| Metric | 11394638:btcusd:triple_med_gx:lsma50_115 | 11394638:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -26.05% | 61.16% |
| Max Drawdown | -35.45% | -29.51% |
| Sharpe | -0.73 | 0.59 |
| Sortino | -0.94 | 0.85 |
| Payoff Ratio | 0.98 | 0.98 |
| Profit Factor | 0.78 | 1.1 |
| Common Sense Ratio | 0.8 | 1.07 |
| CPC Index | 0.32 | 0.56 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 34.83 | 2.94 |
| Outlier Loss Ratio | 3.84 | 3.26 |
| Volatility (ann.) | 9.48% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.72 | 2.0 |
| Skew | -1.23 | 0.21 |
| Kurtosis | 26.57 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.3% | 3.74% |
| Expected Yearly % | -14.01% | 26.95% |
| Kelly Criterion | -17.08% | 2.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.13% |
| Expected Shortfall (cVaR) | -0.83% | -2.13% |
| Year | 11394638:BTCUSD | 11394638:btcusd:triple_med_gx:lsma50_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.53 | -0.28 | - |
| 2025 | 16.76 | -17.35 | -1.04 | - |
| Metric | 11394638:btcusd:triple_med_gx:lsma50_115 | 11394638:BTCUSD |
|---|---|---|
| MTD | 3.66% | 4.16% |
| 3M | -1.46% | 31.46% |
| 6M | -21.16% | 12.77% |
| YTD | -17.35% | 16.76% |
| 1Y | -29.17% | 56.84% |
| 3Y (ann.) | -25.46% | 59.12% |
| 5Y (ann.) | -25.46% | 59.12% |
| Metric | 11394638:btcusd:triple_med_gx:lsma50_115 | 11394638:BTCUSD |
|---|---|---|
| Max Drawdown | -35.45% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -6.19% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.73 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -35.45 | 370 |
| 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 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11394638:btcusd:triple_med_gx:lsma50_115 | 11394638:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 6.62% | 18.93% |
| Worst Week | -9.21% | -12.33% |
| Best Month | 8.07% | 37.42% |
| Worst Month | -9.05% | -17.69% |
| Best Year | -10.53% | 38.02% |
| Worst Year | -17.35% | 16.76% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 3.15% | 4.68% |
| Avg. Down Week | -3.67% | -4.16% |
| Avg. Up Month | 4.22% | 7.31% |
| Avg. Down Month | -5.23% | -7.59% |
| Win Days % | 42.14% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 39.39% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |