| Metric | 11373499:btcusd:triple_med_gx:lsma50_30 | 11373499:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -16.89% | 79.62% |
| Max Drawdown | -20.54% | -29.51% |
| Sharpe | -0.46 | 0.65 |
| Sortino | -0.61 | 0.96 |
| Payoff Ratio | 0.89 | 0.85 |
| Profit Factor | 0.83 | 1.11 |
| Common Sense Ratio | 1.15 | 1.08 |
| CPC Index | 0.33 | 0.49 |
| Tail Ratio | 1.38 | 0.98 |
| Outlier Win Ratio | 44.74 | 2.91 |
| Outlier Loss Ratio | 3.6 | 3.13 |
| Volatility (ann.) | 8.22% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.74 | 2.33 |
| Skew | -0.98 | 0.2 |
| Kurtosis | 35.55 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.31% | 4.27% |
| Expected Yearly % | -8.83% | 34.02% |
| Kelly Criterion | -17.09% | -4.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11373499:BTCUSD | 11373499:btcusd:triple_med_gx:lsma50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.22 | -0.14 | - |
| 2025 | 30.14 | -12.31 | -0.41 | - |
| Metric | 11373499:btcusd:triple_med_gx:lsma50_30 | 11373499:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 0.49% | 45.08% |
| 6M | -13.08% | 28.47% |
| YTD | -12.31% | 30.14% |
| 1Y | -16.96% | 105.13% |
| 3Y (ann.) | -15.25% | 68.87% |
| 5Y (ann.) | -15.25% | 68.87% |
| Metric | 11373499:btcusd:triple_med_gx:lsma50_30 | 11373499:BTCUSD |
|---|---|---|
| Max Drawdown | -20.54% | -29.51% |
| Longest DD Days | 189.0 | 144.0 |
| Avg. Drawdown | -7.44% | -4.58% |
| Avg. Drawdown Days | 73.0 | 14.0 |
| Recovery Factor | -0.82 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-07-14 | -20.54 | 162 |
| 2024-07-11 | 2025-01-17 | -13.46 | 189 |
| 2024-07-10 | 2024-07-11 | -1.64 | 1 |
| 2024-06-18 | 2024-06-30 | -1.36 | 12 |
| 2025-02-01 | 2025-02-01 | -0.18 | 0 |
| Metric | 11373499:btcusd:triple_med_gx:lsma50_30 | 11373499:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 6.68% | 18.93% |
| Worst Week | -7.05% | -12.33% |
| Best Month | 7.95% | 37.42% |
| Worst Month | -7.2% | -17.69% |
| Best Year | -5.22% | 38.02% |
| Worst Year | -12.31% | 30.14% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 1.94% | 6.61% |
| Avg. Down Week | -2.42% | -4.53% |
| Avg. Up Month | 3.89% | 10.41% |
| Avg. Down Month | -4.57% | -9.5% |
| Win Days % | 45.02% | 51.93% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 47.22% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |