| Metric | 11391385:btcusd:triple_med_gx:lsma45_105 | 11391385:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -4.96% | 61.16% |
| Max Drawdown | -18.73% | -29.51% |
| Sharpe | -0.07 | 0.59 |
| Sortino | -0.11 | 0.85 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 1.13 | 1.07 |
| CPC Index | 0.48 | 0.6 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 32.91 | 3.0 |
| Outlier Loss Ratio | 3.98 | 3.03 |
| Volatility (ann.) | 10.11% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.26 | 2.0 |
| Skew | 2.86 | 0.21 |
| Kurtosis | 83.61 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.39% | 3.74% |
| Expected Yearly % | -2.51% | 26.95% |
| Kelly Criterion | -6.41% | 6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11391385:BTCUSD | 11391385:btcusd:triple_med_gx:lsma45_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.01 | -0.24 | - |
| 2025 | 16.76 | 4.45 | 0.27 | - |
| Metric | 11391385:btcusd:triple_med_gx:lsma45_105 | 11391385:BTCUSD |
|---|---|---|
| MTD | 1.28% | 4.16% |
| 3M | -3.56% | 31.46% |
| 6M | 0.42% | 12.77% |
| YTD | 4.45% | 16.76% |
| 1Y | -8.65% | 56.84% |
| 3Y (ann.) | -4.83% | 59.12% |
| 5Y (ann.) | -4.83% | 59.12% |
| Metric | 11391385:btcusd:triple_med_gx:lsma45_105 | 11391385:BTCUSD |
|---|---|---|
| Max Drawdown | -18.73% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -3.64% | -4.82% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | -0.26 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -18.73 | 306 |
| 2024-06-16 | 2024-08-08 | -9.28 | 53 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11391385:btcusd:triple_med_gx:lsma45_105 | 11391385:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 9.19% | 18.93% |
| Worst Week | -7.11% | -12.33% |
| Best Month | 9.19% | 37.42% |
| Worst Month | -9.96% | -17.69% |
| Best Year | 4.45% | 38.02% |
| Worst Year | -9.01% | 16.76% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.74% | -0.81% |
| Avg. Up Week | 3.04% | 4.59% |
| Avg. Down Week | -3.74% | -4.29% |
| Avg. Up Month | 3.22% | 8.97% |
| Avg. Down Month | -4.45% | -9.42% |
| Win Days % | 43.58% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 45.16% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |