| Metric | 11405025:btcusd:triple_med_gx:lsma45_145 | 11405025:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -22.24% | 75.42% |
| Max Drawdown | -32.97% | -29.51% |
| Sharpe | -0.46 | 0.63 |
| Sortino | -0.62 | 0.92 |
| Payoff Ratio | 0.95 | 0.93 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | 0.76 | 1.06 |
| CPC Index | 0.38 | 0.53 |
| Tail Ratio | 0.88 | 0.96 |
| Outlier Win Ratio | 28.99 | 3.43 |
| Outlier Loss Ratio | 3.67 | 3.5 |
| Volatility (ann.) | 10.92% | 24.55% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.61 | 2.19 |
| Skew | -0.46 | 0.2 |
| Kurtosis | 18.97 | 7.24 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.78% | 4.1% |
| Expected Yearly % | -11.82% | 32.45% |
| Kelly Criterion | -11.51% | 0.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -2.07% |
| Expected Shortfall (cVaR) | -0.95% | -2.07% |
| Year | 11405025:BTCUSD | 11405025:btcusd:triple_med_gx:lsma45_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.11 | -0.45 | - |
| 2025 | 27.10 | -6.20 | -0.23 | - |
| Metric | 11405025:btcusd:triple_med_gx:lsma45_145 | 11405025:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 7.2% | 41.88% |
| 6M | -6.49% | 22.91% |
| YTD | -6.2% | 27.1% |
| 1Y | -11.78% | 82.29% |
| 3Y (ann.) | -20.02% | 64.73% |
| 5Y (ann.) | -20.02% | 64.73% |
| Metric | 11405025:btcusd:triple_med_gx:lsma45_145 | 11405025:BTCUSD |
|---|---|---|
| Max Drawdown | -32.97% | -29.51% |
| Longest DD Days | 404.0 | 144.0 |
| Avg. Drawdown | -5.04% | -4.71% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | -0.67 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-07-17 | -32.97 | 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 | 11405025:btcusd:triple_med_gx:lsma45_145 | 11405025:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.22% | 18.93% |
| Worst Week | -6.58% | -12.33% |
| Best Month | 5.17% | 37.42% |
| Worst Month | -10.23% | -17.69% |
| Best Year | -6.2% | 38.02% |
| Worst Year | -17.11% | 27.1% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 1.9% | 4.06% |
| Avg. Down Week | -2.92% | -3.73% |
| Avg. Up Month | 2.79% | 8.53% |
| Avg. Down Month | -6.13% | -8.96% |
| Win Days % | 45.6% | 51.89% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 42.11% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |