| Metric | 11389876:btcusd:triple_med_gx:lsma45_100 | 11389876:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -8.25% | 61.52% |
| Max Drawdown | -20.79% | -29.51% |
| Sharpe | -0.16 | 0.59 |
| Sortino | -0.24 | 0.86 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.45 | 0.61 |
| Tail Ratio | 1.02 | 0.97 |
| Outlier Win Ratio | 33.71 | 2.98 |
| Outlier Loss Ratio | 3.89 | 3.03 |
| Volatility (ann.) | 9.96% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.39 | 2.02 |
| Skew | 3.13 | 0.21 |
| Kurtosis | 86.51 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.66% | 3.76% |
| Expected Yearly % | -4.21% | 27.09% |
| Kelly Criterion | -7.97% | 6.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11389876:BTCUSD | 11389876:btcusd:triple_med_gx:lsma45_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.23 | -0.16 | - |
| 2025 | 17.02 | -2.15 | -0.13 | - |
| Metric | 11389876:btcusd:triple_med_gx:lsma45_100 | 11389876:BTCUSD |
|---|---|---|
| MTD | 1.28% | 4.4% |
| 3M | -6.17% | 31.76% |
| 6M | -5.93% | 12.25% |
| YTD | -2.15% | 17.02% |
| 1Y | -10.97% | 57.19% |
| 3Y (ann.) | -8.04% | 59.47% |
| 5Y (ann.) | -8.04% | 59.47% |
| Metric | 11389876:btcusd:triple_med_gx:lsma45_100 | 11389876:BTCUSD |
|---|---|---|
| Max Drawdown | -20.79% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -4.19% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.4 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -20.79 | 306 |
| 2024-06-05 | 2024-08-08 | -7.48 | 64 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11389876:btcusd:triple_med_gx:lsma45_100 | 11389876:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.36% | 18.93% |
| Worst Week | -9.98% | -12.33% |
| Best Month | 9.36% | 37.42% |
| Worst Month | -11.53% | -17.69% |
| Best Year | -2.15% | 38.02% |
| Worst Year | -6.23% | 17.02% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.75% | -0.79% |
| Avg. Up Week | 2.9% | 4.13% |
| Avg. Down Week | -3.8% | -4.29% |
| Avg. Up Month | 2.59% | 7.37% |
| Avg. Down Month | -3.93% | -9.42% |
| Win Days % | 43.84% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 46.43% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |