| Metric | 11397904:btcusd:triple_med_gx:lsma45_125 | 11397904:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -21.86% | 61.16% |
| Max Drawdown | -30.36% | -29.51% |
| Sharpe | -0.61 | 0.59 |
| Sortino | -0.8 | 0.85 |
| Payoff Ratio | 0.97 | 0.95 |
| Profit Factor | 0.82 | 1.1 |
| Common Sense Ratio | 0.75 | 1.07 |
| CPC Index | 0.34 | 0.54 |
| Tail Ratio | 0.91 | 0.98 |
| Outlier Win Ratio | 34.14 | 3.0 |
| Outlier Loss Ratio | 3.86 | 3.12 |
| Volatility (ann.) | 9.19% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.7 | 2.0 |
| Skew | -0.77 | 0.21 |
| Kurtosis | 23.71 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.88% | 3.74% |
| Expected Yearly % | -11.6% | 26.95% |
| Kelly Criterion | -15.48% | 1.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.13% |
| Expected Shortfall (cVaR) | -0.81% | -2.13% |
| Year | 11397904:BTCUSD | 11397904:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.46 | -0.43 | - |
| 2025 | 16.76 | -6.46 | -0.39 | - |
| Metric | 11397904:btcusd:triple_med_gx:lsma45_125 | 11397904:BTCUSD |
|---|---|---|
| MTD | 3.33% | 4.16% |
| 3M | 5.56% | 31.46% |
| 6M | -12.4% | 12.77% |
| YTD | -6.46% | 16.76% |
| 1Y | -23.47% | 56.84% |
| 3Y (ann.) | -21.34% | 59.12% |
| 5Y (ann.) | -21.34% | 59.12% |
| Metric | 11397904:btcusd:triple_med_gx:lsma45_125 | 11397904:BTCUSD |
|---|---|---|
| Max Drawdown | -30.36% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -7.82% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.72 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -30.36 | 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 | 11397904:btcusd:triple_med_gx:lsma45_125 | 11397904:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.97% | 18.93% |
| Worst Week | -9.1% | -12.33% |
| Best Month | 6.23% | 37.42% |
| Worst Month | -9.92% | -17.69% |
| Best Year | -6.46% | 38.02% |
| Worst Year | -16.46% | 16.76% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 2.07% | 5.55% |
| Avg. Down Week | -3.74% | -4.43% |
| Avg. Up Month | 2.67% | 8.72% |
| Avg. Down Month | -4.84% | -7.59% |
| Win Days % | 43.17% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 41.18% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |