| Metric | 11394693:btcusd:triple_med_gx:lsma45_115 | 11394693:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -35.87% | 61.16% |
| Max Drawdown | -43.1% | -29.51% |
| Sharpe | -1.04 | 0.59 |
| Sortino | -1.3 | 0.85 |
| Payoff Ratio | 0.9 | 0.91 |
| Profit Factor | 0.7 | 1.1 |
| Common Sense Ratio | 0.61 | 1.07 |
| CPC Index | 0.26 | 0.52 |
| Tail Ratio | 0.87 | 0.98 |
| Outlier Win Ratio | 35.42 | 3.01 |
| Outlier Loss Ratio | 3.85 | 3.47 |
| Volatility (ann.) | 9.87% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.81 | 2.0 |
| Skew | -1.61 | 0.21 |
| Kurtosis | 24.44 | 7.02 |
| Expected Daily % | -0.03% | 0.03% |
| Expected Monthly % | -3.36% | 3.74% |
| Expected Yearly % | -19.92% | 26.95% |
| Kelly Criterion | -23.42% | -0.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11394693:BTCUSD | 11394693:btcusd:triple_med_gx:lsma45_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -22.90 | -0.60 | - |
| 2025 | 16.76 | -16.82 | -1.00 | - |
| Metric | 11394693:btcusd:triple_med_gx:lsma45_115 | 11394693:BTCUSD |
|---|---|---|
| MTD | 3.63% | 4.16% |
| 3M | -2.0% | 31.46% |
| 6M | -21.11% | 12.77% |
| YTD | -16.82% | 16.76% |
| 1Y | -37.76% | 56.84% |
| 3Y (ann.) | -35.1% | 59.12% |
| 5Y (ann.) | -35.1% | 59.12% |
| Metric | 11394693:btcusd:triple_med_gx:lsma45_115 | 11394693:BTCUSD |
|---|---|---|
| Max Drawdown | -43.1% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -10.91% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.83 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -43.10 | 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 | 11394693:btcusd:triple_med_gx:lsma45_115 | 11394693: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 | -9.89% | -17.69% |
| Best Year | -16.82% | 38.02% |
| Worst Year | -22.9% | 16.76% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 2.37% | 5.22% |
| Avg. Down Week | -4.3% | -4.33% |
| Avg. Up Month | 2.59% | 8.72% |
| Avg. Down Month | -6.39% | -7.59% |
| Win Days % | 41.42% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |