| Metric | 11385581:btcusd:triple_med_gx:lsma45_85 | 11385581:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -7.13% | 61.52% |
| Max Drawdown | -17.25% | -29.51% |
| Sharpe | -0.14 | 0.59 |
| Sortino | -0.21 | 0.86 |
| Payoff Ratio | 1.12 | 1.1 |
| Profit Factor | 0.95 | 1.1 |
| Common Sense Ratio | 0.92 | 1.07 |
| CPC Index | 0.46 | 0.63 |
| Tail Ratio | 0.97 | 0.97 |
| Outlier Win Ratio | 35.99 | 2.98 |
| Outlier Loss Ratio | 4.04 | 3.01 |
| Volatility (ann.) | 9.63% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.4 | 2.02 |
| Skew | 3.67 | 0.21 |
| Kurtosis | 97.32 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.57% | 3.76% |
| Expected Yearly % | -3.63% | 27.09% |
| Kelly Criterion | -7.56% | 8.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.13% |
| Expected Shortfall (cVaR) | -0.83% | -2.13% |
| Year | 11385581:BTCUSD | 11385581:btcusd:triple_med_gx:lsma45_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.60 | -0.09 | - |
| 2025 | 17.02 | -3.66 | -0.21 | - |
| Metric | 11385581:btcusd:triple_med_gx:lsma45_85 | 11385581:BTCUSD |
|---|---|---|
| MTD | 1.0% | 4.4% |
| 3M | -5.06% | 31.76% |
| 6M | -5.19% | 12.25% |
| YTD | -3.66% | 17.02% |
| 1Y | -9.35% | 57.19% |
| 3Y (ann.) | -6.95% | 59.47% |
| 5Y (ann.) | -6.95% | 59.47% |
| Metric | 11385581:btcusd:triple_med_gx:lsma45_85 | 11385581:BTCUSD |
|---|---|---|
| Max Drawdown | -17.25% | -29.51% |
| Longest DD Days | 281.0 | 144.0 |
| Avg. Drawdown | -3.92% | -4.82% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | -0.41 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-06-11 | -17.25 | 281 |
| 2024-06-04 | 2024-08-08 | -9.04 | 65 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-09-02 | 2024-09-02 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11385581:btcusd:triple_med_gx:lsma45_85 | 11385581:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 10.63% | 18.93% |
| Worst Week | -7.4% | -12.33% |
| Best Month | 10.63% | 37.42% |
| Worst Month | -9.0% | -17.69% |
| Best Year | -3.6% | 38.02% |
| Worst Year | -3.66% | 17.02% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.72% | -0.76% |
| Avg. Up Week | 2.38% | 4.46% |
| Avg. Down Week | -3.19% | -4.19% |
| Avg. Up Month | 3.12% | 8.8% |
| Avg. Down Month | -3.02% | -9.42% |
| Win Days % | 43.06% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 43.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |