| Metric | 11383090:btcusd:triple_med_gx:lsma45_75 | 11383090:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -22.17% | 61.52% |
| Max Drawdown | -27.48% | -29.51% |
| Sharpe | -0.66 | 0.59 |
| Sortino | -0.89 | 0.86 |
| Payoff Ratio | 1.01 | 0.93 |
| Profit Factor | 0.77 | 1.1 |
| Common Sense Ratio | 0.48 | 1.07 |
| CPC Index | 0.32 | 0.53 |
| Tail Ratio | 0.62 | 0.97 |
| Outlier Win Ratio | 44.44 | 2.98 |
| Outlier Loss Ratio | 3.55 | 3.02 |
| Volatility (ann.) | 8.64% | 25.2% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.79 | 2.02 |
| Skew | -0.33 | 0.21 |
| Kurtosis | 30.31 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.91% | 3.76% |
| Expected Yearly % | -11.78% | 27.09% |
| Kelly Criterion | -17.86% | 0.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.13% |
| Expected Shortfall (cVaR) | -0.76% | -2.13% |
| Year | 11383090:BTCUSD | 11383090:btcusd:triple_med_gx:lsma45_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.85 | -0.31 | - |
| 2025 | 17.02 | -11.71 | -0.69 | - |
| Metric | 11383090:btcusd:triple_med_gx:lsma45_75 | 11383090:BTCUSD |
|---|---|---|
| MTD | -0.52% | 4.4% |
| 3M | -0.77% | 31.76% |
| 6M | -14.08% | 12.25% |
| YTD | -11.71% | 17.02% |
| 1Y | -23.49% | 57.19% |
| 3Y (ann.) | -21.65% | 59.47% |
| 5Y (ann.) | -21.65% | 59.47% |
| Metric | 11383090:btcusd:triple_med_gx:lsma45_75 | 11383090:BTCUSD |
|---|---|---|
| Max Drawdown | -27.48% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -13.95% | -4.82% |
| Avg. Drawdown Days | 187.0 | 14.0 |
| Recovery Factor | -0.81 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-04 | 2025-06-11 | -27.48 | 371 |
| 2024-06-01 | 2024-06-04 | -0.42 | 3 |
| Metric | 11383090:btcusd:triple_med_gx:lsma45_75 | 11383090:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 8.14% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 10.08% | 37.42% |
| Worst Month | -11.61% | -17.69% |
| Best Year | -11.71% | 38.02% |
| Worst Year | -11.85% | 17.02% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.82% | -0.91% |
| Avg. Up Week | 2.72% | 4.9% |
| Avg. Down Week | -4.56% | -5.39% |
| Avg. Up Month | 3.67% | 10.57% |
| Avg. Down Month | -5.6% | -9.04% |
| Win Days % | 40.76% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |