| Metric | 11403071:btcusd:triple_med_gx:lsma45_140 | 11403071:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -19.19% | 75.42% |
| Max Drawdown | -28.25% | -29.51% |
| Sharpe | -0.46 | 0.63 |
| Sortino | -0.63 | 0.92 |
| Payoff Ratio | 0.93 | 0.9 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | 0.85 | 1.06 |
| CPC Index | 0.36 | 0.52 |
| Tail Ratio | 0.99 | 0.96 |
| Outlier Win Ratio | 32.97 | 3.06 |
| Outlier Loss Ratio | 3.78 | 3.19 |
| Volatility (ann.) | 9.27% | 24.55% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.61 | 2.19 |
| Skew | -0.43 | 0.2 |
| Kurtosis | 24.39 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.51% | 4.1% |
| Expected Yearly % | -10.1% | 32.45% |
| Kelly Criterion | -13.94% | -1.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11403071:BTCUSD | 11403071:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.51 | -0.43 | - |
| 2025 | 27.10 | -3.21 | -0.12 | - |
| Metric | 11403071:btcusd:triple_med_gx:lsma45_140 | 11403071:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 5.8% | 41.88% |
| 6M | -6.0% | 22.91% |
| YTD | -3.21% | 27.1% |
| 1Y | -17.13% | 82.29% |
| 3Y (ann.) | -17.24% | 64.73% |
| 5Y (ann.) | -17.24% | 64.73% |
| Metric | 11403071:btcusd:triple_med_gx:lsma45_140 | 11403071:BTCUSD |
|---|---|---|
| Max Drawdown | -28.25% | -29.51% |
| Longest DD Days | 406.0 | 144.0 |
| Avg. Drawdown | -7.29% | -4.71% |
| Avg. Drawdown Days | 102.0 | 14.0 |
| Recovery Factor | -0.68 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -28.25 | 406 |
| 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 | 11403071:btcusd:triple_med_gx:lsma45_140 | 11403071: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 | 6.61% | 37.42% |
| Worst Month | -8.44% | -17.69% |
| Best Year | -3.21% | 38.02% |
| Worst Year | -16.51% | 27.1% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 1.89% | 4.48% |
| Avg. Down Week | -3.45% | -4.1% |
| Avg. Up Month | 1.69% | 8.53% |
| Avg. Down Month | -4.72% | -7.59% |
| Win Days % | 45.11% | 51.89% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 47.37% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |