| Metric | 11393662:btcusd:triple_med_gx:lsma50_110 | 11393662:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | -6.18% | 61.16% |
| Max Drawdown | -28.35% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.02 | 0.85 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 0.87 | 1.07 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | 0.88 | 0.98 |
| Outlier Win Ratio | 18.66 | 3.89 |
| Outlier Loss Ratio | 3.45 | 3.6 |
| Volatility (ann.) | 16.24% | 25.19% |
| R^2 | 0.42 | 0.42 |
| Calmar | -0.21 | 2.0 |
| Skew | 0.63 | 0.21 |
| Kurtosis | 33.45 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.49% | 3.74% |
| Expected Yearly % | -3.14% | 26.95% |
| Kelly Criterion | -0.98% | 5.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.13% |
| Expected Shortfall (cVaR) | -1.4% | -2.13% |
| Year | 11393662:BTCUSD | 11393662:btcusd:triple_med_gx:lsma50_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -13.10 | -0.34 | - |
| 2025 | 16.76 | 7.96 | 0.48 | - |
| Metric | 11393662:btcusd:triple_med_gx:lsma50_110 | 11393662:BTCUSD |
|---|---|---|
| MTD | 0.58% | 4.16% |
| 3M | 6.56% | 31.46% |
| 6M | 3.74% | 12.77% |
| YTD | 7.96% | 16.76% |
| 1Y | -10.37% | 56.84% |
| 3Y (ann.) | -6.02% | 59.12% |
| 5Y (ann.) | -6.02% | 59.12% |
| Metric | 11393662:btcusd:triple_med_gx:lsma50_110 | 11393662:BTCUSD |
|---|---|---|
| Max Drawdown | -28.35% | -29.51% |
| Longest DD Days | 363.0 | 144.0 |
| Avg. Drawdown | -4.45% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.22 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-06-11 | -28.35 | 363 |
| 2024-06-05 | 2024-06-12 | -1.06 | 6 |
| 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 | 11393662:btcusd:triple_med_gx:lsma50_110 | 11393662:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.17% | 18.93% |
| Worst Week | -8.73% | -12.33% |
| Best Month | 8.17% | 37.42% |
| Worst Month | -9.14% | -17.69% |
| Best Year | 7.96% | 38.02% |
| Worst Year | -13.1% | 16.76% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.92% | -0.95% |
| Avg. Up Week | 2.78% | 3.76% |
| Avg. Down Week | -3.15% | -4.86% |
| Avg. Up Month | 2.15% | 13.98% |
| Avg. Down Month | -5.58% | -9.88% |
| Win Days % | 47.95% | 51.86% |
| Win Month % | 58.33% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |