| Metric | 11398073:btcusd:triple_med_gx:lsma45_125 | 11398073:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -24.19% | 61.16% |
| Max Drawdown | -38.2% | -29.51% |
| Sharpe | -0.57 | 0.59 |
| Sortino | -0.75 | 0.85 |
| Payoff Ratio | 0.96 | 0.93 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | 0.78 | 1.07 |
| CPC Index | 0.36 | 0.53 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 28.57 | 3.17 |
| Outlier Loss Ratio | 3.78 | 3.48 |
| Volatility (ann.) | 10.77% | 25.19% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.62 | 2.0 |
| Skew | -0.88 | 0.21 |
| Kurtosis | 18.88 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.11% | 3.74% |
| Expected Yearly % | -12.93% | 26.95% |
| Kelly Criterion | -13.2% | 0.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.13% |
| Expected Shortfall (cVaR) | -0.94% | -2.13% |
| Year | 11398073:BTCUSD | 11398073:btcusd:triple_med_gx:lsma45_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -26.25 | -0.69 | - |
| 2025 | 16.76 | 2.79 | 0.17 | - |
| Metric | 11398073:btcusd:triple_med_gx:lsma45_125 | 11398073:BTCUSD |
|---|---|---|
| MTD | 7.34% | 4.16% |
| 3M | 9.85% | 31.46% |
| 6M | 3.18% | 12.77% |
| YTD | 2.79% | 16.76% |
| 1Y | -23.75% | 56.84% |
| 3Y (ann.) | -23.63% | 59.12% |
| 5Y (ann.) | -23.63% | 59.12% |
| Metric | 11398073:btcusd:triple_med_gx:lsma45_125 | 11398073:BTCUSD |
|---|---|---|
| Max Drawdown | -38.2% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.79% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.63 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -38.20 | 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 | 11398073:btcusd:triple_med_gx:lsma45_125 | 11398073:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 3.98% | 18.93% |
| Worst Week | -6.58% | -12.33% |
| Best Month | 7.34% | 37.42% |
| Worst Month | -10.23% | -17.69% |
| Best Year | 2.79% | 38.02% |
| Worst Year | -26.25% | 16.76% |
| Avg. Up Day | 0.83% | 0.85% |
| Avg. Down Day | -0.87% | -0.92% |
| Avg. Up Week | 1.75% | 4.29% |
| Avg. Down Week | -2.93% | -3.89% |
| Avg. Up Month | 4.07% | 8.72% |
| Avg. Down Month | -4.69% | -7.82% |
| Win Days % | 44.51% | 51.86% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 43.24% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |