| Metric | 11371168:btcusd:triple_med_gx:lsma45_15 | 11371168:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -4.1% | 79.62% |
| Max Drawdown | -15.89% | -29.51% |
| Sharpe | -0.08 | 0.65 |
| Sortino | -0.11 | 0.96 |
| Payoff Ratio | 1.02 | 1.02 |
| Profit Factor | 0.96 | 1.11 |
| Common Sense Ratio | 0.6 | 1.08 |
| CPC Index | 0.45 | 0.59 |
| Tail Ratio | 0.62 | 0.98 |
| Outlier Win Ratio | 51.61 | 3.06 |
| Outlier Loss Ratio | 3.36 | 2.97 |
| Volatility (ann.) | 7.69% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.23 | 2.33 |
| Skew | -2.65 | 0.2 |
| Kurtosis | 43.79 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.3% | 4.27% |
| Expected Yearly % | -2.07% | 34.02% |
| Kelly Criterion | -8.04% | 4.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11371168:BTCUSD | 11371168:btcusd:triple_med_gx:lsma45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.57 | 0.02 | - |
| 2025 | 30.14 | -4.65 | -0.15 | - |
| Metric | 11371168:btcusd:triple_med_gx:lsma45_15 | 11371168:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.01% | 45.08% |
| 6M | -5.73% | 28.47% |
| YTD | -4.65% | 30.14% |
| 1Y | -3.98% | 105.13% |
| 3Y (ann.) | -3.68% | 68.87% |
| 5Y (ann.) | -3.68% | 68.87% |
| Metric | 11371168:btcusd:triple_med_gx:lsma45_15 | 11371168:BTCUSD |
|---|---|---|
| Max Drawdown | -15.89% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -6.26% | -4.58% |
| Avg. Drawdown Days | 77.0 | 14.0 |
| Recovery Factor | -0.26 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-07-14 | -15.89 | 164 |
| 2024-07-10 | 2025-01-15 | -10.03 | 188 |
| 2024-06-05 | 2024-07-09 | -3.66 | 34 |
| 2025-01-16 | 2025-01-17 | -1.36 | 1 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| Metric | 11371168:btcusd:triple_med_gx:lsma45_15 | 11371168:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.56% | 18.93% |
| Worst Week | -10.12% | -12.33% |
| Best Month | 4.59% | 37.42% |
| Worst Month | -9.55% | -17.69% |
| Best Year | 0.57% | 38.02% |
| Worst Year | -4.65% | 30.14% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 1.68% | 5.13% |
| Avg. Down Week | -2.47% | -2.98% |
| Avg. Up Month | 2.44% | 8.29% |
| Avg. Down Month | -4.51% | -6.06% |
| Win Days % | 45.5% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 60.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |