| Metric | 11372676:btcusd:triple_med_gx:lsma50_25 | 11372676:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -8.49% | 79.62% |
| Max Drawdown | -16.89% | -29.51% |
| Sharpe | -0.24 | 0.65 |
| Sortino | -0.32 | 0.96 |
| Payoff Ratio | 1.15 | 1.17 |
| Profit Factor | 0.9 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.43 | 0.67 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 57.72 | 3.06 |
| Outlier Loss Ratio | 3.55 | 3.0 |
| Volatility (ann.) | 7.25% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.45 | 2.33 |
| Skew | -0.87 | 0.2 |
| Kurtosis | 41.71 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.63% | 4.27% |
| Expected Yearly % | -4.34% | 34.02% |
| Kelly Criterion | -9.71% | 10.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11372676:BTCUSD | 11372676:btcusd:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.73 | -0.26 | - |
| 2025 | 30.14 | 1.37 | 0.05 | - |
| Metric | 11372676:btcusd:triple_med_gx:lsma50_25 | 11372676:BTCUSD |
|---|---|---|
| MTD | -0.34% | 13.36% |
| 3M | -1.9% | 45.08% |
| 6M | 1.37% | 28.47% |
| YTD | 1.37% | 30.14% |
| 1Y | -10.34% | 105.13% |
| 3Y (ann.) | -7.63% | 68.87% |
| 5Y (ann.) | -7.63% | 68.87% |
| Metric | 11372676:btcusd:triple_med_gx:lsma50_25 | 11372676:BTCUSD |
|---|---|---|
| Max Drawdown | -16.89% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -3.41% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | -0.5 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-11 | 2025-07-14 | -16.89 | 306 |
| 2024-08-11 | 2024-08-23 | -4.51 | 12 |
| 2024-06-05 | 2024-07-10 | -4.35 | 34 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-08-10 | 2024-08-10 | -0.79 | 0 |
| 2024-08-10 | 2024-08-11 | -0.27 | 0 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| 2024-09-10 | 2024-09-10 | -0.18 | 0 |
| 2024-08-09 | 2024-08-09 | -0.18 | 0 |
| Metric | 11372676:btcusd:triple_med_gx:lsma50_25 | 11372676:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -4.86% | -12.33% |
| Best Month | 6.7% | 37.42% |
| Worst Month | -8.33% | -17.69% |
| Best Year | 1.37% | 38.02% |
| Worst Year | -9.73% | 30.14% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 3.4% | 6.04% |
| Avg. Down Week | -1.36% | -3.26% |
| Avg. Up Month | 3.56% | 5.07% |
| Avg. Down Month | -1.27% | -7.59% |
| Win Days % | 41.4% | 51.93% |
| Win Month % | 28.57% | 64.29% |
| Win Week % | 27.59% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |