| Metric | 11379956:btcusd:triple_med_gx:lsma90_60 | 11379956:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -6.26% | 79.62% |
| Max Drawdown | -14.35% | -29.51% |
| Sharpe | -0.17 | 0.65 |
| Sortino | -0.22 | 0.96 |
| Payoff Ratio | 0.93 | 0.88 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 0.8 | 1.08 |
| CPC Index | 0.42 | 0.51 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 54.55 | 2.93 |
| Outlier Loss Ratio | 3.37 | 2.77 |
| Volatility (ann.) | 7.04% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.39 | 2.33 |
| Skew | -3.85 | 0.2 |
| Kurtosis | 74.12 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.46% | 4.27% |
| Expected Yearly % | -3.18% | 34.02% |
| Kelly Criterion | -7.59% | -2.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.07% |
| Expected Shortfall (cVaR) | -0.61% | -2.07% |
| Year | 11379956:BTCUSD | 11379956:btcusd:triple_med_gx:lsma90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.37 | -0.06 | - |
| 2025 | 30.14 | -3.99 | -0.13 | - |
| Metric | 11379956:btcusd:triple_med_gx:lsma90_60 | 11379956:BTCUSD |
|---|---|---|
| MTD | 1.89% | 13.36% |
| 3M | -1.94% | 45.08% |
| 6M | -2.91% | 28.47% |
| YTD | -3.99% | 30.14% |
| 1Y | -5.72% | 105.13% |
| 3Y (ann.) | -5.62% | 68.87% |
| 5Y (ann.) | -5.62% | 68.87% |
| Metric | 11379956:btcusd:triple_med_gx:lsma90_60 | 11379956:BTCUSD |
|---|---|---|
| Max Drawdown | -14.35% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -7.68% | -4.58% |
| Avg. Drawdown Days | 124.0 | 14.0 |
| Recovery Factor | -0.44 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -14.35 | 188 |
| 2024-07-07 | 2025-01-06 | -8.51 | 183 |
| 2024-07-01 | 2024-07-01 | -0.18 | 0 |
| Metric | 11379956:btcusd:triple_med_gx:lsma90_60 | 11379956:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 2.62% | 18.93% |
| Worst Week | -4.12% | -12.33% |
| Best Month | 1.98% | 37.42% |
| Worst Month | -4.29% | -17.69% |
| Best Year | -2.37% | 38.02% |
| Worst Year | -3.99% | 30.14% |
| Avg. Up Day | 0.69% | 0.71% |
| Avg. Down Day | -0.74% | -0.8% |
| Avg. Up Week | 1.46% | 4.32% |
| Avg. Down Week | -1.16% | -2.8% |
| Avg. Up Month | 1.27% | 18.94% |
| Avg. Down Month | -1.65% | -13.21% |
| Win Days % | 48.11% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 37.5% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |