| Metric | 11371787:btcusd:triple_med_gx:lsma50_20 | 11371787:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -4.26% | 79.62% |
| Max Drawdown | -22.1% | -29.51% |
| Sharpe | -0.06 | 0.65 |
| Sortino | -0.09 | 0.96 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.47 | 0.61 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 32.26 | 3.21 |
| Outlier Loss Ratio | 3.95 | 3.07 |
| Volatility (ann.) | 9.09% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.17 | 2.33 |
| Skew | -0.66 | 0.2 |
| Kurtosis | 26.25 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.31% | 4.27% |
| Expected Yearly % | -2.16% | 34.02% |
| Kelly Criterion | -6.7% | 6.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -2.07% |
| Expected Shortfall (cVaR) | -0.78% | -2.07% |
| Year | 11371787:BTCUSD | 11371787:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 4.07 | 0.11 | - |
| 2025 | 30.14 | -8.01 | -0.27 | - |
| Metric | 11371787:btcusd:triple_med_gx:lsma50_20 | 11371787:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 6.99% | 45.08% |
| 6M | -9.37% | 28.47% |
| YTD | -8.01% | 30.14% |
| 1Y | -3.49% | 105.13% |
| 3Y (ann.) | -3.82% | 68.87% |
| 5Y (ann.) | -3.82% | 68.87% |
| Metric | 11371787:btcusd:triple_med_gx:lsma50_20 | 11371787:BTCUSD |
|---|---|---|
| Max Drawdown | -22.1% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -4.59% | -4.58% |
| Avg. Drawdown Days | 38.0 | 14.0 |
| Recovery Factor | -0.19 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -22.10 | 179 |
| 2024-07-29 | 2024-11-09 | -9.03 | 102 |
| 2024-12-26 | 2025-01-15 | -5.24 | 20 |
| 2024-06-06 | 2024-07-29 | -4.30 | 52 |
| 2024-11-22 | 2024-12-16 | -3.30 | 24 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-11-09 | 2024-11-09 | -0.42 | 0 |
| 2024-06-02 | 2024-06-03 | -0.18 | 0 |
| 2024-06-06 | 2024-06-06 | -0.18 | 0 |
| 2024-12-25 | 2024-12-25 | -0.18 | 0 |
| Metric | 11371787:btcusd:triple_med_gx:lsma50_20 | 11371787:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.81% | 18.93% |
| Worst Week | -4.93% | -12.33% |
| Best Month | 5.43% | 37.42% |
| Worst Month | -9.61% | -17.69% |
| Best Year | 4.07% | 38.02% |
| Worst Year | -8.01% | 30.14% |
| Avg. Up Day | 0.79% | 0.81% |
| Avg. Down Day | -0.74% | -0.77% |
| Avg. Up Week | 2.09% | 6.98% |
| Avg. Down Week | -2.17% | -4.89% |
| Avg. Up Month | 2.92% | 14.28% |
| Avg. Down Month | -4.56% | -7.59% |
| Win Days % | 44.86% | 51.93% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 45.65% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |