| Metric | 11394806:btcusd:triple_med_gx:lsma45_115 | 11394806:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -27.97% | 61.16% |
| Max Drawdown | -41.56% | -29.51% |
| Sharpe | -0.68 | 0.59 |
| Sortino | -0.89 | 0.85 |
| Payoff Ratio | 0.93 | 0.92 |
| Profit Factor | 0.8 | 1.1 |
| Common Sense Ratio | 0.71 | 1.07 |
| CPC Index | 0.33 | 0.52 |
| Tail Ratio | 0.89 | 0.98 |
| Outlier Win Ratio | 29.37 | 3.17 |
| Outlier Loss Ratio | 3.77 | 3.51 |
| Volatility (ann.) | 10.8% | 25.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.66 | 2.0 |
| Skew | -1.01 | 0.21 |
| Kurtosis | 19.16 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.49% | 3.74% |
| Expected Yearly % | -15.13% | 26.95% |
| Kelly Criterion | -15.56% | -0.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.13% |
| Expected Shortfall (cVaR) | -0.95% | -2.13% |
| Year | 11394806:BTCUSD | 11394806:btcusd:triple_med_gx:lsma45_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -29.69 | -0.78 | - |
| 2025 | 16.76 | 2.44 | 0.15 | - |
| Metric | 11394806:btcusd:triple_med_gx:lsma45_115 | 11394806:BTCUSD |
|---|---|---|
| MTD | 8.14% | 4.16% |
| 3M | 10.37% | 31.46% |
| 6M | 1.53% | 12.77% |
| YTD | 2.44% | 16.76% |
| 1Y | -27.56% | 56.84% |
| 3Y (ann.) | -27.34% | 59.12% |
| 5Y (ann.) | -27.34% | 59.12% |
| Metric | 11394806:btcusd:triple_med_gx:lsma45_115 | 11394806:BTCUSD |
|---|---|---|
| Max Drawdown | -41.56% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -6.27% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.67 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -41.56 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11394806:btcusd:triple_med_gx:lsma45_115 | 11394806:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.76% | 18.93% |
| Worst Week | -6.58% | -12.33% |
| Best Month | 8.14% | 37.42% |
| Worst Month | -10.23% | -17.69% |
| Best Year | 2.44% | 38.02% |
| Worst Year | -29.69% | 16.76% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 1.86% | 3.8% |
| Avg. Down Week | -3.48% | -4.1% |
| Avg. Up Month | 4.54% | 8.72% |
| Avg. Down Month | -4.99% | -7.82% |
| Win Days % | 44.19% | 51.86% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 42.86% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |