| Metric | 11389933:btcusd:triple_med_gx:lsma50_100 | 11389933:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -10.05% | 61.52% |
| Max Drawdown | -21.82% | -29.51% |
| Sharpe | -0.2 | 0.59 |
| Sortino | -0.29 | 0.86 |
| Payoff Ratio | 1.14 | 1.16 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.44 | 0.66 |
| Tail Ratio | 1.03 | 0.97 |
| Outlier Win Ratio | 35.01 | 3.09 |
| Outlier Loss Ratio | 3.61 | 3.02 |
| Volatility (ann.) | 10.36% | 25.2% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.45 | 2.02 |
| Skew | 2.73 | 0.21 |
| Kurtosis | 77.58 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.81% | 3.76% |
| Expected Yearly % | -5.16% | 27.09% |
| Kelly Criterion | -8.54% | 10.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.13% |
| Expected Shortfall (cVaR) | -0.9% | -2.13% |
| Year | 11389933:BTCUSD | 11389933:btcusd:triple_med_gx:lsma50_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.06 | -0.29 | - |
| 2025 | 17.02 | 1.14 | 0.07 | - |
| Metric | 11389933:btcusd:triple_med_gx:lsma50_100 | 11389933:BTCUSD |
|---|---|---|
| MTD | 1.9% | 4.4% |
| 3M | -3.61% | 31.76% |
| 6M | -4.24% | 12.25% |
| YTD | 1.14% | 17.02% |
| 1Y | -14.67% | 57.19% |
| 3Y (ann.) | -9.8% | 59.47% |
| 5Y (ann.) | -9.8% | 59.47% |
| Metric | 11389933:btcusd:triple_med_gx:lsma50_100 | 11389933:BTCUSD |
|---|---|---|
| Max Drawdown | -21.82% | -29.51% |
| Longest DD Days | 359.0 | 144.0 |
| Avg. Drawdown | -3.93% | -4.82% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | -0.46 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-16 | 2025-06-11 | -21.82 | 359 |
| 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 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11389933:btcusd:triple_med_gx:lsma50_100 | 11389933:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.0% | 18.93% |
| Worst Week | -8.98% | -12.33% |
| Best Month | 8.0% | 37.42% |
| Worst Month | -11.91% | -17.69% |
| Best Year | 1.14% | 38.02% |
| Worst Year | -11.06% | 17.02% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.81% | -0.8% |
| Avg. Up Week | 3.06% | 4.84% |
| Avg. Down Week | -3.84% | -4.23% |
| Avg. Up Month | 1.97% | 9.02% |
| Avg. Down Month | -2.02% | -9.42% |
| Win Days % | 42.22% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 44.83% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |