| Metric | 11392332:btcusd:triple_med_gx:lsma45_105 | 11392332:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 0.91% | 61.16% |
| Max Drawdown | -35.71% | -29.51% |
| Sharpe | 0.1 | 0.59 |
| Sortino | 0.14 | 0.85 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 0.93 | 1.07 |
| CPC Index | 0.52 | 0.6 |
| Tail Ratio | 0.91 | 0.98 |
| Outlier Win Ratio | 16.05 | 3.84 |
| Outlier Loss Ratio | 3.67 | 3.67 |
| Volatility (ann.) | 16.96% | 25.19% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.02 | 2.0 |
| Skew | 0.86 | 0.21 |
| Kurtosis | 31.7 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.07% | 3.74% |
| Expected Yearly % | 0.46% | 26.95% |
| Kelly Criterion | -0.97% | 6.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.13% |
| Expected Shortfall (cVaR) | -1.46% | -2.13% |
| Year | 11392332:BTCUSD | 11392332:btcusd:triple_med_gx:lsma45_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.16 | -0.24 | - |
| 2025 | 16.76 | 11.09 | 0.66 | - |
| Metric | 11392332:btcusd:triple_med_gx:lsma45_105 | 11392332:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | -0.21% | 31.46% |
| 6M | 10.0% | 12.77% |
| YTD | 11.09% | 16.76% |
| 1Y | 0.22% | 56.84% |
| 3Y (ann.) | 0.89% | 59.12% |
| 5Y (ann.) | 0.89% | 59.12% |
| Metric | 11392332:btcusd:triple_med_gx:lsma45_105 | 11392332:BTCUSD |
|---|---|---|
| Max Drawdown | -35.71% | -29.51% |
| Longest DD Days | 262.0 | 144.0 |
| Avg. Drawdown | -7.11% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.03 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-03-02 | -35.71 | 262 |
| 2025-03-03 | 2025-06-11 | -15.47 | 100 |
| 2024-06-07 | 2024-06-12 | -3.55 | 5 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392332:btcusd:triple_med_gx:lsma45_105 | 11392332:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 9.04% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 9.43% | 37.42% |
| Worst Month | -9.44% | -17.69% |
| Best Year | 11.09% | 38.02% |
| Worst Year | -9.16% | 16.76% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.91% | -0.92% |
| Avg. Up Week | 2.83% | 4.57% |
| Avg. Down Week | -2.91% | -4.64% |
| Avg. Up Month | 4.72% | 13.9% |
| Avg. Down Month | -8.33% | -8.04% |
| Win Days % | 47.91% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 54.05% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |