| Metric | 11401316:btcusd:triple_med_gx:lsma50_135 | 11401316:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -18.86% | 75.42% |
| Max Drawdown | -29.39% | -29.51% |
| Sharpe | -0.46 | 0.63 |
| Sortino | -0.62 | 0.92 |
| Payoff Ratio | 0.96 | 0.97 |
| Profit Factor | 0.86 | 1.11 |
| Common Sense Ratio | 0.82 | 1.06 |
| CPC Index | 0.37 | 0.55 |
| Tail Ratio | 0.96 | 0.96 |
| Outlier Win Ratio | 33.54 | 3.0 |
| Outlier Loss Ratio | 3.73 | 3.21 |
| Volatility (ann.) | 9.24% | 24.55% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.58 | 2.19 |
| Skew | -0.4 | 0.2 |
| Kurtosis | 25.86 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.48% | 4.1% |
| Expected Yearly % | -9.92% | 32.45% |
| Kelly Criterion | -12.87% | 2.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11401316:BTCUSD | 11401316:btcusd:triple_med_gx:lsma50_135 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -8.58 | -0.23 | - |
| 2025 | 27.10 | -11.24 | -0.41 | - |
| Metric | 11401316:btcusd:triple_med_gx:lsma50_135 | 11401316:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 5.63% | 41.88% |
| 6M | -12.29% | 22.91% |
| YTD | -11.24% | 27.1% |
| 1Y | -19.09% | 82.29% |
| 3Y (ann.) | -16.94% | 64.73% |
| 5Y (ann.) | -16.94% | 64.73% |
| Metric | 11401316:btcusd:triple_med_gx:lsma50_135 | 11401316:BTCUSD |
|---|---|---|
| Max Drawdown | -29.39% | -29.51% |
| Longest DD Days | 336.0 | 144.0 |
| Avg. Drawdown | -5.11% | -4.71% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | -0.64 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-14 | 2025-07-17 | -29.39 | 336 |
| 2024-06-05 | 2024-08-13 | -8.87 | 68 |
| 2024-08-13 | 2024-08-14 | -0.97 | 0 |
| 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 | 11401316:btcusd:triple_med_gx:lsma50_135 | 11401316:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 5.09% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 4.7% | 37.42% |
| Worst Month | -8.21% | -17.69% |
| Best Year | -8.58% | 38.02% |
| Worst Year | -11.24% | 27.1% |
| Avg. Up Day | 0.76% | 0.77% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 2.15% | 3.9% |
| Avg. Down Week | -3.07% | -3.34% |
| Avg. Up Month | 2.58% | 6.88% |
| Avg. Down Month | -4.52% | -7.67% |
| Win Days % | 44.85% | 51.89% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 47.22% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |