| Metric | 11379489:btcusd:triple_med_gx:lsma45_60 | 11379489:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -24.28% | 79.62% |
| Max Drawdown | -26.37% | -29.51% |
| Sharpe | -0.78 | 0.65 |
| Sortino | -1.0 | 0.96 |
| Payoff Ratio | 0.92 | 0.9 |
| Profit Factor | 0.71 | 1.11 |
| Common Sense Ratio | 0.03 | 1.08 |
| CPC Index | 0.25 | 0.52 |
| Tail Ratio | 0.04 | 0.98 |
| Outlier Win Ratio | 58.38 | 2.87 |
| Outlier Loss Ratio | 3.6 | 3.0 |
| Volatility (ann.) | 7.59% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.84 | 2.33 |
| Skew | -1.76 | 0.2 |
| Kurtosis | 41.52 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -1.97% | 4.27% |
| Expected Yearly % | -12.98% | 34.02% |
| Kelly Criterion | -27.1% | -1.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11379489:BTCUSD | 11379489:btcusd:triple_med_gx:lsma45_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.39 | -0.30 | - |
| 2025 | 30.14 | -14.54 | -0.48 | - |
| Metric | 11379489:btcusd:triple_med_gx:lsma45_60 | 11379489:BTCUSD |
|---|---|---|
| MTD | -0.78% | 13.36% |
| 3M | 2.34% | 45.08% |
| 6M | -14.54% | 28.47% |
| YTD | -14.54% | 30.14% |
| 1Y | -22.57% | 105.13% |
| 3Y (ann.) | -22.03% | 68.87% |
| 5Y (ann.) | -22.03% | 68.87% |
| Metric | 11379489:btcusd:triple_med_gx:lsma45_60 | 11379489:BTCUSD |
|---|---|---|
| Max Drawdown | -26.37% | -29.51% |
| Longest DD Days | 392.0 | 144.0 |
| Avg. Drawdown | -8.95% | -4.58% |
| Avg. Drawdown Days | 135.0 | 14.0 |
| Recovery Factor | -0.92 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-07-14 | -26.37 | 392 |
| 2024-06-02 | 2024-06-16 | -0.43 | 14 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11379489:btcusd:triple_med_gx:lsma45_60 | 11379489:BTCUSD |
|---|---|---|
| Best Day | 3.23% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 5.11% | 18.93% |
| Worst Week | -7.99% | -12.33% |
| Best Month | 4.16% | 37.42% |
| Worst Month | -9.69% | -17.69% |
| Best Year | -11.39% | 38.02% |
| Worst Year | -14.54% | 30.14% |
| Avg. Up Day | 0.77% | 0.81% |
| Avg. Down Day | -0.84% | -0.9% |
| Avg. Up Week | 2.18% | 5.56% |
| Avg. Down Week | -2.44% | -4.82% |
| Avg. Up Month | 2.1% | 11.45% |
| Avg. Down Month | -5.5% | -7.59% |
| Win Days % | 39.15% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 30.77% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |