| Metric | 11371800:btcusd:triple_med_gx:lsma45_20 | 11371800:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -4.23% | 79.62% |
| Max Drawdown | -20.85% | -29.51% |
| Sharpe | -0.09 | 0.65 |
| Sortino | -0.12 | 0.96 |
| Payoff Ratio | 1.13 | 1.14 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 1.01 | 1.08 |
| CPC Index | 0.47 | 0.66 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 46.61 | 3.14 |
| Outlier Loss Ratio | 4.07 | 3.06 |
| Volatility (ann.) | 7.58% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.18 | 2.33 |
| Skew | -0.91 | 0.2 |
| Kurtosis | 32.86 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.31% | 4.27% |
| Expected Yearly % | -2.14% | 34.02% |
| Kelly Criterion | -7.13% | 9.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11371800:BTCUSD | 11371800:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.85 | -0.05 | - |
| 2025 | 30.14 | -2.42 | -0.08 | - |
| Metric | 11371800:btcusd:triple_med_gx:lsma45_20 | 11371800:BTCUSD |
|---|---|---|
| MTD | -0.41% | 13.36% |
| 3M | 2.5% | 45.08% |
| 6M | -2.42% | 28.47% |
| YTD | -2.42% | 30.14% |
| 1Y | -8.43% | 105.13% |
| 3Y (ann.) | -3.79% | 68.87% |
| 5Y (ann.) | -3.79% | 68.87% |
| Metric | 11371800:btcusd:triple_med_gx:lsma45_20 | 11371800:BTCUSD |
|---|---|---|
| Max Drawdown | -20.85% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.34% | -4.58% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | -0.2 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-14 | -20.85 | 369 |
| 2024-06-20 | 2024-07-01 | -4.07 | 10 |
| 2024-06-04 | 2024-06-20 | -0.77 | 15 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11371800:btcusd:triple_med_gx:lsma45_20 | 11371800:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.37% | 18.93% |
| Worst Week | -5.21% | -12.33% |
| Best Month | 5.02% | 37.42% |
| Worst Month | -5.79% | -17.69% |
| Best Year | -1.85% | 38.02% |
| Worst Year | -2.42% | 30.14% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.71% | -0.72% |
| Avg. Up Week | 1.46% | 4.88% |
| Avg. Down Week | -1.71% | -4.75% |
| Avg. Up Month | 2.86% | 18.09% |
| Avg. Down Month | -4.86% | -9.5% |
| Win Days % | 43.2% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 43.59% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |