| Metric | 11420811:btcusd:triple_med_gx:lsma45_80 | 11420811:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -8.98% | 29.45% |
| Max Drawdown | -20.82% | -28.38% |
| Sharpe | -0.26 | 0.43 |
| Sortino | -0.35 | 0.62 |
| Payoff Ratio | 1.08 | 0.98 |
| Profit Factor | 0.91 | 1.07 |
| Common Sense Ratio | 1.28 | 0.99 |
| CPC Index | 0.43 | 0.54 |
| Tail Ratio | 1.41 | 0.93 |
| Outlier Win Ratio | 37.28 | 3.11 |
| Outlier Loss Ratio | 3.59 | 3.03 |
| Volatility (ann.) | 9.47% | 26.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.52 | 1.31 |
| Skew | -0.69 | 0.13 |
| Kurtosis | 25.56 | 6.49 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.94% | 2.61% |
| Expected Yearly % | -4.6% | 13.77% |
| Kelly Criterion | -7.99% | 1.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.22% |
| Expected Shortfall (cVaR) | -0.82% | -2.22% |
| Year | 11420811:BTCUSD | 11420811:btcusd:triple_med_gx:lsma45_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.36 | -0.30 | - |
| 2025 | -6.21 | 2.68 | -0.43 | + |
| Metric | 11420811:btcusd:triple_med_gx:lsma45_80 | 11420811:BTCUSD |
|---|---|---|
| MTD | -0.63% | 3.86% |
| 3M | 0.24% | -7.61% |
| 6M | 2.69% | 38.23% |
| YTD | 2.68% | -6.21% |
| 1Y | -8.98% | 29.45% |
| 3Y (ann.) | -10.88% | 37.18% |
| 5Y (ann.) | -10.88% | 37.18% |
| Metric | 11420811:btcusd:triple_med_gx:lsma45_80 | 11420811:BTCUSD |
|---|---|---|
| Max Drawdown | -20.82% | -28.38% |
| Longest DD Days | 257.0 | 144.0 |
| Avg. Drawdown | -3.81% | -4.56% |
| Avg. Drawdown Days | 40.0 | 12.0 |
| Recovery Factor | -0.43 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-03-26 | -20.82 | 257 |
| 2024-06-16 | 2024-07-11 | -4.80 | 24 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11420811:btcusd:triple_med_gx:lsma45_80 | 11420811:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 10.06% | 18.93% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 8.27% | 37.42% |
| Worst Month | -5.8% | -17.69% |
| Best Year | 2.68% | 38.02% |
| Worst Year | -11.36% | -6.21% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.83% | -0.95% |
| Avg. Up Week | 2.8% | 5.69% |
| Avg. Down Week | -3.02% | -4.6% |
| Avg. Up Month | 8.27% | 9.7% |
| Avg. Down Month | -4.31% | -13.21% |
| Win Days % | 43.81% | 51.34% |
| Win Month % | 30.0% | 60.0% |
| Win Week % | 42.86% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |