| Metric | 11396259:btcusd:triple_med_gx:lsma50_120 | 11396259:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -26.66% | 75.42% |
| Max Drawdown | -34.23% | -29.51% |
| Sharpe | -0.7 | 0.63 |
| Sortino | -0.9 | 0.92 |
| Payoff Ratio | 0.93 | 0.94 |
| Profit Factor | 0.78 | 1.11 |
| Common Sense Ratio | 0.82 | 1.06 |
| CPC Index | 0.32 | 0.54 |
| Tail Ratio | 1.04 | 0.96 |
| Outlier Win Ratio | 36.19 | 3.01 |
| Outlier Loss Ratio | 3.79 | 3.35 |
| Volatility (ann.) | 9.24% | 24.55% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.7 | 2.19 |
| Skew | -1.28 | 0.2 |
| Kurtosis | 27.52 | 7.24 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.19% | 4.1% |
| Expected Yearly % | -14.36% | 32.45% |
| Kelly Criterion | -17.1% | 0.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11396259:BTCUSD | 11396259:btcusd:triple_med_gx:lsma50_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.96 | -0.26 | - |
| 2025 | 27.10 | -18.55 | -0.68 | - |
| Metric | 11396259:btcusd:triple_med_gx:lsma50_120 | 11396259:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.4% | 41.88% |
| 6M | -18.3% | 22.91% |
| YTD | -18.55% | 27.1% |
| 1Y | -27.21% | 82.29% |
| 3Y (ann.) | -24.07% | 64.73% |
| 5Y (ann.) | -24.07% | 64.73% |
| Metric | 11396259:btcusd:triple_med_gx:lsma50_120 | 11396259:BTCUSD |
|---|---|---|
| Max Drawdown | -34.23% | -29.51% |
| Longest DD Days | 406.0 | 144.0 |
| Avg. Drawdown | -5.98% | -4.71% |
| Avg. Drawdown Days | 68.0 | 14.0 |
| Recovery Factor | -0.78 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -34.23 | 406 |
| 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 | 11396259:btcusd:triple_med_gx:lsma50_120 | 11396259:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 4.73% | 18.93% |
| Worst Week | -9.21% | -12.33% |
| Best Month | 7.35% | 37.42% |
| Worst Month | -8.84% | -17.69% |
| Best Year | -9.96% | 38.02% |
| Worst Year | -18.55% | 27.1% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 2.62% | 4.04% |
| Avg. Down Week | -3.74% | -3.58% |
| Avg. Up Month | 3.7% | 6.88% |
| Avg. Down Month | -4.83% | -7.59% |
| Win Days % | 43.57% | 51.89% |
| Win Month % | 38.46% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |