| Metric | 11375403:btcusd:triple_med_gx:lsma45_40 | 11375403:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -12.38% | 79.62% |
| Max Drawdown | -16.66% | -29.51% |
| Sharpe | -0.59 | 0.65 |
| Sortino | -0.79 | 0.96 |
| Payoff Ratio | 1.06 | 1.1 |
| Profit Factor | 0.65 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.22 | 0.63 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 134.17 | 2.36 |
| Outlier Loss Ratio | 3.44 | 2.54 |
| Volatility (ann.) | 4.8% | 24.6% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.67 | 2.33 |
| Skew | -1.04 | 0.2 |
| Kurtosis | 112.88 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.94% | 4.27% |
| Expected Yearly % | -6.4% | 34.02% |
| Kelly Criterion | -33.15% | 8.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.42% | -2.07% |
| Expected Shortfall (cVaR) | -0.42% | -2.07% |
| Year | 11375403:BTCUSD | 11375403:btcusd:triple_med_gx:lsma45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.11 | -0.16 | - |
| 2025 | 30.14 | -6.68 | -0.22 | - |
| Metric | 11375403:btcusd:triple_med_gx:lsma45_40 | 11375403:BTCUSD |
|---|---|---|
| MTD | 1.56% | 13.36% |
| 3M | -0.04% | 45.08% |
| 6M | -6.68% | 28.47% |
| YTD | -6.68% | 30.14% |
| 1Y | -14.1% | 105.13% |
| 3Y (ann.) | -11.16% | 68.87% |
| 5Y (ann.) | -11.16% | 68.87% |
| Metric | 11375403:btcusd:triple_med_gx:lsma45_40 | 11375403:BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -29.51% |
| Longest DD Days | 366.0 | 144.0 |
| Avg. Drawdown | -5.85% | -4.58% |
| Avg. Drawdown Days | 122.0 | 14.0 |
| Recovery Factor | -0.74 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-12 | 2025-07-14 | -16.66 | 366 |
| 2024-07-11 | 2024-07-12 | -0.71 | 0 |
| 2024-06-30 | 2024-06-30 | -0.18 | 0 |
| Metric | 11375403:btcusd:triple_med_gx:lsma45_40 | 11375403:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -3.94% | -9.32% |
| Best Week | 2.56% | 18.93% |
| Worst Week | -6.38% | -12.33% |
| Best Month | 4.99% | 37.42% |
| Worst Month | -9.18% | -17.69% |
| Best Year | -6.11% | 38.02% |
| Worst Year | -6.68% | 30.14% |
| Avg. Up Day | 0.89% | 0.96% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 0.91% | 4.78% |
| Avg. Down Week | -2.87% | -2.73% |
| Avg. Up Month | 0.7% | 7.94% |
| Avg. Down Month | -1.72% | -13.21% |
| Win Days % | 31.4% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 51.72% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |