| Metric | 11371794:btcusd:triple_med_gx:lsma50_20 | 11371794:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -24.39% | 75.42% |
| Max Drawdown | -30.87% | -29.51% |
| Sharpe | -0.69 | 0.63 |
| Sortino | -0.89 | 0.92 |
| Payoff Ratio | 0.94 | 0.91 |
| Profit Factor | 0.78 | 1.11 |
| Common Sense Ratio | 0.65 | 1.06 |
| CPC Index | 0.3 | 0.52 |
| Tail Ratio | 0.84 | 0.96 |
| Outlier Win Ratio | 41.81 | 3.09 |
| Outlier Loss Ratio | 3.87 | 3.14 |
| Volatility (ann.) | 8.49% | 24.55% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.71 | 2.19 |
| Skew | -1.46 | 0.2 |
| Kurtosis | 28.88 | 7.24 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -1.98% | 4.1% |
| Expected Yearly % | -13.05% | 32.45% |
| Kelly Criterion | -20.47% | -0.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.07% |
| Expected Shortfall (cVaR) | -0.75% | -2.07% |
| Year | 11371794:BTCUSD | 11371794:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.65 | -0.41 | - |
| 2025 | 27.10 | -10.37 | -0.38 | - |
| Metric | 11371794:btcusd:triple_med_gx:lsma50_20 | 11371794:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 7.73% | 41.88% |
| 6M | -11.15% | 22.91% |
| YTD | -10.37% | 27.1% |
| 1Y | -24.05% | 82.29% |
| 3Y (ann.) | -21.99% | 64.73% |
| 5Y (ann.) | -21.99% | 64.73% |
| Metric | 11371794:btcusd:triple_med_gx:lsma50_20 | 11371794:BTCUSD |
|---|---|---|
| Max Drawdown | -30.87% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -11.77% | -4.71% |
| Avg. Drawdown Days | 136.0 | 14.0 |
| Recovery Factor | -0.79 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-17 | -30.87 | 371 |
| 2024-06-03 | 2024-07-10 | -4.27 | 36 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11371794:btcusd:triple_med_gx:lsma50_20 | 11371794:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.01% | 18.93% |
| Worst Week | -7.47% | -12.33% |
| Best Month | 8.05% | 37.42% |
| Worst Month | -10.15% | -17.69% |
| Best Year | -10.37% | 38.02% |
| Worst Year | -15.65% | 27.1% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.79% | -0.83% |
| Avg. Up Week | 2.36% | 7.5% |
| Avg. Down Week | -2.7% | -4.48% |
| Avg. Up Month | 5.26% | 19.41% |
| Avg. Down Month | -4.98% | -7.82% |
| Win Days % | 41.72% | 51.89% |
| Win Month % | 23.08% | 64.29% |
| Win Week % | 39.02% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |