Down Week | -2.47% | -3.14% |
| Avg. Up Month | 1.25% | 9.99% |
| Avg. Down Month | -2.79% | -8.96% |
| Win Days % | 47.39% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 40.74% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |