| Metric | 11380718:btcusd:triple_med_gx:lsma45_65 | 11380718:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -22.78% | 79.62% |
| Max Drawdown | -28.88% | -29.51% |
| Sharpe | -0.62 | 0.65 |
| Sortino | -0.8 | 0.96 |
| Payoff Ratio | 0.95 | 0.91 |
| Profit Factor | 0.79 | 1.11 |
| Common Sense Ratio | 0.67 | 1.08 |
| CPC Index | 0.32 | 0.52 |
| Tail Ratio | 0.85 | 0.98 |
| Outlier Win Ratio | 42.3 | 2.99 |
| Outlier Loss Ratio | 3.6 | 3.27 |
| Volatility (ann.) | 8.76% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.72 | 2.33 |
| Skew | -1.35 | 0.2 |
| Kurtosis | 29.86 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -1.83% | 4.27% |
| Expected Yearly % | -12.13% | 34.02% |
| Kelly Criterion | -18.92% | -1.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.07% |
| Expected Shortfall (cVaR) | -0.77% | -2.07% |
| Year | 11380718:BTCUSD | 11380718:btcusd:triple_med_gx:lsma45_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.61 | -0.36 | - |
| 2025 | 30.14 | -10.61 | -0.35 | - |
| Metric | 11380718:btcusd:triple_med_gx:lsma45_65 | 11380718:BTCUSD |
|---|---|---|
| MTD | 1.38% | 13.36% |
| 3M | 5.88% | 45.08% |
| 6M | -10.61% | 28.47% |
| YTD | -10.61% | 30.14% |
| 1Y | -21.58% | 105.13% |
| 3Y (ann.) | -20.65% | 68.87% |
| 5Y (ann.) | -20.65% | 68.87% |
| Metric | 11380718:btcusd:triple_med_gx:lsma45_65 | 11380718:BTCUSD |
|---|---|---|
| Max Drawdown | -28.88% | -29.51% |
| Longest DD Days | 367.0 | 144.0 |
| Avg. Drawdown | -6.74% | -4.58% |
| Avg. Drawdown Days | 81.0 | 14.0 |
| Recovery Factor | -0.79 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-11 | 2025-07-14 | -28.88 | 367 |
| 2024-06-04 | 2024-07-11 | -4.03 | 36 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11380718:btcusd:triple_med_gx:lsma45_65 | 11380718:BTCUSD |
|---|---|---|
| Best Day | 3.67% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.98% | 18.93% |
| Worst Week | -7.03% | -12.33% |
| Best Month | 7.42% | 37.42% |
| Worst Month | -8.73% | -17.69% |
| Best Year | -10.61% | 38.02% |
| Worst Year | -13.61% | 30.14% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.87% | -0.95% |
| Avg. Up Week | 1.93% | 5.01% |
| Avg. Down Week | -3.08% | -4.03% |
| Avg. Up Month | 1.89% | 8.96% |
| Avg. Down Month | -5.07% | -9.5% |
| Win Days % | 42.08% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 43.24% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |