| Metric | 11372651:btcusd:triple_med_gx:lsma50_25 | 11372651:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -15.4% | 79.62% |
| Max Drawdown | -24.5% | -29.51% |
| Sharpe | -0.49 | 0.65 |
| Sortino | -0.62 | 0.96 |
| Payoff Ratio | 0.92 | 0.91 |
| Profit Factor | 0.8 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.32 | 0.52 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 61.16 | 2.81 |
| Outlier Loss Ratio | 3.46 | 3.04 |
| Volatility (ann.) | 7.07% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.57 | 2.33 |
| Skew | -2.87 | 0.2 |
| Kurtosis | 49.53 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.19% | 4.27% |
| Expected Yearly % | -8.02% | 34.02% |
| Kelly Criterion | -18.62% | -0.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.07% |
| Expected Shortfall (cVaR) | -0.62% | -2.07% |
| Year | 11372651:BTCUSD | 11372651:btcusd:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.10 | -0.21 | - |
| 2025 | 30.14 | -7.95 | -0.26 | - |
| Metric | 11372651:btcusd:triple_med_gx:lsma50_25 | 11372651:BTCUSD |
|---|---|---|
| MTD | 1.19% | 13.36% |
| 3M | -1.02% | 45.08% |
| 6M | -7.95% | 28.47% |
| YTD | -7.95% | 30.14% |
| 1Y | -20.57% | 105.13% |
| 3Y (ann.) | -13.9% | 68.87% |
| 5Y (ann.) | -13.9% | 68.87% |
| Metric | 11372651:btcusd:triple_med_gx:lsma50_25 | 11372651:BTCUSD |
|---|---|---|
| Max Drawdown | -24.5% | -29.51% |
| Longest DD Days | 337.0 | 144.0 |
| Avg. Drawdown | -3.43% | -4.58% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | -0.63 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-11 | 2025-07-14 | -24.50 | 337 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-08-09 | 2024-08-09 | -0.95 | 0 |
| 2024-08-10 | 2024-08-10 | -0.79 | 0 |
| 2024-06-29 | 2024-06-30 | -0.59 | 0 |
| 2024-08-10 | 2024-08-11 | -0.27 | 0 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-07-09 | 2024-07-10 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11372651:btcusd:triple_med_gx:lsma50_25 | 11372651:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.35% | 18.93% |
| Worst Week | -5.87% | -12.33% |
| Best Month | 4.56% | 37.42% |
| Worst Month | -8.74% | -17.69% |
| Best Year | -7.95% | 38.02% |
| Worst Year | -8.1% | 30.14% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 1.57% | 6.06% |
| Avg. Down Week | -2.2% | -4.95% |
| Avg. Up Month | 2.36% | 7.14% |
| Avg. Down Month | -3.94% | -7.93% |
| Win Days % | 43.09% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 40.74% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |