| Metric | 11384397:btcusd:triple_med_gx:lsma45_80 | 11384397:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -39.95% | 61.52% |
| Max Drawdown | -44.45% | -29.51% |
| Sharpe | -1.33 | 0.59 |
| Sortino | -1.62 | 0.86 |
| Payoff Ratio | 0.84 | 0.84 |
| Profit Factor | 0.59 | 1.1 |
| Common Sense Ratio | 0.26 | 1.07 |
| CPC Index | 0.19 | 0.48 |
| Tail Ratio | 0.44 | 0.97 |
| Outlier Win Ratio | 48.5 | 2.88 |
| Outlier Loss Ratio | 3.4 | 3.15 |
| Volatility (ann.) | 9.03% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.88 | 2.02 |
| Skew | -1.94 | 0.21 |
| Kurtosis | 33.34 | 7.01 |
| Expected Daily % | -0.03% | 0.03% |
| Expected Monthly % | -3.85% | 3.76% |
| Expected Yearly % | -22.51% | 27.09% |
| Kelly Criterion | -33.86% | -5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11384397:BTCUSD | 11384397:btcusd:triple_med_gx:lsma45_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -23.76 | -0.62 | - |
| 2025 | 17.02 | -21.23 | -1.25 | - |
| Metric | 11384397:btcusd:triple_med_gx:lsma45_80 | 11384397:BTCUSD |
|---|---|---|
| MTD | 0.09% | 4.4% |
| 3M | -6.66% | 31.76% |
| 6M | -24.77% | 12.25% |
| YTD | -21.23% | 17.02% |
| 1Y | -41.35% | 57.19% |
| 3Y (ann.) | -39.13% | 59.47% |
| 5Y (ann.) | -39.13% | 59.47% |
| Metric | 11384397:btcusd:triple_med_gx:lsma45_80 | 11384397:BTCUSD |
|---|---|---|
| Max Drawdown | -44.45% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -11.49% | -4.82% |
| Avg. Drawdown Days | 90.0 | 14.0 |
| Recovery Factor | -0.9 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -44.45 | 358 |
| 2024-06-17 | 2024-06-17 | -1.02 | 0 |
| 2024-06-01 | 2024-06-04 | -0.42 | 3 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11384397:btcusd:triple_med_gx:lsma45_80 | 11384397:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 5.16% | 18.93% |
| Worst Week | -9.66% | -12.33% |
| Best Month | 3.8% | 37.42% |
| Worst Month | -11.85% | -17.69% |
| Best Year | -21.23% | 38.02% |
| Worst Year | -23.76% | 17.02% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 2.61% | 5.7% |
| Avg. Down Week | -4.13% | -4.93% |
| Avg. Up Month | 2.53% | 9.02% |
| Avg. Down Month | -6.42% | -7.59% |
| Win Days % | 38.93% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 34.38% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |