| Metric | 11403238:btcusd:triple_med_gx:lsma45_140 | 11403238:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -20.08% | 75.42% |
| Max Drawdown | -33.4% | -29.51% |
| Sharpe | -0.41 | 0.63 |
| Sortino | -0.55 | 0.92 |
| Payoff Ratio | 0.96 | 0.92 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 0.79 | 1.06 |
| CPC Index | 0.39 | 0.53 |
| Tail Ratio | 0.9 | 0.96 |
| Outlier Win Ratio | 29.22 | 3.39 |
| Outlier Loss Ratio | 3.7 | 3.54 |
| Volatility (ann.) | 10.77% | 24.55% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.54 | 2.19 |
| Skew | -0.54 | 0.2 |
| Kurtosis | 19.62 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.59% | 4.1% |
| Expected Yearly % | -10.6% | 32.45% |
| Kelly Criterion | -10.16% | -0.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.94% | -2.07% |
| Expected Shortfall (cVaR) | -0.94% | -2.07% |
| Year | 11403238:BTCUSD | 11403238:btcusd:triple_med_gx:lsma45_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.30 | -0.45 | - |
| 2025 | 27.10 | -3.36 | -0.12 | - |
| Metric | 11403238:btcusd:triple_med_gx:lsma45_140 | 11403238:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.91% | 41.88% |
| 6M | -3.54% | 22.91% |
| YTD | -3.36% | 27.1% |
| 1Y | -9.57% | 82.29% |
| 3Y (ann.) | -18.05% | 64.73% |
| 5Y (ann.) | -18.05% | 64.73% |
| Metric | 11403238:btcusd:triple_med_gx:lsma45_140 | 11403238:BTCUSD |
|---|---|---|
| Max Drawdown | -33.4% | -29.51% |
| Longest DD Days | 404.0 | 144.0 |
| Avg. Drawdown | -5.1% | -4.71% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | -0.6 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-17 | -33.40 | 404 |
| 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 | 11403238:btcusd:triple_med_gx:lsma45_140 | 11403238:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.69% | 18.93% |
| Worst Week | -6.58% | -12.33% |
| Best Month | 5.64% | 37.42% |
| Worst Month | -10.23% | -17.69% |
| Best Year | -3.36% | 38.02% |
| Worst Year | -17.3% | 27.1% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 1.79% | 4.08% |
| Avg. Down Week | -2.53% | -3.7% |
| Avg. Up Month | 3.65% | 8.53% |
| Avg. Down Month | -6.4% | -8.96% |
| Win Days % | 46.17% | 51.89% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 41.03% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |