| Metric | 11383035:btcusd:triple_med_gx:lsma50_75 | 11383035:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -8.87% | 61.52% |
| Max Drawdown | -18.03% | -29.51% |
| Sharpe | -0.22 | 0.59 |
| Sortino | -0.31 | 0.86 |
| Payoff Ratio | 1.12 | 1.13 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | 1.01 | 1.07 |
| CPC Index | 0.43 | 0.64 |
| Tail Ratio | 1.1 | 0.97 |
| Outlier Win Ratio | 41.57 | 2.98 |
| Outlier Loss Ratio | 3.74 | 3.01 |
| Volatility (ann.) | 8.52% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.48 | 2.02 |
| Skew | 0.13 | 0.21 |
| Kurtosis | 30.69 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.71% | 3.76% |
| Expected Yearly % | -4.54% | 27.09% |
| Kelly Criterion | -9.86% | 9.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.13% |
| Expected Shortfall (cVaR) | -0.74% | -2.13% |
| Year | 11383035:BTCUSD | 11383035:btcusd:triple_med_gx:lsma50_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.26 | 0.01 | - |
| 2025 | 17.02 | -9.11 | -0.54 | - |
| Metric | 11383035:btcusd:triple_med_gx:lsma50_75 | 11383035:BTCUSD |
|---|---|---|
| MTD | -1.12% | 4.4% |
| 3M | -3.79% | 31.76% |
| 6M | -11.92% | 12.25% |
| YTD | -9.11% | 17.02% |
| 1Y | -12.31% | 57.19% |
| 3Y (ann.) | -8.64% | 59.47% |
| 5Y (ann.) | -8.64% | 59.47% |
| Metric | 11383035:btcusd:triple_med_gx:lsma50_75 | 11383035:BTCUSD |
|---|---|---|
| Max Drawdown | -18.03% | -29.51% |
| Longest DD Days | 281.0 | 144.0 |
| Avg. Drawdown | -5.19% | -4.82% |
| Avg. Drawdown Days | 70.0 | 14.0 |
| Recovery Factor | -0.49 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-06-11 | -18.03 | 281 |
| 2024-06-16 | 2024-08-23 | -6.37 | 67 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 11383035:btcusd:triple_med_gx:lsma50_75 | 11383035:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 6.87% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 12.68% | 37.42% |
| Worst Month | -11.65% | -17.69% |
| Best Year | 0.26% | 38.02% |
| Worst Year | -9.11% | 17.02% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 3.07% | 4.4% |
| Avg. Down Week | -4.44% | -4.66% |
| Avg. Up Month | 8.54% | 11.0% |
| Avg. Down Month | -2.27% | -9.89% |
| Win Days % | 42.06% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 54.84% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |