| Metric | 11441168:btcusd:triple_med_gx:lsma50_145 | 11441168:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -22.47% | 29.45% |
| Max Drawdown | -29.52% | -28.38% |
| Sharpe | -0.69 | 0.43 |
| Sortino | -0.91 | 0.62 |
| Payoff Ratio | 0.94 | 0.94 |
| Profit Factor | 0.8 | 1.07 |
| Common Sense Ratio | 0.69 | 0.99 |
| CPC Index | 0.34 | 0.51 |
| Tail Ratio | 0.86 | 0.93 |
| Outlier Win Ratio | 28.94 | 2.97 |
| Outlier Loss Ratio | 3.83 | 3.18 |
| Volatility (ann.) | 10.43% | 26.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.91 | 1.31 |
| Skew | -0.72 | 0.13 |
| Kurtosis | 22.75 | 6.49 |
| Expected Daily % | -0.02% | 0.02% |
| Expected Monthly % | -2.51% | 2.61% |
| Expected Yearly % | -11.95% | 13.77% |
| Kelly Criterion | -15.07% | -0.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11441168:BTCUSD | 11441168:btcusd:triple_med_gx:lsma50_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.40 | -0.14 | - |
| 2025 | -6.21 | -18.04 | 2.90 | - |
| Metric | 11441168:btcusd:triple_med_gx:lsma50_145 | 11441168:BTCUSD |
|---|---|---|
| MTD | -9.25% | 3.86% |
| 3M | -21.81% | -7.61% |
| 6M | -18.83% | 38.23% |
| YTD | -18.04% | -6.21% |
| 1Y | -22.47% | 29.45% |
| 3Y (ann.) | -26.78% | 37.18% |
| 5Y (ann.) | -26.78% | 37.18% |
| Metric | 11441168:btcusd:triple_med_gx:lsma50_145 | 11441168:BTCUSD |
|---|---|---|
| Max Drawdown | -29.52% | -28.38% |
| Longest DD Days | 223.0 | 144.0 |
| Avg. Drawdown | -5.24% | -4.56% |
| Avg. Drawdown Days | 36.0 | 12.0 |
| Recovery Factor | -0.76 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-14 | 2025-03-26 | -29.52 | 223 |
| 2024-06-05 | 2024-08-13 | -9.78 | 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 | 11441168:btcusd:triple_med_gx:lsma50_145 | 11441168:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.8% | 18.93% |
| Worst Week | -9.71% | -12.33% |
| Best Month | 2.55% | 37.42% |
| Worst Month | -9.25% | -17.69% |
| Best Year | -5.4% | 38.02% |
| Worst Year | -18.04% | -6.21% |
| Avg. Up Day | 0.77% | 0.78% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 2.02% | 4.47% |
| Avg. Down Week | -3.63% | -3.96% |
| Avg. Up Month | 2.31% | 6.99% |
| Avg. Down Month | -3.96% | -9.42% |
| Win Days % | 44.1% | 51.34% |
| Win Month % | 30.0% | 60.0% |
| Win Week % | 46.15% | 52.27% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |