| Metric | 11407951:btcusd:triple_med_gx:lsma45_20 | 11407951:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -8.07% | 30.09% |
| Max Drawdown | -17.93% | -28.38% |
| Sharpe | -0.21 | 0.44 |
| Sortino | -0.29 | 0.63 |
| Payoff Ratio | 1.14 | 1.04 |
| Profit Factor | 0.94 | 1.07 |
| Common Sense Ratio | 1.11 | 0.99 |
| CPC Index | 0.45 | 0.57 |
| Tail Ratio | 1.18 | 0.93 |
| Outlier Win Ratio | 29.44 | 3.12 |
| Outlier Loss Ratio | 4.46 | 3.04 |
| Volatility (ann.) | 10.05% | 26.18% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.55 | 1.34 |
| Skew | 0.25 | 0.13 |
| Kurtosis | 27.84 | 6.5 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.84% | 2.67% |
| Expected Yearly % | -4.12% | 14.06% |
| Kelly Criterion | -8.87% | 4.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.22% |
| Expected Shortfall (cVaR) | -0.87% | -2.22% |
| Year | 11407951:BTCUSD | 11407951:btcusd:triple_med_gx:lsma45_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.85 | -0.39 | - |
| 2025 | -5.74 | 7.96 | -1.39 | + |
| Metric | 11407951:btcusd:triple_med_gx:lsma45_20 | 11407951:BTCUSD |
|---|---|---|
| MTD | 5.53% | 4.38% |
| 3M | 4.68% | -10.75% |
| 6M | -0.65% | 38.92% |
| YTD | 7.96% | -5.74% |
| 1Y | -8.07% | 30.09% |
| 3Y (ann.) | -9.79% | 38.02% |
| 5Y (ann.) | -9.79% | 38.02% |
| Metric | 11407951:btcusd:triple_med_gx:lsma45_20 | 11407951:BTCUSD |
|---|---|---|
| Max Drawdown | -17.93% | -28.38% |
| Longest DD Days | 291.0 | 144.0 |
| Avg. Drawdown | -6.15% | -4.56% |
| Avg. Drawdown Days | 97.0 | 12.0 |
| Recovery Factor | -0.45 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-26 | -17.93 | 291 |
| 2024-06-02 | 2024-06-03 | -0.34 | 0 |
| 2024-06-06 | 2024-06-07 | -0.18 | 0 |
| Metric | 11407951:btcusd:triple_med_gx:lsma45_20 | 11407951:BTCUSD |
|---|---|---|
| Best Day | 5.55% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 6.8% | 18.93% |
| Worst Week | -4.81% | -12.33% |
| Best Month | 8.64% | 37.42% |
| Worst Month | -6.36% | -17.69% |
| Best Year | 7.96% | 38.02% |
| Worst Year | -14.85% | -5.74% |
| Avg. Up Day | 0.8% | 0.85% |
| Avg. Down Day | -0.7% | -0.81% |
| Avg. Up Week | 2.89% | 7.8% |
| Avg. Down Week | -1.93% | -4.96% |
| Avg. Up Month | 5.59% | 8.32% |
| Avg. Down Month | -4.07% | -9.25% |
| Win Days % | 41.89% | 51.38% |
| Win Month % | 30.0% | 60.0% |
| Win Week % | 35.9% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |