| Metric | 11392352:btcusd:triple_med_gx:lsma145_105 | 11392352:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -25.93% | 61.16% |
| Max Drawdown | -28.43% | -29.51% |
| Sharpe | -0.84 | 0.59 |
| Sortino | -1.03 | 0.85 |
| Payoff Ratio | 0.74 | 0.74 |
| Profit Factor | 0.68 | 1.1 |
| Common Sense Ratio | 0.44 | 1.07 |
| CPC Index | 0.22 | 0.42 |
| Tail Ratio | 0.65 | 0.98 |
| Outlier Win Ratio | 54.74 | 2.66 |
| Outlier Loss Ratio | 3.19 | 3.1 |
| Volatility (ann.) | 8.27% | 25.19% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.89 | 2.0 |
| Skew | -2.8 | 0.21 |
| Kurtosis | 59.01 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.28% | 3.74% |
| Expected Yearly % | -13.94% | 26.95% |
| Kelly Criterion | -31.12% | -13.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.13% |
| Expected Shortfall (cVaR) | -0.73% | -2.13% |
| Year | 11392352:BTCUSD | 11392352:btcusd:triple_med_gx:lsma145_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.68 | -0.33 | - |
| 2025 | 16.76 | -15.18 | -0.91 | - |
| Metric | 11392352:btcusd:triple_med_gx:lsma145_105 | 11392352:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -14.51% | 31.46% |
| 6M | -15.18% | 12.77% |
| YTD | -15.18% | 16.76% |
| 1Y | -28.11% | 56.84% |
| 3Y (ann.) | -25.34% | 59.12% |
| 5Y (ann.) | -25.34% | 59.12% |
| Metric | 11392352:btcusd:triple_med_gx:lsma145_105 | 11392352:BTCUSD |
|---|---|---|
| Max Drawdown | -28.43% | -29.51% |
| Longest DD Days | 335.0 | 144.0 |
| Avg. Drawdown | -6.2% | -4.82% |
| Avg. Drawdown Days | 67.0 | 14.0 |
| Recovery Factor | -0.91 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-06-11 | -28.43 | 335 |
| 2024-07-10 | 2024-07-11 | -1.64 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392352:btcusd:triple_med_gx:lsma145_105 | 11392352:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -5.65% | -9.32% |
| Best Week | 4.69% | 18.93% |
| Worst Week | -8.62% | -12.33% |
| Best Month | 4.22% | 37.42% |
| Worst Month | -12.55% | -17.69% |
| Best Year | -12.68% | 38.02% |
| Worst Year | -15.18% | 16.76% |
| Avg. Up Day | 0.72% | 0.74% |
| Avg. Down Day | -0.97% | -1.0% |
| Avg. Up Week | 1.65% | 4.16% |
| Avg. Down Week | -4.02% | -5.1% |
| Avg. Up Month | 2.2% | 24.15% |
| Avg. Down Month | -12.55% | -8.73% |
| Win Days % | 44.15% | 51.86% |
| Win Month % | 45.45% | 61.54% |
| Win Week % | 32.0% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |