| Metric | 11401315:btcusd:triple_med_gx:lsma45_135 | 11401315:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -17.56% | 61.16% |
| Max Drawdown | -29.04% | -29.51% |
| Sharpe | -0.45 | 0.59 |
| Sortino | -0.61 | 0.85 |
| Payoff Ratio | 0.95 | 0.93 |
| Profit Factor | 0.86 | 1.1 |
| Common Sense Ratio | 0.81 | 1.07 |
| CPC Index | 0.37 | 0.53 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 31.89 | 3.0 |
| Outlier Loss Ratio | 3.8 | 3.12 |
| Volatility (ann.) | 9.46% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.59 | 2.0 |
| Skew | -0.35 | 0.21 |
| Kurtosis | 23.81 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.47% | 3.74% |
| Expected Yearly % | -9.2% | 26.95% |
| Kelly Criterion | -13.09% | -0.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.13% |
| Expected Shortfall (cVaR) | -0.83% | -2.13% |
| Year | 11401315:BTCUSD | 11401315:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.77 | -0.36 | - |
| 2025 | 16.76 | -4.39 | -0.26 | - |
| Metric | 11401315:btcusd:triple_med_gx:lsma45_135 | 11401315:BTCUSD |
|---|---|---|
| MTD | 3.53% | 4.16% |
| 3M | 6.58% | 31.46% |
| 6M | -9.46% | 12.77% |
| YTD | -4.39% | 16.76% |
| 1Y | -18.89% | 56.84% |
| 3Y (ann.) | -17.13% | 59.12% |
| 5Y (ann.) | -17.13% | 59.12% |
| Metric | 11401315:btcusd:triple_med_gx:lsma45_135 | 11401315:BTCUSD |
|---|---|---|
| Max Drawdown | -29.04% | -29.51% |
| Longest DD Days | 281.0 | 144.0 |
| Avg. Drawdown | -6.79% | -4.82% |
| Avg. Drawdown Days | 59.0 | 14.0 |
| Recovery Factor | -0.6 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-02 | 2025-06-11 | -29.04 | 281 |
| 2024-06-05 | 2024-08-13 | -9.82 | 68 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 2024-06-01 | 2024-06-04 | -0.80 | 3 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11401315:btcusd:triple_med_gx:lsma45_135 | 11401315:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.97% | 18.93% |
| Worst Week | -9.1% | -12.33% |
| Best Month | 10.07% | 37.42% |
| Worst Month | -8.91% | -17.69% |
| Best Year | -4.39% | 38.02% |
| Worst Year | -13.77% | 16.76% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 1.86% | 5.12% |
| Avg. Down Week | -3.68% | -4.23% |
| Avg. Up Month | 3.07% | 8.72% |
| Avg. Down Month | -4.72% | -7.59% |
| Win Days % | 44.92% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 48.57% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |