| Metric | 11370349:btcusd:triple_med_gx:lsma50_10 | 11370349:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -4.12% | 79.62% |
| Max Drawdown | -19.65% | -29.51% |
| Sharpe | -0.07 | 0.65 |
| Sortino | -0.09 | 0.96 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 1.34 | 1.08 |
| CPC Index | 0.46 | 0.6 |
| Tail Ratio | 1.37 | 0.98 |
| Outlier Win Ratio | 42.4 | 3.14 |
| Outlier Loss Ratio | 3.6 | 3.07 |
| Volatility (ann.) | 8.57% | 24.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.19 | 2.33 |
| Skew | -1.47 | 0.2 |
| Kurtosis | 35.86 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.3% | 4.27% |
| Expected Yearly % | -2.08% | 34.02% |
| Kelly Criterion | -7.96% | 5.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.07% |
| Expected Shortfall (cVaR) | -0.74% | -2.07% |
| Year | 11370349:BTCUSD | 11370349:btcusd:triple_med_gx:lsma50_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.19 | -0.32 | - |
| 2025 | 30.14 | 9.19 | 0.30 | - |
| Metric | 11370349:btcusd:triple_med_gx:lsma50_10 | 11370349:BTCUSD |
|---|---|---|
| MTD | 4.05% | 13.36% |
| 3M | 11.99% | 45.08% |
| 6M | 9.19% | 28.47% |
| YTD | 9.19% | 30.14% |
| 1Y | -4.08% | 105.13% |
| 3Y (ann.) | -3.69% | 68.87% |
| 5Y (ann.) | -3.69% | 68.87% |
| Metric | 11370349:btcusd:triple_med_gx:lsma50_10 | 11370349:BTCUSD |
|---|---|---|
| Max Drawdown | -19.65% | -29.51% |
| Longest DD Days | 403.0 | 144.0 |
| Avg. Drawdown | -6.65% | -4.58% |
| Avg. Drawdown Days | 134.0 | 14.0 |
| Recovery Factor | -0.21 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-14 | -19.65 | 403 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370349:btcusd:triple_med_gx:lsma50_10 | 11370349:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.65% | 18.93% |
| Worst Week | -10.98% | -12.33% |
| Best Month | 6.84% | 37.42% |
| Worst Month | -7.65% | -17.69% |
| Best Year | 9.19% | 38.02% |
| Worst Year | -12.19% | 30.14% |
| Avg. Up Day | 0.86% | 0.89% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 2.49% | 5.68% |
| Avg. Down Week | -2.62% | -3.14% |
| Avg. Up Month | 4.17% | 7.94% |
| Avg. Down Month | -3.41% | -7.82% |
| Win Days % | 44.76% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |