| Metric | 11399648:btcusd:triple_med_gx:lsma50_130 | 11399648:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -23.79% | 61.16% |
| Max Drawdown | -35.34% | -29.51% |
| Sharpe | -0.63 | 0.59 |
| Sortino | -0.81 | 0.85 |
| Payoff Ratio | 0.95 | 0.92 |
| Profit Factor | 0.81 | 1.1 |
| Common Sense Ratio | 0.73 | 1.07 |
| CPC Index | 0.34 | 0.52 |
| Tail Ratio | 0.91 | 0.98 |
| Outlier Win Ratio | 35.24 | 3.11 |
| Outlier Loss Ratio | 3.72 | 3.25 |
| Volatility (ann.) | 9.77% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.66 | 2.0 |
| Skew | -1.24 | 0.21 |
| Kurtosis | 25.05 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.07% | 3.74% |
| Expected Yearly % | -12.7% | 26.95% |
| Kelly Criterion | -15.22% | -0.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11399648:BTCUSD | 11399648:btcusd:triple_med_gx:lsma50_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -21.32 | -0.56 | - |
| 2025 | 16.76 | -3.13 | -0.19 | - |
| Metric | 11399648:btcusd:triple_med_gx:lsma50_130 | 11399648:BTCUSD |
|---|---|---|
| MTD | 3.82% | 4.16% |
| 3M | 6.79% | 31.46% |
| 6M | -10.03% | 12.77% |
| YTD | -3.13% | 16.76% |
| 1Y | -25.24% | 56.84% |
| 3Y (ann.) | -23.23% | 59.12% |
| 5Y (ann.) | -23.23% | 59.12% |
| Metric | 11399648:btcusd:triple_med_gx:lsma50_130 | 11399648:BTCUSD |
|---|---|---|
| Max Drawdown | -35.34% | -29.51% |
| Longest DD Days | 345.0 | 144.0 |
| Avg. Drawdown | -6.96% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.67 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-01 | 2025-06-11 | -35.34 | 345 |
| 2024-06-05 | 2024-07-01 | -4.69 | 25 |
| 2024-06-02 | 2024-06-04 | -1.43 | 2 |
| 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 | 11399648:btcusd:triple_med_gx:lsma50_130 | 11399648:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.76% | 18.93% |
| Worst Week | -7.05% | -12.33% |
| Best Month | 4.09% | 37.42% |
| Worst Month | -10.09% | -17.69% |
| Best Year | -3.13% | 38.02% |
| Worst Year | -21.32% | 16.76% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 1.82% | 3.44% |
| Avg. Down Week | -3.27% | -3.71% |
| Avg. Up Month | 2.63% | 15.6% |
| Avg. Down Month | -6.61% | -7.93% |
| Win Days % | 43.89% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 48.57% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |