| Metric | 11399649:btcusd:triple_med_gx:lsma45_130 | 11399649:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -30.04% | 61.16% |
| Max Drawdown | -38.61% | -29.51% |
| Sharpe | -0.83 | 0.59 |
| Sortino | -1.06 | 0.85 |
| Payoff Ratio | 0.91 | 0.93 |
| Profit Factor | 0.75 | 1.1 |
| Common Sense Ratio | 0.65 | 1.07 |
| CPC Index | 0.29 | 0.53 |
| Tail Ratio | 0.87 | 0.98 |
| Outlier Win Ratio | 35.34 | 3.09 |
| Outlier Loss Ratio | 3.8 | 3.36 |
| Volatility (ann.) | 9.83% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.76 | 2.0 |
| Skew | -1.35 | 0.21 |
| Kurtosis | 24.68 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.71% | 3.74% |
| Expected Yearly % | -16.36% | 26.95% |
| Kelly Criterion | -20.22% | -0.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11399649:BTCUSD | 11399649:btcusd:triple_med_gx:lsma45_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -23.82 | -0.63 | - |
| 2025 | 16.76 | -8.16 | -0.49 | - |
| Metric | 11399649:btcusd:triple_med_gx:lsma45_130 | 11399649:BTCUSD |
|---|---|---|
| MTD | 3.82% | 4.16% |
| 3M | 3.04% | 31.46% |
| 6M | -11.84% | 12.77% |
| YTD | -8.16% | 16.76% |
| 1Y | -31.23% | 56.84% |
| 3Y (ann.) | -29.37% | 59.12% |
| 5Y (ann.) | -29.37% | 59.12% |
| Metric | 11399649:btcusd:triple_med_gx:lsma45_130 | 11399649:BTCUSD |
|---|---|---|
| Max Drawdown | -38.61% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -9.79% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.78 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -38.61 | 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 | 11399649:btcusd:triple_med_gx:lsma45_130 | 11399649:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.76% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 3.82% | 37.42% |
| Worst Month | -8.79% | -17.69% |
| Best Year | -8.16% | 38.02% |
| Worst Year | -23.82% | 16.76% |
| Avg. Up Day | 0.78% | 0.79% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 1.8% | 4.0% |
| Avg. Down Week | -3.45% | -4.22% |
| Avg. Up Month | 2.44% | 15.6% |
| Avg. Down Month | -4.75% | -7.82% |
| Win Days % | 42.72% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 44.44% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |