| Metric | 11373506:btcusd:triple_med_gx:lsma50_30 | 11373506:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -5.29% | 79.62% |
| Max Drawdown | -22.32% | -29.51% |
| Sharpe | -0.12 | 0.65 |
| Sortino | -0.16 | 0.96 |
| Payoff Ratio | 0.92 | 0.88 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 0.89 | 1.08 |
| CPC Index | 0.42 | 0.51 |
| Tail Ratio | 0.93 | 0.98 |
| Outlier Win Ratio | 49.61 | 2.96 |
| Outlier Loss Ratio | 3.41 | 3.07 |
| Volatility (ann.) | 7.75% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.21 | 2.33 |
| Skew | -1.44 | 0.2 |
| Kurtosis | 43.72 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.39% | 4.27% |
| Expected Yearly % | -2.68% | 34.02% |
| Kelly Criterion | -9.09% | -2.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11373506:BTCUSD | 11373506:btcusd:triple_med_gx:lsma50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.01 | 0.21 | - |
| 2025 | 30.14 | -12.31 | -0.41 | - |
| Metric | 11373506:btcusd:triple_med_gx:lsma50_30 | 11373506:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -1.4% | 45.08% |
| 6M | -12.31% | 28.47% |
| YTD | -12.31% | 30.14% |
| 1Y | -12.62% | 105.13% |
| 3Y (ann.) | -4.74% | 68.87% |
| 5Y (ann.) | -4.74% | 68.87% |
| Metric | 11373506:btcusd:triple_med_gx:lsma50_30 | 11373506:BTCUSD |
|---|---|---|
| Max Drawdown | -22.32% | -29.51% |
| Longest DD Days | 221.0 | 144.0 |
| Avg. Drawdown | -3.26% | -4.58% |
| Avg. Drawdown Days | 28.0 | 14.0 |
| Recovery Factor | -0.24 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-07-14 | -22.32 | 221 |
| 2024-10-08 | 2024-11-10 | -4.91 | 32 |
| 2024-07-11 | 2024-08-09 | -2.96 | 29 |
| 2024-08-10 | 2024-08-23 | -2.28 | 13 |
| 2024-09-21 | 2024-09-22 | -1.00 | 1 |
| 2024-09-23 | 2024-10-08 | -0.85 | 14 |
| 2024-08-10 | 2024-08-10 | -0.79 | 0 |
| 2024-07-10 | 2024-07-11 | -0.18 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-06-20 | 2024-06-20 | -0.18 | 0 |
| Metric | 11373506:btcusd:triple_med_gx:lsma50_30 | 11373506:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.22% | 18.93% |
| Worst Week | -8.75% | -12.33% |
| Best Month | 5.8% | 37.42% |
| Worst Month | -9.78% | -17.69% |
| Best Year | 8.01% | 38.02% |
| Worst Year | -12.31% | 30.14% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.86% | -0.92% |
| Avg. Up Week | 1.85% | 6.83% |
| Avg. Down Week | -3.07% | -3.55% |
| Avg. Up Month | 2.63% | 12.0% |
| Avg. Down Month | -4.79% | -7.67% |
| Win Days % | 47.85% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |