| Metric | 11370410:btcusd:triple_med_gx:lsma45_10 | 11370410:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -6.68% | 79.62% |
| Max Drawdown | -20.43% | -29.51% |
| Sharpe | -0.15 | 0.65 |
| Sortino | -0.2 | 0.96 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.77 | 1.08 |
| CPC Index | 0.43 | 0.58 |
| Tail Ratio | 0.82 | 0.98 |
| Outlier Win Ratio | 48.23 | 3.1 |
| Outlier Loss Ratio | 3.41 | 3.0 |
| Volatility (ann.) | 8.05% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.29 | 2.33 |
| Skew | -2.4 | 0.2 |
| Kurtosis | 40.67 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.49% | 4.27% |
| Expected Yearly % | -3.4% | 34.02% |
| Kelly Criterion | -9.16% | 4.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11370410:BTCUSD | 11370410:btcusd:triple_med_gx:lsma45_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.47 | -0.28 | - |
| 2025 | 30.14 | 4.23 | 0.14 | - |
| Metric | 11370410:btcusd:triple_med_gx:lsma45_10 | 11370410:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 6.42% | 45.08% |
| 6M | 3.24% | 28.47% |
| YTD | 4.23% | 30.14% |
| 1Y | -3.96% | 105.13% |
| 3Y (ann.) | -6.0% | 68.87% |
| 5Y (ann.) | -6.0% | 68.87% |
| Metric | 11370410:btcusd:triple_med_gx:lsma45_10 | 11370410:BTCUSD |
|---|---|---|
| Max Drawdown | -20.43% | -29.51% |
| Longest DD Days | 401.0 | 144.0 |
| Avg. Drawdown | -7.27% | -4.58% |
| Avg. Drawdown Days | 134.0 | 14.0 |
| Recovery Factor | -0.33 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-14 | -20.43 | 401 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370410:btcusd:triple_med_gx:lsma45_10 | 11370410:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.52% | 18.93% |
| Worst Week | -10.71% | -12.33% |
| Best Month | 8.14% | 37.42% |
| Worst Month | -10.71% | -17.69% |
| Best Year | 4.23% | 38.02% |
| Worst Year | -10.47% | 30.14% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 2.06% | 5.46% |
| Avg. Down Week | -1.35% | -3.87% |
| Avg. Up Month | 3.52% | 13.69% |
| Avg. Down Month | -5.13% | -7.93% |
| Win Days % | 44.5% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 46.67% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |