| Metric | 11388461:btcusd:triple_med_gx:lsma45_95 | 11388461:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -18.57% | 61.52% |
| Max Drawdown | -25.87% | -29.51% |
| Sharpe | -0.43 | 0.59 |
| Sortino | -0.6 | 0.86 |
| Payoff Ratio | 0.99 | 1.03 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | 0.82 | 1.07 |
| CPC Index | 0.37 | 0.58 |
| Tail Ratio | 0.96 | 0.97 |
| Outlier Win Ratio | 34.31 | 3.03 |
| Outlier Loss Ratio | 3.61 | 3.09 |
| Volatility (ann.) | 10.46% | 25.2% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.7 | 2.02 |
| Skew | 1.99 | 0.21 |
| Kurtosis | 75.4 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.57% | 3.76% |
| Expected Yearly % | -9.76% | 27.09% |
| Kelly Criterion | -12.55% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.13% |
| Expected Shortfall (cVaR) | -0.91% | -2.13% |
| Year | 11388461:BTCUSD | 11388461:btcusd:triple_med_gx:lsma45_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -18.07 | -0.48 | - |
| 2025 | 17.02 | -0.61 | -0.04 | - |
| Metric | 11388461:btcusd:triple_med_gx:lsma45_95 | 11388461:BTCUSD |
|---|---|---|
| MTD | -0.44% | 4.4% |
| 3M | -5.42% | 31.76% |
| 6M | -4.71% | 12.25% |
| YTD | -0.61% | 17.02% |
| 1Y | -20.47% | 57.19% |
| 3Y (ann.) | -18.13% | 59.47% |
| 5Y (ann.) | -18.13% | 59.47% |
| Metric | 11388461:btcusd:triple_med_gx:lsma45_95 | 11388461:BTCUSD |
|---|---|---|
| Max Drawdown | -25.87% | -29.51% |
| Longest DD Days | 359.0 | 144.0 |
| Avg. Drawdown | -5.57% | -4.82% |
| Avg. Drawdown Days | 75.0 | 14.0 |
| Recovery Factor | -0.72 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -25.87 | 359 |
| 2024-06-02 | 2024-06-04 | -1.04 | 2 |
| 2024-06-01 | 2024-06-02 | -0.48 | 1 |
| 2024-06-05 | 2024-06-16 | -0.42 | 11 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11388461:btcusd:triple_med_gx:lsma45_95 | 11388461:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.24% | 18.93% |
| Worst Week | -8.25% | -12.33% |
| Best Month | 6.11% | 37.42% |
| Worst Month | -11.42% | -17.69% |
| Best Year | -0.61% | 38.02% |
| Worst Year | -18.07% | 17.02% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.81% | -0.8% |
| Avg. Up Week | 2.85% | 4.28% |
| Avg. Down Week | -3.61% | -4.2% |
| Avg. Up Month | 2.96% | 10.57% |
| Avg. Down Month | -5.77% | -9.42% |
| Win Days % | 43.88% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |