| Metric | 11387306:btcusd:triple_med_gx:lsma50_90 | 11387306:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -0.93% | 61.52% |
| Max Drawdown | -21.32% | -29.51% |
| Sharpe | 0.03 | 0.59 |
| Sortino | 0.04 | 0.86 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.01 | 1.1 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.52 | 0.61 |
| Tail Ratio | 1.4 | 0.97 |
| Outlier Win Ratio | 33.77 | 3.16 |
| Outlier Loss Ratio | 3.78 | 3.25 |
| Volatility (ann.) | 10.11% | 25.2% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.04 | 2.02 |
| Skew | 1.5 | 0.21 |
| Kurtosis | 47.64 | 7.01 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.07% | 3.76% |
| Expected Yearly % | -0.46% | 27.09% |
| Kelly Criterion | -2.89% | 6.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11387306:BTCUSD | 11387306:btcusd:triple_med_gx:lsma50_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -14.53 | -0.38 | - |
| 2025 | 17.02 | 15.91 | 0.93 | - |
| Metric | 11387306:btcusd:triple_med_gx:lsma50_90 | 11387306:BTCUSD |
|---|---|---|
| MTD | 2.89% | 4.4% |
| 3M | 9.58% | 31.76% |
| 6M | 15.1% | 12.25% |
| YTD | 15.91% | 17.02% |
| 1Y | -3.56% | 57.19% |
| 3Y (ann.) | -0.9% | 59.47% |
| 5Y (ann.) | -0.9% | 59.47% |
| Metric | 11387306:btcusd:triple_med_gx:lsma50_90 | 11387306:BTCUSD |
|---|---|---|
| Max Drawdown | -21.32% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -5.74% | -4.82% |
| Avg. Drawdown Days | 92.0 | 14.0 |
| Recovery Factor | -0.04 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -21.32 | 370 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| Metric | 11387306:btcusd:triple_med_gx:lsma50_90 | 11387306:BTCUSD |
|---|---|---|
| Best Day | 7.68% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 8.5% | 18.93% |
| Worst Week | -5.83% | -12.33% |
| Best Month | 9.51% | 37.42% |
| Worst Month | -5.95% | -17.69% |
| Best Year | 15.91% | 38.02% |
| Worst Year | -14.53% | 17.02% |
| Avg. Up Day | 0.9% | 0.92% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 2.76% | 4.44% |
| Avg. Down Week | -2.67% | -3.73% |
| Avg. Up Month | 3.72% | 7.08% |
| Avg. Down Month | -3.98% | -11.25% |
| Win Days % | 45.79% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 53.12% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |