| Metric | 11372421:btcusd:triple_med_gx:lsma45_25 | 11372421:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -25.41% | 79.62% |
| Max Drawdown | -28.44% | -29.51% |
| Sharpe | -0.66 | 0.65 |
| Sortino | -0.9 | 0.96 |
| Payoff Ratio | 1.17 | 1.09 |
| Profit Factor | 0.78 | 1.11 |
| Common Sense Ratio | 0.49 | 1.08 |
| CPC Index | 0.33 | 0.63 |
| Tail Ratio | 0.62 | 0.98 |
| Outlier Win Ratio | 39.79 | 3.17 |
| Outlier Loss Ratio | 4.01 | 3.09 |
| Volatility (ann.) | 9.28% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.81 | 2.33 |
| Skew | -0.14 | 0.2 |
| Kurtosis | 38.19 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -2.07% | 4.27% |
| Expected Yearly % | -13.63% | 34.02% |
| Kelly Criterion | -18.2% | 7.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11372421:BTCUSD | 11372421:btcusd:triple_med_gx:lsma45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.53 | -0.20 | - |
| 2025 | 30.14 | -19.34 | -0.64 | - |
| Metric | 11372421:btcusd:triple_med_gx:lsma45_25 | 11372421:BTCUSD |
|---|---|---|
| MTD | 1.83% | 13.36% |
| 3M | -7.74% | 45.08% |
| 6M | -18.08% | 28.47% |
| YTD | -19.34% | 30.14% |
| 1Y | -22.45% | 105.13% |
| 3Y (ann.) | -23.07% | 68.87% |
| 5Y (ann.) | -23.07% | 68.87% |
| Metric | 11372421:btcusd:triple_med_gx:lsma45_25 | 11372421:BTCUSD |
|---|---|---|
| Max Drawdown | -28.44% | -29.51% |
| Longest DD Days | 241.0 | 144.0 |
| Avg. Drawdown | -13.31% | -4.58% |
| Avg. Drawdown Days | 134.0 | 14.0 |
| Recovery Factor | -0.89 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-14 | 2025-07-14 | -28.44 | 241 |
| 2024-06-07 | 2024-11-11 | -11.25 | 157 |
| 2024-06-03 | 2024-06-07 | -0.25 | 4 |
| Metric | 11372421:btcusd:triple_med_gx:lsma45_25 | 11372421:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 8.08% | 18.93% |
| Worst Week | -3.84% | -12.33% |
| Best Month | 5.09% | 37.42% |
| Worst Month | -8.56% | -17.69% |
| Best Year | -7.53% | 38.02% |
| Worst Year | -19.34% | 30.14% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.76% | -0.85% |
| Avg. Up Week | 2.5% | 7.85% |
| Avg. Down Week | -1.66% | -4.7% |
| Avg. Up Month | 2.96% | 17.96% |
| Avg. Down Month | -5.08% | -9.25% |
| Win Days % | 36.27% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 26.92% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |