| Metric | 11383204:btcusd:triple_med_gx:lsma45_75 | 11383204:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -21.26% | 61.52% |
| Max Drawdown | -29.47% | -29.51% |
| Sharpe | -0.55 | 0.59 |
| Sortino | -0.73 | 0.86 |
| Payoff Ratio | 0.98 | 0.95 |
| Profit Factor | 0.82 | 1.1 |
| Common Sense Ratio | 0.78 | 1.07 |
| CPC Index | 0.35 | 0.54 |
| Tail Ratio | 0.95 | 0.97 |
| Outlier Win Ratio | 37.27 | 3.16 |
| Outlier Loss Ratio | 3.63 | 3.36 |
| Volatility (ann.) | 9.72% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.7 | 2.02 |
| Skew | -0.58 | 0.21 |
| Kurtosis | 24.66 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.82% | 3.76% |
| Expected Yearly % | -11.27% | 27.09% |
| Kelly Criterion | -14.27% | 1.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11383204:BTCUSD | 11383204:btcusd:triple_med_gx:lsma45_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.09 | -0.42 | - |
| 2025 | 17.02 | -6.16 | -0.36 | - |
| Metric | 11383204:btcusd:triple_med_gx:lsma45_75 | 11383204:BTCUSD |
|---|---|---|
| MTD | 4.09% | 4.4% |
| 3M | 0.95% | 31.76% |
| 6M | -5.98% | 12.25% |
| YTD | -6.16% | 17.02% |
| 1Y | -22.44% | 57.19% |
| 3Y (ann.) | -20.76% | 59.47% |
| 5Y (ann.) | -20.76% | 59.47% |
| Metric | 11383204:btcusd:triple_med_gx:lsma45_75 | 11383204:BTCUSD |
|---|---|---|
| Max Drawdown | -29.47% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -6.1% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.72 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -29.47 | 371 |
| 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 | 11383204:btcusd:triple_med_gx:lsma45_75 | 11383204:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.6% | 18.93% |
| Worst Week | -7.03% | -12.33% |
| Best Month | 4.95% | 37.42% |
| Worst Month | -7.52% | -17.69% |
| Best Year | -6.16% | 38.02% |
| Worst Year | -16.09% | 17.02% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.88% | -0.94% |
| Avg. Up Week | 2.09% | 4.93% |
| Avg. Down Week | -3.41% | -4.46% |
| Avg. Up Month | 1.92% | 8.4% |
| Avg. Down Month | -3.41% | -9.04% |
| Win Days % | 43.33% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |