| Metric | 11384506:btcusd:triple_med_gx:lsma45_80 | 11384506:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -25.08% | 61.52% |
| Max Drawdown | -32.29% | -29.51% |
| Sharpe | -0.69 | 0.59 |
| Sortino | -0.9 | 0.86 |
| Payoff Ratio | 0.95 | 0.92 |
| Profit Factor | 0.78 | 1.1 |
| Common Sense Ratio | 0.72 | 1.07 |
| CPC Index | 0.32 | 0.52 |
| Tail Ratio | 0.92 | 0.97 |
| Outlier Win Ratio | 37.16 | 3.01 |
| Outlier Loss Ratio | 3.6 | 3.27 |
| Volatility (ann.) | 9.56% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.76 | 2.02 |
| Skew | -0.72 | 0.21 |
| Kurtosis | 25.7 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.2% | 3.76% |
| Expected Yearly % | -13.45% | 27.09% |
| Kelly Criterion | -17.27% | -0.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.13% |
| Expected Shortfall (cVaR) | -0.84% | -2.13% |
| Year | 11384506:BTCUSD | 11384506:btcusd:triple_med_gx:lsma45_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -18.58 | -0.49 | - |
| 2025 | 17.02 | -7.98 | -0.47 | - |
| Metric | 11384506:btcusd:triple_med_gx:lsma45_80 | 11384506:BTCUSD |
|---|---|---|
| MTD | 4.35% | 4.4% |
| 3M | -0.87% | 31.76% |
| 6M | -9.6% | 12.25% |
| YTD | -7.98% | 17.02% |
| 1Y | -26.91% | 57.19% |
| 3Y (ann.) | -24.5% | 59.47% |
| 5Y (ann.) | -24.5% | 59.47% |
| Metric | 11384506:btcusd:triple_med_gx:lsma45_80 | 11384506:BTCUSD |
|---|---|---|
| Max Drawdown | -32.29% | -29.51% |
| Longest DD Days | 359.0 | 144.0 |
| Avg. Drawdown | -5.57% | -4.82% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | -0.78 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-16 | 2025-06-11 | -32.29 | 359 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11384506:btcusd:triple_med_gx:lsma45_80 | 11384506:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.75% | 18.93% |
| Worst Week | -7.03% | -12.33% |
| Best Month | 4.35% | 37.42% |
| Worst Month | -7.24% | -17.69% |
| Best Year | -7.98% | 38.02% |
| Worst Year | -18.58% | 17.02% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.87% | -0.92% |
| Avg. Up Week | 1.67% | 4.56% |
| Avg. Down Week | -2.99% | -4.3% |
| Avg. Up Month | 2.4% | 7.05% |
| Avg. Down Month | -2.53% | -8.96% |
| Win Days % | 42.86% | 51.9% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |