| Metric | 11394582:btcusd:triple_med_gx:lsma45_115 | 11394582:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -11.41% | 61.16% |
| Max Drawdown | -23.71% | -29.51% |
| Sharpe | -0.24 | 0.59 |
| Sortino | -0.36 | 0.85 |
| Payoff Ratio | 1.04 | 1.09 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | 1.07 | 1.07 |
| CPC Index | 0.42 | 0.62 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 32.07 | 2.98 |
| Outlier Loss Ratio | 3.84 | 3.03 |
| Volatility (ann.) | 10.04% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.47 | 2.0 |
| Skew | 2.95 | 0.21 |
| Kurtosis | 81.82 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.93% | 3.74% |
| Expected Yearly % | -5.88% | 26.95% |
| Kelly Criterion | -9.51% | 7.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11394582:BTCUSD | 11394582:btcusd:triple_med_gx:lsma45_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.29 | -0.40 | - |
| 2025 | 16.76 | 4.57 | 0.27 | - |
| Metric | 11394582:btcusd:triple_med_gx:lsma45_115 | 11394582:BTCUSD |
|---|---|---|
| MTD | 2.37% | 4.16% |
| 3M | 3.47% | 31.46% |
| 6M | -0.44% | 12.77% |
| YTD | 4.57% | 16.76% |
| 1Y | -13.3% | 56.84% |
| 3Y (ann.) | -11.13% | 59.12% |
| 5Y (ann.) | -11.13% | 59.12% |
| Metric | 11394582:btcusd:triple_med_gx:lsma45_115 | 11394582:BTCUSD |
|---|---|---|
| Max Drawdown | -23.71% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -5.07% | -4.82% |
| Avg. Drawdown Days | 75.0 | 14.0 |
| Recovery Factor | -0.48 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -23.71 | 370 |
| 2024-06-02 | 2024-06-04 | -1.04 | 2 |
| 2024-06-01 | 2024-06-02 | -0.48 | 1 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11394582:btcusd:triple_med_gx:lsma45_115 | 11394582:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.97% | 18.93% |
| Worst Week | -8.25% | -12.33% |
| Best Month | 6.11% | 37.42% |
| Worst Month | -9.88% | -17.69% |
| Best Year | 4.57% | 38.02% |
| Worst Year | -15.29% | 16.76% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.76% | -0.75% |
| Avg. Up Week | 2.68% | 5.13% |
| Avg. Down Week | -2.98% | -4.36% |
| Avg. Up Month | 1.91% | 15.54% |
| Avg. Down Month | -6.5% | -9.42% |
| Win Days % | 44.05% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |