| Metric | 11381938:btcusd:triple_med_gx:lsma45_70 | 11381938:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -17.77% | 61.52% |
| Max Drawdown | -26.53% | -29.51% |
| Sharpe | -0.45 | 0.59 |
| Sortino | -0.6 | 0.86 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | 0.91 | 1.07 |
| CPC Index | 0.36 | 0.55 |
| Tail Ratio | 1.08 | 0.97 |
| Outlier Win Ratio | 37.83 | 3.16 |
| Outlier Loss Ratio | 3.73 | 3.36 |
| Volatility (ann.) | 9.59% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.65 | 2.02 |
| Skew | -0.55 | 0.21 |
| Kurtosis | 25.91 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.49% | 3.76% |
| Expected Yearly % | -9.32% | 27.09% |
| Kelly Criterion | -14.43% | 2.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.13% |
| Expected Shortfall (cVaR) | -0.84% | -2.13% |
| Year | 11381938:BTCUSD | 11381938:btcusd:triple_med_gx:lsma45_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.83 | -0.34 | - |
| 2025 | 17.02 | -5.67 | -0.33 | - |
| Metric | 11381938:btcusd:triple_med_gx:lsma45_70 | 11381938:BTCUSD |
|---|---|---|
| MTD | 3.84% | 4.4% |
| 3M | 1.4% | 31.76% |
| 6M | -5.14% | 12.25% |
| YTD | -5.67% | 17.02% |
| 1Y | -19.05% | 57.19% |
| 3Y (ann.) | -17.34% | 59.47% |
| 5Y (ann.) | -17.34% | 59.47% |
| Metric | 11381938:btcusd:triple_med_gx:lsma45_70 | 11381938:BTCUSD |
|---|---|---|
| Max Drawdown | -26.53% | -29.51% |
| Longest DD Days | 359.0 | 144.0 |
| Avg. Drawdown | -5.52% | -4.82% |
| Avg. Drawdown Days | 72.0 | 14.0 |
| Recovery Factor | -0.67 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-16 | 2025-06-11 | -26.53 | 359 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11381938:btcusd:triple_med_gx:lsma45_70 | 11381938:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.41% | 18.93% |
| Worst Week | -7.03% | -12.33% |
| Best Month | 6.66% | 37.42% |
| Worst Month | -8.01% | -17.69% |
| Best Year | -5.67% | 38.02% |
| Worst Year | -12.83% | 17.02% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.89% | -0.95% |
| Avg. Up Week | 1.94% | 5.07% |
| Avg. Down Week | -3.62% | -4.16% |
| Avg. Up Month | 2.18% | 8.4% |
| Avg. Down Month | -2.98% | -9.04% |
| Win Days % | 42.75% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 48.57% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |