| Metric | 11401480:btcusd:triple_med_gx:lsma45_135 | 11401480:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -19.61% | 61.16% |
| Max Drawdown | -33.74% | -29.51% |
| Sharpe | -0.43 | 0.59 |
| Sortino | -0.57 | 0.85 |
| Payoff Ratio | 0.97 | 0.95 |
| Profit Factor | 0.88 | 1.1 |
| Common Sense Ratio | 0.82 | 1.07 |
| CPC Index | 0.39 | 0.54 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 28.11 | 3.34 |
| Outlier Loss Ratio | 3.79 | 3.47 |
| Volatility (ann.) | 11.01% | 25.19% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.57 | 2.0 |
| Skew | -0.55 | 0.21 |
| Kurtosis | 18.5 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.67% | 3.74% |
| Expected Yearly % | -10.34% | 26.95% |
| Kelly Criterion | -10.85% | 1.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.96% | -2.13% |
| Expected Shortfall (cVaR) | -0.96% | -2.13% |
| Year | 11401480:BTCUSD | 11401480:btcusd:triple_med_gx:lsma45_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -19.00 | -0.50 | - |
| 2025 | 16.76 | -0.75 | -0.04 | - |
| Metric | 11401480:btcusd:triple_med_gx:lsma45_135 | 11401480:BTCUSD |
|---|---|---|
| MTD | 8.87% | 4.16% |
| 3M | 6.37% | 31.46% |
| 6M | -1.06% | 12.77% |
| YTD | -0.75% | 16.76% |
| 1Y | -19.15% | 56.84% |
| 3Y (ann.) | -19.14% | 59.12% |
| 5Y (ann.) | -19.14% | 59.12% |
| Metric | 11401480:btcusd:triple_med_gx:lsma45_135 | 11401480:BTCUSD |
|---|---|---|
| Max Drawdown | -33.74% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.15% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.58 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -33.74 | 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 | 11401480:btcusd:triple_med_gx:lsma45_135 | 11401480:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -6.58% | -12.33% |
| Best Month | 8.87% | 37.42% |
| Worst Month | -10.23% | -17.69% |
| Best Year | -0.75% | 38.02% |
| Worst Year | -19.0% | 16.76% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 1.81% | 4.29% |
| Avg. Down Week | -2.63% | -3.77% |
| Avg. Up Month | 4.58% | 8.97% |
| Avg. Down Month | -5.05% | -7.82% |
| Win Days % | 45.43% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 43.24% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |