| Metric | 11372675:btcusd:triple_med_gx:lsma45_25 | 11372675:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -5.3% | 79.62% |
| Max Drawdown | -12.78% | -29.51% |
| Sharpe | -0.16 | 0.65 |
| Sortino | -0.21 | 0.96 |
| Payoff Ratio | 1.14 | 1.18 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.44 | 0.68 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 67.78 | 2.93 |
| Outlier Loss Ratio | 3.47 | 2.81 |
| Volatility (ann.) | 6.4% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.37 | 2.33 |
| Skew | -1.42 | 0.2 |
| Kurtosis | 51.18 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.39% | 4.27% |
| Expected Yearly % | -2.69% | 34.02% |
| Kelly Criterion | -9.4% | 11.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.07% |
| Expected Shortfall (cVaR) | -0.55% | -2.07% |
| Year | 11372675:BTCUSD | 11372675:btcusd:triple_med_gx:lsma45_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.95 | -0.10 | - |
| 2025 | 30.14 | -1.41 | -0.05 | - |
| Metric | 11372675:btcusd:triple_med_gx:lsma45_25 | 11372675:BTCUSD |
|---|---|---|
| MTD | 0.72% | 13.36% |
| 3M | -2.66% | 45.08% |
| 6M | -1.41% | 28.47% |
| YTD | -1.41% | 30.14% |
| 1Y | -7.77% | 105.13% |
| 3Y (ann.) | -4.76% | 68.87% |
| 5Y (ann.) | -4.76% | 68.87% |
| Metric | 11372675:btcusd:triple_med_gx:lsma45_25 | 11372675:BTCUSD |
|---|---|---|
| Max Drawdown | -12.78% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -3.77% | -4.58% |
| Avg. Drawdown Days | 98.0 | 14.0 |
| Recovery Factor | -0.41 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-14 | -12.78 | 369 |
| 2024-06-05 | 2024-06-30 | -1.89 | 25 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| 2024-07-09 | 2024-07-10 | -0.18 | 0 |
| Metric | 11372675:btcusd:triple_med_gx:lsma45_25 | 11372675:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -4.86% | -12.33% |
| Best Month | 7.31% | 37.42% |
| Worst Month | -8.5% | -17.69% |
| Best Year | -1.41% | 38.02% |
| Worst Year | -3.95% | 30.14% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.77% | -0.77% |
| Avg. Up Week | 2.24% | 7.16% |
| Avg. Down Week | -0.68% | -2.52% |
| Avg. Up Month | 2.32% | 10.07% |
| Avg. Down Month | -2.17% | -9.5% |
| Win Days % | 41.67% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 33.33% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |