| Metric | 11390156:btcusd:triple_med_gx:lsma45_100 | 11390156:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -26.76% | 61.52% |
| Max Drawdown | -42.05% | -29.51% |
| Sharpe | -0.67 | 0.59 |
| Sortino | -0.87 | 0.86 |
| Payoff Ratio | 0.96 | 0.93 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | 0.83 | 1.07 |
| CPC Index | 0.33 | 0.53 |
| Tail Ratio | 1.04 | 0.97 |
| Outlier Win Ratio | 32.0 | 3.17 |
| Outlier Loss Ratio | 3.79 | 3.47 |
| Volatility (ann.) | 10.49% | 25.2% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.62 | 2.02 |
| Skew | -1.06 | 0.21 |
| Kurtosis | 21.25 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.37% | 3.76% |
| Expected Yearly % | -14.42% | 27.09% |
| Kelly Criterion | -16.24% | 0.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.13% |
| Expected Shortfall (cVaR) | -0.92% | -2.13% |
| Year | 11390156:BTCUSD | 11390156:btcusd:triple_med_gx:lsma45_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -30.06 | -0.79 | - |
| 2025 | 17.02 | 4.71 | 0.28 | - |
| Metric | 11390156:btcusd:triple_med_gx:lsma45_100 | 11390156:BTCUSD |
|---|---|---|
| MTD | 8.87% | 4.4% |
| 3M | 11.55% | 31.76% |
| 6M | 1.02% | 12.25% |
| YTD | 4.71% | 17.02% |
| 1Y | -28.2% | 57.19% |
| 3Y (ann.) | -26.15% | 59.47% |
| 5Y (ann.) | -26.15% | 59.47% |
| Metric | 11390156:btcusd:triple_med_gx:lsma45_100 | 11390156:BTCUSD |
|---|---|---|
| Max Drawdown | -42.05% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -7.19% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.64 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -42.05 | 370 |
| 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 | 11390156:btcusd:triple_med_gx:lsma45_100 | 11390156:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -7.03% | -12.33% |
| Best Month | 8.87% | 37.42% |
| Worst Month | -9.63% | -17.69% |
| Best Year | 4.71% | 38.02% |
| Worst Year | -30.06% | 17.02% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 2.1% | 3.95% |
| Avg. Down Week | -3.71% | -4.18% |
| Avg. Up Month | 4.59% | 8.8% |
| Avg. Down Month | -5.75% | -8.96% |
| Win Days % | 43.08% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 40.0% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |