| Metric | 11392938:btcusd:triple_med_gx:lsma45_110 | 11392938:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 2.14% | 61.16% |
| Max Drawdown | -19.72% | -29.51% |
| Sharpe | 0.1 | 0.59 |
| Sortino | 0.16 | 0.85 |
| Payoff Ratio | 1.22 | 1.13 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.55 | 0.64 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 30.78 | 3.03 |
| Outlier Loss Ratio | 4.25 | 3.02 |
| Volatility (ann.) | 9.93% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.11 | 2.0 |
| Skew | 3.88 | 0.21 |
| Kurtosis | 84.04 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.16% | 3.74% |
| Expected Yearly % | 1.07% | 26.95% |
| Kelly Criterion | -2.97% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11392938:BTCUSD | 11392938:btcusd:triple_med_gx:lsma45_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.04 | -0.24 | - |
| 2025 | 16.76 | 12.30 | 0.73 | - |
| Metric | 11392938:btcusd:triple_med_gx:lsma45_110 | 11392938:BTCUSD |
|---|---|---|
| MTD | 0.94% | 4.16% |
| 3M | 3.26% | 31.46% |
| 6M | 5.85% | 12.77% |
| YTD | 12.3% | 16.76% |
| 1Y | -1.28% | 56.84% |
| 3Y (ann.) | 2.09% | 59.12% |
| 5Y (ann.) | 2.09% | 59.12% |
| Metric | 11392938:btcusd:triple_med_gx:lsma45_110 | 11392938:BTCUSD |
|---|---|---|
| Max Drawdown | -19.72% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -3.71% | -4.82% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.11 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -19.72 | 306 |
| 2024-06-07 | 2024-08-08 | -8.83 | 61 |
| 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 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11392938:btcusd:triple_med_gx:lsma45_110 | 11392938:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.01% | 18.93% |
| Worst Week | -7.11% | -12.33% |
| Best Month | 12.01% | 37.42% |
| Worst Month | -11.62% | -17.69% |
| Best Year | 12.3% | 38.02% |
| Worst Year | -9.04% | 16.76% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.68% | -0.76% |
| Avg. Up Week | 3.09% | 4.59% |
| Avg. Down Week | -3.48% | -4.58% |
| Avg. Up Month | 3.14% | 7.31% |
| Avg. Down Month | -6.28% | -9.42% |
| Win Days % | 43.4% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 51.61% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |