| Metric | 11372623:btcusd:triple_med_gx:lsma45_25 | 11372623:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -25.17% | 79.62% |
| Max Drawdown | -31.79% | -29.51% |
| Sharpe | -0.74 | 0.65 |
| Sortino | -0.94 | 0.96 |
| Payoff Ratio | 0.94 | 0.92 |
| Profit Factor | 0.75 | 1.11 |
| Common Sense Ratio | 0.48 | 1.08 |
| CPC Index | 0.3 | 0.53 |
| Tail Ratio | 0.64 | 0.98 |
| Outlier Win Ratio | 47.91 | 3.1 |
| Outlier Loss Ratio | 3.45 | 3.13 |
| Volatility (ann.) | 8.33% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.72 | 2.33 |
| Skew | -1.85 | 0.2 |
| Kurtosis | 31.44 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -2.05% | 4.27% |
| Expected Yearly % | -13.49% | 34.02% |
| Kelly Criterion | -19.65% | -0.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.07% |
| Expected Shortfall (cVaR) | -0.73% | -2.07% |
| Year | 11372623:BTCUSD | 11372623:btcusd:triple_med_gx:lsma45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.98 | -0.34 | - |
| 2025 | 30.14 | -14.00 | -0.46 | - |
| Metric | 11372623:btcusd:triple_med_gx:lsma45_25 | 11372623:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 5.03% | 45.08% |
| 6M | -14.0% | 28.47% |
| YTD | -14.0% | 30.14% |
| 1Y | -25.97% | 105.13% |
| 3Y (ann.) | -22.85% | 68.87% |
| 5Y (ann.) | -22.85% | 68.87% |
| Metric | 11372623:btcusd:triple_med_gx:lsma45_25 | 11372623:BTCUSD |
|---|---|---|
| Max Drawdown | -31.79% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -8.42% | -4.58% |
| Avg. Drawdown Days | 95.0 | 14.0 |
| Recovery Factor | -0.79 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-14 | -31.79 | 369 |
| 2024-06-19 | 2024-06-30 | -1.54 | 11 |
| 2024-06-18 | 2024-06-19 | -0.18 | 0 |
| 2024-07-09 | 2024-07-10 | -0.18 | 0 |
| Metric | 11372623:btcusd:triple_med_gx:lsma45_25 | 11372623:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.69% | 18.93% |
| Worst Week | -7.47% | -12.33% |
| Best Month | 4.2% | 37.42% |
| Worst Month | -11.17% | -17.69% |
| Best Year | -12.98% | 38.02% |
| Worst Year | -14.0% | 30.14% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 1.6% | 6.4% |
| Avg. Down Week | -3.45% | -4.41% |
| Avg. Up Month | 2.39% | 19.41% |
| Avg. Down Month | -5.18% | -7.93% |
| Win Days % | 42.0% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 45.71% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |