| Metric | 11396199:btcusd:triple_med_gx:lsma45_120 | 11396199:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -5.59% | 61.16% |
| Max Drawdown | -21.38% | -29.51% |
| Sharpe | -0.09 | 0.59 |
| Sortino | -0.13 | 0.85 |
| Payoff Ratio | 1.07 | 1.1 |
| Profit Factor | 0.97 | 1.1 |
| Common Sense Ratio | 1.17 | 1.07 |
| CPC Index | 0.47 | 0.62 |
| Tail Ratio | 1.21 | 0.98 |
| Outlier Win Ratio | 30.79 | 3.0 |
| Outlier Loss Ratio | 3.85 | 3.03 |
| Volatility (ann.) | 10.1% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.25 | 2.0 |
| Skew | 2.94 | 0.21 |
| Kurtosis | 79.86 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.44% | 3.74% |
| Expected Yearly % | -2.84% | 26.95% |
| Kelly Criterion | -6.26% | 8.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11396199:BTCUSD | 11396199:btcusd:triple_med_gx:lsma45_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.59 | -0.30 | - |
| 2025 | 16.76 | 6.78 | 0.40 | - |
| Metric | 11396199:btcusd:triple_med_gx:lsma45_120 | 11396199:BTCUSD |
|---|---|---|
| MTD | 2.37% | 4.16% |
| 3M | 3.61% | 31.46% |
| 6M | 1.66% | 12.77% |
| YTD | 6.78% | 16.76% |
| 1Y | -7.6% | 56.84% |
| 3Y (ann.) | -5.45% | 59.12% |
| 5Y (ann.) | -5.45% | 59.12% |
| Metric | 11396199:btcusd:triple_med_gx:lsma45_120 | 11396199:BTCUSD |
|---|---|---|
| Max Drawdown | -21.38% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -5.62% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.26 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -21.38 | 306 |
| 2024-06-05 | 2024-08-08 | -10.70 | 64 |
| 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 | 11396199:btcusd:triple_med_gx:lsma45_120 | 11396199:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.55% | 18.93% |
| Worst Week | -8.25% | -12.33% |
| Best Month | 6.57% | 37.42% |
| Worst Month | -9.88% | -17.69% |
| Best Year | 6.78% | 38.02% |
| Worst Year | -11.59% | 16.76% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.75% | -0.75% |
| Avg. Up Week | 2.6% | 4.75% |
| Avg. Down Week | -3.41% | -4.12% |
| Avg. Up Month | 1.8% | 13.47% |
| Avg. Down Month | -5.25% | -9.42% |
| Win Days % | 45.08% | 51.86% |
| Win Month % | 61.54% | 61.54% |
| Win Week % | 51.61% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |