| Metric | 11371644:btcusd:triple_med_gx:lsma45_20 | 11371644:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -18.16% | 79.62% |
| Max Drawdown | -25.46% | -29.51% |
| Sharpe | -0.41 | 0.65 |
| Sortino | -0.57 | 0.96 |
| Payoff Ratio | 1.15 | 1.07 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | 0.94 | 1.08 |
| CPC Index | 0.4 | 0.62 |
| Tail Ratio | 1.08 | 0.98 |
| Outlier Win Ratio | 31.93 | 3.17 |
| Outlier Loss Ratio | 4.33 | 3.17 |
| Volatility (ann.) | 9.74% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.64 | 2.33 |
| Skew | -0.13 | 0.2 |
| Kurtosis | 33.17 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.42% | 4.27% |
| Expected Yearly % | -9.53% | 34.02% |
| Kelly Criterion | -12.69% | 7.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.07% |
| Expected Shortfall (cVaR) | -0.85% | -2.07% |
| Year | 11371644:BTCUSD | 11371644:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.37 | -0.22 | - |
| 2025 | 30.14 | -10.68 | -0.35 | - |
| Metric | 11371644:btcusd:triple_med_gx:lsma45_20 | 11371644:BTCUSD |
|---|---|---|
| MTD | 2.32% | 13.36% |
| 3M | -6.07% | 45.08% |
| 6M | -13.72% | 28.47% |
| YTD | -10.68% | 30.14% |
| 1Y | -17.26% | 105.13% |
| 3Y (ann.) | -16.41% | 68.87% |
| 5Y (ann.) | -16.41% | 68.87% |
| Metric | 11371644:btcusd:triple_med_gx:lsma45_20 | 11371644:BTCUSD |
|---|---|---|
| Max Drawdown | -25.46% | -29.51% |
| Longest DD Days | 241.0 | 144.0 |
| Avg. Drawdown | -7.01% | -4.58% |
| Avg. Drawdown Days | 67.0 | 14.0 |
| Recovery Factor | -0.71 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-14 | 2025-07-14 | -25.46 | 241 |
| 2024-06-07 | 2024-09-13 | -8.25 | 98 |
| 2024-09-14 | 2024-11-10 | -7.57 | 57 |
| 2024-11-10 | 2024-11-14 | -0.36 | 3 |
| 2024-06-03 | 2024-06-07 | -0.25 | 3 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 11371644:btcusd:triple_med_gx:lsma45_20 | 11371644:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -5.05% | -9.32% |
| Best Week | 8.54% | 18.93% |
| Worst Week | -4.43% | -12.33% |
| Best Month | 4.82% | 37.42% |
| Worst Month | -10.17% | -17.69% |
| Best Year | -8.37% | 38.02% |
| Worst Year | -10.68% | 30.14% |
| Avg. Up Day | 0.81% | 0.85% |
| Avg. Down Day | -0.71% | -0.79% |
| Avg. Up Week | 2.69% | 7.75% |
| Avg. Down Week | -1.71% | -4.82% |
| Avg. Up Month | 2.2% | 11.32% |
| Avg. Down Month | -6.7% | -9.42% |
| Win Days % | 39.68% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 32.73% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |