| Metric | 11381825:btcusd:triple_med_gx:lsma50_70 | 11381825:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -18.66% | 61.52% |
| Max Drawdown | -24.72% | -29.51% |
| Sharpe | -0.61 | 0.59 |
| Sortino | -0.81 | 0.86 |
| Payoff Ratio | 1.09 | 0.97 |
| Profit Factor | 0.77 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.33 | 0.55 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 54.82 | 2.88 |
| Outlier Loss Ratio | 3.48 | 3.0 |
| Volatility (ann.) | 7.73% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.74 | 2.02 |
| Skew | -0.81 | 0.21 |
| Kurtosis | 36.23 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.58% | 3.76% |
| Expected Yearly % | -9.81% | 27.09% |
| Kelly Criterion | -16.94% | 2.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11381825:BTCUSD | 11381825:btcusd:triple_med_gx:lsma50_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.84 | -0.42 | - |
| 2025 | 17.02 | -3.35 | -0.20 | - |
| Metric | 11381825:btcusd:triple_med_gx:lsma50_70 | 11381825:BTCUSD |
|---|---|---|
| MTD | -2.38% | 4.4% |
| 3M | 4.06% | 31.76% |
| 6M | -8.74% | 12.25% |
| YTD | -3.35% | 17.02% |
| 1Y | -19.91% | 57.19% |
| 3Y (ann.) | -18.21% | 59.47% |
| 5Y (ann.) | -18.21% | 59.47% |
| Metric | 11381825:btcusd:triple_med_gx:lsma50_70 | 11381825:BTCUSD |
|---|---|---|
| Max Drawdown | -24.72% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -6.63% | -4.82% |
| Avg. Drawdown Days | 90.0 | 14.0 |
| Recovery Factor | -0.75 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -24.72 | 358 |
| 2024-06-02 | 2024-06-04 | -1.43 | 2 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| 2024-06-17 | 2024-06-17 | -0.18 | 0 |
| Metric | 11381825:btcusd:triple_med_gx:lsma50_70 | 11381825:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 5.15% | 18.93% |
| Worst Week | -7.05% | -12.33% |
| Best Month | 4.24% | 37.42% |
| Worst Month | -8.55% | -17.69% |
| Best Year | -3.35% | 38.02% |
| Worst Year | -15.84% | 17.02% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.83% | -0.96% |
| Avg. Up Week | 2.69% | 5.37% |
| Avg. Down Week | -3.54% | -4.8% |
| Avg. Up Month | 3.57% | 11.45% |
| Avg. Down Month | -3.11% | -7.59% |
| Win Days % | 39.13% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 41.38% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |