| Metric | 11394637:btcusd:triple_med_gx:lsma45_115 | 11394637:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -28.85% | 61.16% |
| Max Drawdown | -36.5% | -29.51% |
| Sharpe | -0.81 | 0.59 |
| Sortino | -1.04 | 0.85 |
| Payoff Ratio | 0.95 | 0.93 |
| Profit Factor | 0.76 | 1.1 |
| Common Sense Ratio | 0.69 | 1.07 |
| CPC Index | 0.3 | 0.53 |
| Tail Ratio | 0.91 | 0.98 |
| Outlier Win Ratio | 33.71 | 2.95 |
| Outlier Loss Ratio | 3.86 | 3.26 |
| Volatility (ann.) | 9.59% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.77 | 2.0 |
| Skew | -1.37 | 0.21 |
| Kurtosis | 25.43 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.58% | 3.74% |
| Expected Yearly % | -15.65% | 26.95% |
| Kelly Criterion | -19.01% | 0.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11394637:BTCUSD | 11394637:btcusd:triple_med_gx:lsma45_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -18.39 | -0.48 | - |
| 2025 | 16.76 | -12.82 | -0.77 | - |
| Metric | 11394637:btcusd:triple_med_gx:lsma45_115 | 11394637:BTCUSD |
|---|---|---|
| MTD | 4.23% | 4.16% |
| 3M | 2.97% | 31.46% |
| 6M | -17.88% | 12.77% |
| YTD | -12.82% | 16.76% |
| 1Y | -30.3% | 56.84% |
| 3Y (ann.) | -28.2% | 59.12% |
| 5Y (ann.) | -28.2% | 59.12% |
| Metric | 11394637:btcusd:triple_med_gx:lsma45_115 | 11394637:BTCUSD |
|---|---|---|
| Max Drawdown | -36.5% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -9.35% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.79 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -36.50 | 370 |
| 2024-06-01 | 2024-06-04 | -0.80 | 3 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11394637:btcusd:triple_med_gx:lsma45_115 | 11394637:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 7.04% | 18.93% |
| Worst Week | -9.1% | -12.33% |
| Best Month | 5.63% | 37.42% |
| Worst Month | -9.07% | -17.69% |
| Best Year | -12.82% | 38.02% |
| Worst Year | -18.39% | 16.76% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 3.08% | 6.11% |
| Avg. Down Week | -3.36% | -4.23% |
| Avg. Up Month | 3.63% | 8.72% |
| Avg. Down Month | -6.67% | -7.59% |
| Win Days % | 42.09% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |