| Metric | 11380551:btcusd:triple_med_gx:lsma50_65 | 11380551:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -9.0% | 79.62% |
| Max Drawdown | -17.11% | -29.51% |
| Sharpe | -0.26 | 0.65 |
| Sortino | -0.36 | 0.96 |
| Payoff Ratio | 1.18 | 1.11 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.42 | 0.64 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 59.39 | 2.94 |
| Outlier Loss Ratio | 3.66 | 2.9 |
| Volatility (ann.) | 7.21% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.47 | 2.33 |
| Skew | 0.12 | 0.2 |
| Kurtosis | 46.91 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.67% | 4.27% |
| Expected Yearly % | -4.6% | 34.02% |
| Kelly Criterion | -11.45% | 8.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11380551:BTCUSD | 11380551:btcusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.78 | -0.20 | - |
| 2025 | 30.14 | -1.32 | -0.04 | - |
| Metric | 11380551:btcusd:triple_med_gx:lsma50_65 | 11380551:BTCUSD |
|---|---|---|
| MTD | -0.23% | 13.36% |
| 3M | 5.66% | 45.08% |
| 6M | -1.32% | 28.47% |
| YTD | -1.32% | 30.14% |
| 1Y | -10.61% | 105.13% |
| 3Y (ann.) | -8.09% | 68.87% |
| 5Y (ann.) | -8.09% | 68.87% |
| Metric | 11380551:btcusd:triple_med_gx:lsma50_65 | 11380551:BTCUSD |
|---|---|---|
| Max Drawdown | -17.11% | -29.51% |
| Longest DD Days | 350.0 | 144.0 |
| Avg. Drawdown | -5.52% | -4.58% |
| Avg. Drawdown Days | 101.0 | 14.0 |
| Recovery Factor | -0.53 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-14 | -17.11 | 350 |
| 2024-06-03 | 2024-07-29 | -4.09 | 55 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 11380551:btcusd:triple_med_gx:lsma50_65 | 11380551:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 6.29% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 4.91% | 37.42% |
| Worst Month | -10.33% | -17.69% |
| Best Year | -1.32% | 38.02% |
| Worst Year | -7.78% | 30.14% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.76% | -0.83% |
| Avg. Up Week | 2.9% | 5.47% |
| Avg. Down Week | -2.58% | -4.15% |
| Avg. Up Month | 3.98% | 12.04% |
| Avg. Down Month | -0.72% | -9.04% |
| Win Days % | 39.56% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 35.29% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |