| Metric | 11402971:btcusd:triple_med_gx:lsma90_140 | 11402971:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -1.01% | 61.16% |
| Max Drawdown | -13.2% | -29.51% |
| Sharpe | 0.01 | 0.59 |
| Sortino | 0.01 | 0.85 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 0.81 | 1.07 |
| CPC Index | 0.5 | 0.6 |
| Tail Ratio | 0.81 | 0.98 |
| Outlier Win Ratio | 48.7 | 2.93 |
| Outlier Loss Ratio | 3.61 | 2.87 |
| Volatility (ann.) | 7.73% | 25.19% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.07 | 2.0 |
| Skew | -0.95 | 0.21 |
| Kurtosis | 41.28 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.08% | 3.74% |
| Expected Yearly % | -0.51% | 26.95% |
| Kelly Criterion | -4.67% | 6.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.13% |
| Expected Shortfall (cVaR) | -0.67% | -2.13% |
| Year | 11402971:BTCUSD | 11402971:btcusd:triple_med_gx:lsma90_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.93 | -0.13 | - |
| 2025 | 16.76 | 4.12 | 0.25 | - |
| Metric | 11402971:btcusd:triple_med_gx:lsma90_140 | 11402971:BTCUSD |
|---|---|---|
| MTD | 3.06% | 4.16% |
| 3M | 3.01% | 31.46% |
| 6M | 7.94% | 12.77% |
| YTD | 4.12% | 16.76% |
| 1Y | -1.25% | 56.84% |
| 3Y (ann.) | -0.98% | 59.12% |
| 5Y (ann.) | -0.98% | 59.12% |
| Metric | 11402971:btcusd:triple_med_gx:lsma90_140 | 11402971:BTCUSD |
|---|---|---|
| Max Drawdown | -13.2% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -5.42% | -4.82% |
| Avg. Drawdown Days | 123.0 | 14.0 |
| Recovery Factor | -0.08 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -13.20 | 345 |
| 2024-06-07 | 2024-06-30 | -2.82 | 23 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11402971:btcusd:triple_med_gx:lsma90_140 | 11402971:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.62% | 18.93% |
| Worst Week | -8.44% | -12.33% |
| Best Month | 3.06% | 37.42% |
| Worst Month | -4.21% | -17.69% |
| Best Year | 4.12% | 38.02% |
| Worst Year | -4.93% | 16.76% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 2.33% | 4.91% |
| Avg. Down Week | -2.76% | -3.25% |
| Avg. Up Month | 2.41% | 10.0% |
| Avg. Down Month | -2.83% | -7.93% |
| Win Days % | 45.41% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 47.83% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |