| Metric | 11378735:btcusd:triple_med_gx:lsma90_55 | 11378735:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -7.08% | 79.62% |
| Max Drawdown | -14.4% | -29.51% |
| Sharpe | -0.12 | 0.65 |
| Sortino | -0.17 | 0.96 |
| Payoff Ratio | 0.98 | 1.0 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.45 | 0.57 |
| Tail Ratio | 1.28 | 0.98 |
| Outlier Win Ratio | 34.32 | 3.12 |
| Outlier Loss Ratio | 3.47 | 3.22 |
| Volatility (ann.) | 9.54% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.44 | 2.33 |
| Skew | -1.4 | 0.2 |
| Kurtosis | 34.72 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.52% | 4.27% |
| Expected Yearly % | -3.61% | 34.02% |
| Kelly Criterion | -5.96% | 3.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11378735:BTCUSD | 11378735:btcusd:triple_med_gx:lsma90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.71 | -0.23 | - |
| 2025 | 30.14 | 1.78 | 0.06 | - |
| Metric | 11378735:btcusd:triple_med_gx:lsma90_55 | 11378735:BTCUSD |
|---|---|---|
| MTD | -0.66% | 13.36% |
| 3M | -4.33% | 45.08% |
| 6M | -3.44% | 28.47% |
| YTD | 1.78% | 30.14% |
| 1Y | 4.27% | 105.13% |
| 3Y (ann.) | -6.36% | 68.87% |
| 5Y (ann.) | -6.36% | 68.87% |
| Metric | 11378735:btcusd:triple_med_gx:lsma90_55 | 11378735:BTCUSD |
|---|---|---|
| Max Drawdown | -14.4% | -29.51% |
| Longest DD Days | 398.0 | 144.0 |
| Avg. Drawdown | -3.77% | -4.58% |
| Avg. Drawdown Days | 100.0 | 14.0 |
| Recovery Factor | -0.49 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-07-14 | -14.40 | 398 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2024-06-08 | 2024-06-09 | -0.21 | 0 |
| 2024-06-08 | 2024-06-08 | -0.18 | 0 |
| Metric | 11378735:btcusd:triple_med_gx:lsma90_55 | 11378735:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 7.26% | 18.93% |
| Worst Week | -6.17% | -12.33% |
| Best Month | 7.26% | 37.42% |
| Worst Month | -9.24% | -17.69% |
| Best Year | 1.78% | 38.02% |
| Worst Year | -8.71% | 30.14% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.84% | -0.85% |
| Avg. Up Week | 2.29% | 5.59% |
| Avg. Down Week | -3.03% | -4.8% |
| Avg. Up Month | 4.16% | 16.34% |
| Avg. Down Month | -5.06% | -5.29% |
| Win Days % | 47.46% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 39.29% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |