| Metric | 11371792:btcusd:triple_med_gx:lsma45_20 | 11371792:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -18.58% | 79.62% |
| Max Drawdown | -31.11% | -29.51% |
| Sharpe | -0.51 | 0.65 |
| Sortino | -0.66 | 0.96 |
| Payoff Ratio | 0.98 | 0.94 |
| Profit Factor | 0.83 | 1.11 |
| Common Sense Ratio | 0.69 | 1.08 |
| CPC Index | 0.35 | 0.54 |
| Tail Ratio | 0.82 | 0.98 |
| Outlier Win Ratio | 42.5 | 3.12 |
| Outlier Loss Ratio | 3.68 | 3.1 |
| Volatility (ann.) | 8.38% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.54 | 2.33 |
| Skew | -1.42 | 0.2 |
| Kurtosis | 28.85 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.46% | 4.27% |
| Expected Yearly % | -9.77% | 34.02% |
| Kelly Criterion | -15.33% | 1.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11371792:BTCUSD | 11371792:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.12 | -0.40 | - |
| 2025 | 30.14 | -4.07 | -0.14 | - |
| Metric | 11371792:btcusd:triple_med_gx:lsma45_20 | 11371792:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 8.42% | 45.08% |
| 6M | -4.07% | 28.47% |
| YTD | -4.07% | 30.14% |
| 1Y | -19.18% | 105.13% |
| 3Y (ann.) | -16.8% | 68.87% |
| 5Y (ann.) | -16.8% | 68.87% |
| Metric | 11371792:btcusd:triple_med_gx:lsma45_20 | 11371792:BTCUSD |
|---|---|---|
| Max Drawdown | -31.11% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -11.54% | -4.58% |
| Avg. Drawdown Days | 132.0 | 14.0 |
| Recovery Factor | -0.6 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-14 | -31.11 | 369 |
| 2024-06-03 | 2024-06-30 | -3.32 | 27 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11371792:btcusd:triple_med_gx:lsma45_20 | 11371792:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.69% | 18.93% |
| Worst Week | -5.81% | -12.33% |
| Best Month | 7.87% | 37.42% |
| Worst Month | -8.01% | -17.69% |
| Best Year | -4.07% | 38.02% |
| Worst Year | -15.12% | 30.14% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 1.69% | 6.17% |
| Avg. Down Week | -2.47% | -4.51% |
| Avg. Up Month | 3.65% | 11.64% |
| Avg. Down Month | -4.69% | -7.93% |
| Win Days % | 43.01% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 41.46% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |