| Metric | 11371045:btcusd:triple_med_gx:lsma50_15 | 11371045:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 0.28% | 79.62% |
| Max Drawdown | -20.86% | -29.51% |
| Sharpe | 0.05 | 0.65 |
| Sortino | 0.07 | 0.96 |
| Payoff Ratio | 1.02 | 0.97 |
| Profit Factor | 1.02 | 1.11 |
| Common Sense Ratio | 1.59 | 1.08 |
| CPC Index | 0.49 | 0.56 |
| Tail Ratio | 1.55 | 0.98 |
| Outlier Win Ratio | 44.54 | 3.14 |
| Outlier Loss Ratio | 3.6 | 3.11 |
| Volatility (ann.) | 8.15% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.01 | 2.33 |
| Skew | -1.33 | 0.2 |
| Kurtosis | 34.73 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.02% | 4.27% |
| Expected Yearly % | 0.14% | 34.02% |
| Kelly Criterion | -5.34% | 2.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11371045:BTCUSD | 11371045:btcusd:triple_med_gx:lsma50_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.39 | -0.09 | - |
| 2025 | 30.14 | 3.79 | 0.13 | - |
| Metric | 11371045:btcusd:triple_med_gx:lsma50_15 | 11371045:BTCUSD |
|---|---|---|
| MTD | 3.16% | 13.36% |
| 3M | 3.96% | 45.08% |
| 6M | 3.79% | 28.47% |
| YTD | 3.79% | 30.14% |
| 1Y | -8.54% | 105.13% |
| 3Y (ann.) | 0.25% | 68.87% |
| 5Y (ann.) | 0.25% | 68.87% |
| Metric | 11371045:btcusd:triple_med_gx:lsma50_15 | 11371045:BTCUSD |
|---|---|---|
| Max Drawdown | -20.86% | -29.51% |
| Longest DD Days | 339.0 | 144.0 |
| Avg. Drawdown | -3.13% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 0.01 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-14 | -20.86 | 339 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-06-22 | 2024-06-30 | -3.12 | 8 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-07-08 | 2024-07-08 | -0.18 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-08-08 | 2024-08-08 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371045:btcusd:triple_med_gx:lsma50_15 | 11371045:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.51% | 18.93% |
| Worst Week | -4.56% | -12.33% |
| Best Month | 6.7% | 37.42% |
| Worst Month | -5.54% | -17.69% |
| Best Year | 3.79% | 38.02% |
| Worst Year | -3.39% | 30.14% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.82% | -0.9% |
| Avg. Up Week | 2.1% | 6.54% |
| Avg. Down Week | -2.01% | -4.05% |
| Avg. Up Month | 3.29% | 7.18% |
| Avg. Down Month | -2.83% | -7.93% |
| Win Days % | 46.78% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 48.48% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |