| Metric | 11372650:btcusd:triple_med_gx:lsma45_25 | 11372650:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -11.75% | 79.62% |
| Max Drawdown | -20.93% | -29.51% |
| Sharpe | -0.36 | 0.65 |
| Sortino | -0.47 | 0.96 |
| Payoff Ratio | 1.05 | 1.08 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.35 | 0.62 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 62.59 | 2.91 |
| Outlier Loss Ratio | 3.45 | 2.84 |
| Volatility (ann.) | 7.03% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.51 | 2.33 |
| Skew | -2.22 | 0.2 |
| Kurtosis | 51.62 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.89% | 4.27% |
| Expected Yearly % | -6.06% | 34.02% |
| Kelly Criterion | -17.4% | 7.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -2.07% |
| Expected Shortfall (cVaR) | -0.61% | -2.07% |
| Year | 11372650:BTCUSD | 11372650:btcusd:triple_med_gx:lsma45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.62 | -0.12 | - |
| 2025 | 30.14 | -7.47 | -0.25 | - |
| Metric | 11372650:btcusd:triple_med_gx:lsma45_25 | 11372650:BTCUSD |
|---|---|---|
| MTD | 0.75% | 13.36% |
| 3M | -0.86% | 45.08% |
| 6M | -7.47% | 28.47% |
| YTD | -7.47% | 30.14% |
| 1Y | -16.17% | 105.13% |
| 3Y (ann.) | -10.58% | 68.87% |
| 5Y (ann.) | -10.58% | 68.87% |
| Metric | 11372650:btcusd:triple_med_gx:lsma45_25 | 11372650:BTCUSD |
|---|---|---|
| Max Drawdown | -20.93% | -29.51% |
| Longest DD Days | 328.0 | 144.0 |
| Avg. Drawdown | -4.22% | -4.58% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | -0.56 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-20 | 2025-07-14 | -20.93 | 328 |
| 2024-07-10 | 2024-08-20 | -3.31 | 40 |
| 2024-06-29 | 2024-06-30 | -0.59 | 0 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-07-09 | 2024-07-10 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11372650:btcusd:triple_med_gx:lsma45_25 | 11372650:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.16% | 18.93% |
| Worst Week | -5.87% | -12.33% |
| Best Month | 5.16% | 37.42% |
| Worst Month | -6.83% | -17.69% |
| Best Year | -4.62% | 38.02% |
| Worst Year | -7.47% | 30.14% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.84% | -0.83% |
| Avg. Up Week | 1.74% | 8.05% |
| Avg. Down Week | -1.99% | -6.05% |
| Avg. Up Month | 1.73% | 8.54% |
| Avg. Down Month | -3.71% | -7.93% |
| Win Days % | 40.0% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 38.46% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |