| Metric | 11441341:btcusd:triple_med_gx:lsma75_145 | 11441341:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -0.26% | 30.09% |
| Max Drawdown | -18.46% | -28.38% |
| Sharpe | 0.04 | 0.44 |
| Sortino | 0.05 | 0.63 |
| Payoff Ratio | 1.06 | 0.97 |
| Profit Factor | 1.01 | 1.07 |
| Common Sense Ratio | 1.32 | 0.99 |
| CPC Index | 0.51 | 0.54 |
| Tail Ratio | 1.3 | 0.93 |
| Outlier Win Ratio | 34.93 | 3.07 |
| Outlier Loss Ratio | 3.66 | 2.93 |
| Volatility (ann.) | 9.23% | 26.18% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.02 | 1.34 |
| Skew | -0.41 | 0.13 |
| Kurtosis | 25.23 | 6.5 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.03% | 2.67% |
| Expected Yearly % | -0.13% | 14.06% |
| Kelly Criterion | -2.0% | 1.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.22% |
| Expected Shortfall (cVaR) | -0.79% | -2.22% |
| Year | 11441341:BTCUSD | 11441341:btcusd:triple_med_gx:lsma75_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.55 | -0.20 | - |
| 2025 | -5.74 | 7.88 | -1.37 | + |
| Metric | 11441341:btcusd:triple_med_gx:lsma75_145 | 11441341:BTCUSD |
|---|---|---|
| MTD | 5.56% | 4.38% |
| 3M | 5.87% | -10.75% |
| 6M | 15.48% | 38.92% |
| YTD | 7.88% | -5.74% |
| 1Y | -0.26% | 30.09% |
| 3Y (ann.) | -0.32% | 38.02% |
| 5Y (ann.) | -0.32% | 38.02% |
| Metric | 11441341:btcusd:triple_med_gx:lsma75_145 | 11441341:BTCUSD |
|---|---|---|
| Max Drawdown | -18.46% | -28.38% |
| Longest DD Days | 277.0 | 144.0 |
| Avg. Drawdown | -5.3% | -4.56% |
| Avg. Drawdown Days | 73.0 | 12.0 |
| Recovery Factor | -0.01 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-03-11 | -18.46 | 277 |
| 2025-03-12 | 2025-03-26 | -1.34 | 14 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11441341:btcusd:triple_med_gx:lsma75_145 | 11441341:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 10.55% | 37.42% |
| Worst Month | -12.34% | -17.69% |
| Best Year | 7.88% | 38.02% |
| Worst Year | -7.55% | -5.74% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.77% | -0.84% |
| Avg. Up Week | 3.07% | 5.32% |
| Avg. Down Week | -2.21% | -3.6% |
| Avg. Up Month | 5.6% | 8.08% |
| Avg. Down Month | -4.18% | -9.25% |
| Win Days % | 47.56% | 51.38% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 40.0% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |