| Metric | 11403239:btcusd:triple_med_gx:lsma50_140 | 11403239:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -14.75% | 61.16% |
| Max Drawdown | -23.66% | -29.51% |
| Sharpe | -0.32 | 0.59 |
| Sortino | -0.45 | 0.85 |
| Payoff Ratio | 1.01 | 0.97 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 0.84 | 1.07 |
| CPC Index | 0.41 | 0.55 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 31.84 | 3.28 |
| Outlier Loss Ratio | 3.75 | 3.25 |
| Volatility (ann.) | 10.32% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.61 | 2.0 |
| Skew | -0.28 | 0.21 |
| Kurtosis | 23.01 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.22% | 3.74% |
| Expected Yearly % | -7.67% | 26.95% |
| Kelly Criterion | -9.21% | 2.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.13% |
| Expected Shortfall (cVaR) | -0.9% | -2.13% |
| Year | 11403239:BTCUSD | 11403239:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.05 | -0.24 | - |
| 2025 | 16.76 | -6.26 | -0.37 | - |
| Metric | 11403239:btcusd:triple_med_gx:lsma50_140 | 11403239:BTCUSD |
|---|---|---|
| MTD | 3.89% | 4.16% |
| 3M | -2.6% | 31.46% |
| 6M | -3.39% | 12.77% |
| YTD | -6.26% | 16.76% |
| 1Y | -14.23% | 56.84% |
| 3Y (ann.) | -14.39% | 59.12% |
| 5Y (ann.) | -14.39% | 59.12% |
| Metric | 11403239:btcusd:triple_med_gx:lsma50_140 | 11403239:BTCUSD |
|---|---|---|
| Max Drawdown | -23.66% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -5.21% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.62 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -23.66 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11403239:btcusd:triple_med_gx:lsma50_140 | 11403239:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.69% | 18.93% |
| Worst Week | -9.18% | -12.33% |
| Best Month | 5.91% | 37.42% |
| Worst Month | -9.7% | -17.69% |
| Best Year | -6.26% | 38.02% |
| Worst Year | -9.05% | 16.76% |
| Avg. Up Day | 0.83% | 0.84% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 2.4% | 4.25% |
| Avg. Down Week | -3.37% | -4.31% |
| Avg. Up Month | 2.15% | 14.66% |
| Avg. Down Month | -5.03% | -11.25% |
| Win Days % | 45.06% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 45.16% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |