| Metric | 11391442:btcusd:triple_med_gx:lsma50_105 | 11391442:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -10.4% | 61.16% |
| Max Drawdown | -22.75% | -29.51% |
| Sharpe | -0.2 | 0.59 |
| Sortino | -0.3 | 0.85 |
| Payoff Ratio | 1.15 | 1.16 |
| Profit Factor | 0.93 | 1.1 |
| Common Sense Ratio | 0.93 | 1.07 |
| CPC Index | 0.44 | 0.66 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 33.81 | 3.09 |
| Outlier Loss Ratio | 3.77 | 3.09 |
| Volatility (ann.) | 10.45% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.45 | 2.0 |
| Skew | 2.68 | 0.21 |
| Kurtosis | 75.1 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.84% | 3.74% |
| Expected Yearly % | -5.34% | 26.95% |
| Kelly Criterion | -9.04% | 10.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.13% |
| Expected Shortfall (cVaR) | -0.91% | -2.13% |
| Year | 11391442:BTCUSD | 11391442:btcusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.28 | -0.24 | - |
| 2025 | 16.76 | -1.24 | -0.07 | - |
| Metric | 11391442:btcusd:triple_med_gx:lsma50_105 | 11391442:BTCUSD |
|---|---|---|
| MTD | 2.53% | 4.16% |
| 3M | -3.01% | 31.46% |
| 6M | -6.49% | 12.77% |
| YTD | -1.24% | 16.76% |
| 1Y | -14.19% | 56.84% |
| 3Y (ann.) | -10.14% | 59.12% |
| 5Y (ann.) | -10.14% | 59.12% |
| Metric | 11391442:btcusd:triple_med_gx:lsma50_105 | 11391442:BTCUSD |
|---|---|---|
| Max Drawdown | -22.75% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.08% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.46 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -22.75 | 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 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11391442:btcusd:triple_med_gx:lsma50_105 | 11391442:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -8.98% | -12.33% |
| Best Month | 7.31% | 37.42% |
| Worst Month | -9.71% | -17.69% |
| Best Year | -1.24% | 38.02% |
| Worst Year | -9.28% | 16.76% |
| Avg. Up Day | 0.92% | 0.94% |
| Avg. Down Day | -0.8% | -0.81% |
| Avg. Up Week | 2.96% | 5.83% |
| Avg. Down Week | -3.45% | -4.28% |
| Avg. Up Month | 2.11% | 14.66% |
| Avg. Down Month | -3.64% | -9.42% |
| Win Days % | 41.64% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 43.33% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |