| Metric | 11393108:btcusd:triple_med_gx:lsma45_110 | 11393108:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -33.29% | 61.16% |
| Max Drawdown | -40.82% | -29.51% |
| Sharpe | -0.96 | 0.59 |
| Sortino | -1.2 | 0.85 |
| Payoff Ratio | 0.91 | 0.92 |
| Profit Factor | 0.72 | 1.1 |
| Common Sense Ratio | 0.66 | 1.07 |
| CPC Index | 0.27 | 0.52 |
| Tail Ratio | 0.92 | 0.98 |
| Outlier Win Ratio | 36.99 | 3.05 |
| Outlier Loss Ratio | 3.85 | 3.47 |
| Volatility (ann.) | 9.76% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.8 | 2.0 |
| Skew | -1.63 | 0.21 |
| Kurtosis | 25.63 | 7.02 |
| Expected Daily % | -0.03% | 0.03% |
| Expected Monthly % | -3.07% | 3.74% |
| Expected Yearly % | -18.33% | 26.95% |
| Kelly Criterion | -22.0% | -0.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11393108:BTCUSD | 11393108:btcusd:triple_med_gx:lsma45_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -22.15 | -0.58 | - |
| 2025 | 16.76 | -14.32 | -0.85 | - |
| Metric | 11393108:btcusd:triple_med_gx:lsma45_110 | 11393108:BTCUSD |
|---|---|---|
| MTD | 3.63% | 4.16% |
| 3M | -2.0% | 31.46% |
| 6M | -18.78% | 12.77% |
| YTD | -14.32% | 16.76% |
| 1Y | -35.3% | 56.84% |
| 3Y (ann.) | -32.57% | 59.12% |
| 5Y (ann.) | -32.57% | 59.12% |
| Metric | 11393108:btcusd:triple_med_gx:lsma45_110 | 11393108:BTCUSD |
|---|---|---|
| Max Drawdown | -40.82% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -10.34% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.82 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -40.82 | 370 |
| 2024-06-01 | 2024-06-04 | -0.42 | 3 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393108:btcusd:triple_med_gx:lsma45_110 | 11393108:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.5% | 18.93% |
| Worst Week | -9.5% | -12.33% |
| Best Month | 3.63% | 37.42% |
| Worst Month | -8.4% | -17.69% |
| Best Year | -14.32% | 38.02% |
| Worst Year | -22.15% | 16.76% |
| Avg. Up Day | 0.77% | 0.8% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 2.67% | 5.22% |
| Avg. Down Week | -4.29% | -4.54% |
| Avg. Up Month | 2.26% | 8.97% |
| Avg. Down Month | -5.9% | -7.59% |
| Win Days % | 41.95% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |