| Metric | 11397853:btcusd:triple_med_gx:lsma45_125 | 11397853:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 0.37% | 61.16% |
| Max Drawdown | -20.48% | -29.51% |
| Sharpe | 0.06 | 0.59 |
| Sortino | 0.09 | 0.85 |
| Payoff Ratio | 1.12 | 1.15 |
| Profit Factor | 1.02 | 1.1 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.52 | 0.65 |
| Tail Ratio | 1.37 | 0.98 |
| Outlier Win Ratio | 29.26 | 3.03 |
| Outlier Loss Ratio | 3.86 | 3.03 |
| Volatility (ann.) | 10.37% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.02 | 2.0 |
| Skew | 2.99 | 0.21 |
| Kurtosis | 73.47 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.03% | 3.74% |
| Expected Yearly % | 0.18% | 26.95% |
| Kelly Criterion | -3.36% | 10.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.13% |
| Expected Shortfall (cVaR) | -0.89% | -2.13% |
| Year | 11397853:BTCUSD | 11397853:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.53 | -0.20 | - |
| 2025 | 16.76 | 8.54 | 0.51 | - |
| Metric | 11397853:btcusd:triple_med_gx:lsma45_125 | 11397853:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 6.6% | 31.46% |
| 6M | 3.34% | 12.77% |
| YTD | 8.54% | 16.76% |
| 1Y | -2.48% | 56.84% |
| 3Y (ann.) | 0.36% | 59.12% |
| 5Y (ann.) | 0.36% | 59.12% |
| Metric | 11397853:btcusd:triple_med_gx:lsma45_125 | 11397853:BTCUSD |
|---|---|---|
| Max Drawdown | -20.48% | -29.51% |
| Longest DD Days | 281.0 | 144.0 |
| Avg. Drawdown | -3.92% | -4.82% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 0.02 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-06-11 | -20.48 | 281 |
| 2024-06-17 | 2024-08-08 | -9.91 | 52 |
| 2024-08-09 | 2024-08-13 | -2.43 | 4 |
| 2024-06-02 | 2024-06-04 | -1.04 | 2 |
| 2024-06-07 | 2024-06-16 | -0.62 | 9 |
| 2024-06-01 | 2024-06-02 | -0.48 | 1 |
| 2024-09-02 | 2024-09-02 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11397853:btcusd:triple_med_gx:lsma45_125 | 11397853:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.55% | 18.93% |
| Worst Week | -8.25% | -12.33% |
| Best Month | 9.67% | 37.42% |
| Worst Month | -9.88% | -17.69% |
| Best Year | 8.54% | 38.02% |
| Worst Year | -7.53% | 16.76% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.75% | -0.74% |
| Avg. Up Week | 3.11% | 4.75% |
| Avg. Down Week | -3.4% | -3.93% |
| Avg. Up Month | 3.24% | 13.34% |
| Avg. Down Month | -5.33% | -9.42% |
| Win Days % | 45.31% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |