| Metric | 11370348:btcusd:triple_med_gx:lsma45_10 | 11370348:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -9.92% | 79.62% |
| Max Drawdown | -23.3% | -29.51% |
| Sharpe | -0.24 | 0.65 |
| Sortino | -0.32 | 0.96 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 0.85 | 1.08 |
| CPC Index | 0.41 | 0.61 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 47.36 | 3.12 |
| Outlier Loss Ratio | 3.61 | 3.07 |
| Volatility (ann.) | 8.22% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.38 | 2.33 |
| Skew | -2.2 | 0.2 |
| Kurtosis | 39.15 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.74% | 4.27% |
| Expected Yearly % | -5.09% | 34.02% |
| Kelly Criterion | -11.76% | 6.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11370348:BTCUSD | 11370348:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.16 | -0.32 | - |
| 2025 | 30.14 | 2.55 | 0.08 | - |
| Metric | 11370348:btcusd:triple_med_gx:lsma45_10 | 11370348:BTCUSD |
|---|---|---|
| MTD | 4.18% | 13.36% |
| 3M | 8.62% | 45.08% |
| 6M | 2.55% | 28.47% |
| YTD | 2.55% | 30.14% |
| 1Y | -5.99% | 105.13% |
| 3Y (ann.) | -8.92% | 68.87% |
| 5Y (ann.) | -8.92% | 68.87% |
| Metric | 11370348:btcusd:triple_med_gx:lsma45_10 | 11370348:BTCUSD |
|---|---|---|
| Max Drawdown | -23.3% | -29.51% |
| Longest DD Days | 403.0 | 144.0 |
| Avg. Drawdown | -7.87% | -4.58% |
| Avg. Drawdown Days | 134.0 | 14.0 |
| Recovery Factor | -0.43 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-14 | -23.30 | 403 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370348:btcusd:triple_med_gx:lsma45_10 | 11370348:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.46% | 18.93% |
| Worst Week | -6.83% | -12.33% |
| Best Month | 7.46% | 37.42% |
| Worst Month | -9.05% | -17.69% |
| Best Year | 2.55% | 38.02% |
| Worst Year | -12.16% | 30.14% |
| Avg. Up Day | 0.86% | 0.88% |
| Avg. Down Day | -0.82% | -0.84% |
| Avg. Up Week | 1.76% | 5.59% |
| Avg. Down Week | -2.5% | -3.07% |
| Avg. Up Month | 3.97% | 9.15% |
| Avg. Down Month | -3.52% | -7.82% |
| Win Days % | 42.86% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 47.06% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |