| Metric | 11396312:btcusd:triple_med_gx:lsma50_120 | 11396312:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -25.29% | 61.16% |
| Max Drawdown | -36.58% | -29.51% |
| Sharpe | -0.68 | 0.59 |
| Sortino | -0.88 | 0.85 |
| Payoff Ratio | 0.94 | 0.92 |
| Profit Factor | 0.79 | 1.1 |
| Common Sense Ratio | 0.74 | 1.07 |
| CPC Index | 0.33 | 0.52 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 35.21 | 3.05 |
| Outlier Loss Ratio | 3.8 | 3.36 |
| Volatility (ann.) | 9.68% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.68 | 2.0 |
| Skew | -1.42 | 0.21 |
| Kurtosis | 25.35 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.22% | 3.74% |
| Expected Yearly % | -13.56% | 26.95% |
| Kelly Criterion | -15.72% | -0.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11396312:BTCUSD | 11396312:btcusd:triple_med_gx:lsma50_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.08 | -0.42 | - |
| 2025 | 16.76 | -10.97 | -0.65 | - |
| Metric | 11396312:btcusd:triple_med_gx:lsma50_120 | 11396312:BTCUSD |
|---|---|---|
| MTD | 3.82% | 4.16% |
| 3M | 3.25% | 31.46% |
| 6M | -17.44% | 12.77% |
| YTD | -10.97% | 16.76% |
| 1Y | -27.73% | 56.84% |
| 3Y (ann.) | -24.7% | 59.12% |
| 5Y (ann.) | -24.7% | 59.12% |
| Metric | 11396312:btcusd:triple_med_gx:lsma50_120 | 11396312:BTCUSD |
|---|---|---|
| Max Drawdown | -36.58% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -5.67% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.69 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -36.58 | 358 |
| 2024-06-02 | 2024-06-04 | -1.43 | 2 |
| 2024-06-05 | 2024-06-09 | -1.21 | 3 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| 2024-06-17 | 2024-06-17 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11396312:btcusd:triple_med_gx:lsma50_120 | 11396312:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.06% | 18.93% |
| Worst Week | -7.05% | -12.33% |
| Best Month | 4.71% | 37.42% |
| Worst Month | -10.23% | -17.69% |
| Best Year | -10.97% | 38.02% |
| Worst Year | -16.08% | 16.76% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 2.39% | 4.16% |
| Avg. Down Week | -3.36% | -3.72% |
| Avg. Up Month | 4.04% | 8.72% |
| Avg. Down Month | -6.69% | -7.93% |
| Win Days % | 44.0% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 43.75% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |