| Metric | 11370287:btcusd:triple_med_gx:lsma45_10 | 11370287:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 0.28% | 79.62% |
| Max Drawdown | -16.54% | -29.51% |
| Sharpe | 0.06 | 0.65 |
| Sortino | 0.09 | 0.96 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.28 | 1.08 |
| CPC Index | 0.51 | 0.62 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 30.44 | 3.24 |
| Outlier Loss Ratio | 3.92 | 3.24 |
| Volatility (ann.) | 10.6% | 24.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.02 | 2.33 |
| Skew | 2.31 | 0.2 |
| Kurtosis | 66.19 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.02% | 4.27% |
| Expected Yearly % | 0.14% | 34.02% |
| Kelly Criterion | -4.49% | 7.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.07% |
| Expected Shortfall (cVaR) | -0.91% | -2.07% |
| Year | 11370287:BTCUSD | 11370287:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.24 | 0.09 | - |
| 2025 | 30.14 | -2.87 | -0.10 | - |
| Metric | 11370287:btcusd:triple_med_gx:lsma45_10 | 11370287:BTCUSD |
|---|---|---|
| MTD | -1.4% | 13.36% |
| 3M | 4.07% | 45.08% |
| 6M | -1.97% | 28.47% |
| YTD | -2.87% | 30.14% |
| 1Y | 4.2% | 105.13% |
| 3Y (ann.) | 0.25% | 68.87% |
| 5Y (ann.) | 0.25% | 68.87% |
| Metric | 11370287:btcusd:triple_med_gx:lsma45_10 | 11370287:BTCUSD |
|---|---|---|
| Max Drawdown | -16.54% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -4.19% | -4.58% |
| Avg. Drawdown Days | 31.0 | 14.0 |
| Recovery Factor | 0.02 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-22 | -16.54 | 156 |
| 2024-06-02 | 2024-08-08 | -9.78 | 67 |
| 2025-06-03 | 2025-07-14 | -8.31 | 40 |
| 2024-09-03 | 2024-10-29 | -6.05 | 56 |
| 2024-11-23 | 2024-12-16 | -4.31 | 23 |
| 2024-08-09 | 2024-08-21 | -2.43 | 12 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-09 | 2024-11-21 | -0.42 | 12 |
| 2025-06-03 | 2025-06-03 | -0.34 | 0 |
| Metric | 11370287:btcusd:triple_med_gx:lsma45_10 | 11370287:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.84% | 18.93% |
| Worst Week | -5.63% | -12.33% |
| Best Month | 9.81% | 37.42% |
| Worst Month | -6.74% | -17.69% |
| Best Year | 3.24% | 38.02% |
| Worst Year | -2.87% | 30.14% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.78% | -0.81% |
| Avg. Up Week | 2.08% | 6.28% |
| Avg. Down Week | -2.65% | -4.1% |
| Avg. Up Month | 4.71% | 18.38% |
| Avg. Down Month | -1.73% | -7.59% |
| Win Days % | 45.64% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 51.11% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |