| Metric | 11390044:btcusd:triple_med_gx:lsma45_100 | 11390044:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -39.8% | 61.52% |
| Max Drawdown | -47.14% | -29.51% |
| Sharpe | -1.23 | 0.59 |
| Sortino | -1.51 | 0.86 |
| Payoff Ratio | 0.86 | 0.87 |
| Profit Factor | 0.64 | 1.1 |
| Common Sense Ratio | 0.41 | 1.07 |
| CPC Index | 0.22 | 0.49 |
| Tail Ratio | 0.65 | 0.97 |
| Outlier Win Ratio | 40.12 | 2.94 |
| Outlier Loss Ratio | 3.67 | 3.46 |
| Volatility (ann.) | 9.64% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.83 | 2.02 |
| Skew | -1.8 | 0.21 |
| Kurtosis | 26.79 | 7.01 |
| Expected Daily % | -0.03% | 0.03% |
| Expected Monthly % | -3.83% | 3.76% |
| Expected Yearly % | -22.41% | 27.09% |
| Kelly Criterion | -28.93% | -3.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11390044:BTCUSD | 11390044:btcusd:triple_med_gx:lsma45_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -27.42 | -0.72 | - |
| 2025 | 17.02 | -17.06 | -1.00 | - |
| Metric | 11390044:btcusd:triple_med_gx:lsma45_100 | 11390044:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.4% |
| 3M | -2.12% | 31.76% |
| 6M | -24.27% | 12.25% |
| YTD | -17.06% | 17.02% |
| 1Y | -41.31% | 57.19% |
| 3Y (ann.) | -38.98% | 59.47% |
| 5Y (ann.) | -38.98% | 59.47% |
| Metric | 11390044:btcusd:triple_med_gx:lsma45_100 | 11390044:BTCUSD |
|---|---|---|
| Max Drawdown | -47.14% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -11.92% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.84 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -47.14 | 370 |
| 2024-06-01 | 2024-06-04 | -0.42 | 3 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11390044:btcusd:triple_med_gx:lsma45_100 | 11390044:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.5% | 18.93% |
| Worst Week | -9.71% | -12.33% |
| Best Month | 4.52% | 37.42% |
| Worst Month | -11.34% | -17.69% |
| Best Year | -17.06% | 38.02% |
| Worst Year | -27.42% | 17.02% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 2.76% | 5.05% |
| Avg. Down Week | -4.24% | -4.54% |
| Avg. Up Month | 2.76% | 9.02% |
| Avg. Down Month | -7.41% | -7.59% |
| Win Days % | 40.43% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |