| Metric | 11371811:btcusd:triple_med_gx:lsma50_20 | 11371811:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -7.45% | 79.62% |
| Max Drawdown | -20.53% | -29.51% |
| Sharpe | -0.17 | 0.65 |
| Sortino | -0.24 | 0.96 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 0.93 | 1.11 |
| Common Sense Ratio | 0.8 | 1.08 |
| CPC Index | 0.43 | 0.61 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 48.23 | 3.17 |
| Outlier Loss Ratio | 3.7 | 3.09 |
| Volatility (ann.) | 8.06% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.33 | 2.33 |
| Skew | -0.67 | 0.2 |
| Kurtosis | 35.67 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.55% | 4.27% |
| Expected Yearly % | -3.8% | 34.02% |
| Kelly Criterion | -8.96% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11371811:BTCUSD | 11371811:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.82 | -0.13 | - |
| 2025 | 30.14 | -2.76 | -0.09 | - |
| Metric | 11371811:btcusd:triple_med_gx:lsma50_20 | 11371811:BTCUSD |
|---|---|---|
| MTD | 5.75% | 13.36% |
| 3M | 6.06% | 45.08% |
| 6M | -2.76% | 28.47% |
| YTD | -2.76% | 30.14% |
| 1Y | -12.29% | 105.13% |
| 3Y (ann.) | -6.69% | 68.87% |
| 5Y (ann.) | -6.69% | 68.87% |
| Metric | 11371811:btcusd:triple_med_gx:lsma50_20 | 11371811:BTCUSD |
|---|---|---|
| Max Drawdown | -20.53% | -29.51% |
| Longest DD Days | 324.0 | 144.0 |
| Avg. Drawdown | -4.33% | -4.58% |
| Avg. Drawdown Days | 45.0 | 14.0 |
| Recovery Factor | -0.36 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-07-14 | -20.53 | 324 |
| 2024-08-11 | 2024-08-23 | -4.11 | 12 |
| 2024-06-20 | 2024-06-30 | -3.39 | 10 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-07-01 | 2024-07-10 | -1.57 | 8 |
| 2024-08-09 | 2024-08-11 | -1.48 | 2 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371811:btcusd:triple_med_gx:lsma50_20 | 11371811:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.75% | 18.93% |
| Worst Week | -5.23% | -12.33% |
| Best Month | 5.75% | 37.42% |
| Worst Month | -7.42% | -17.69% |
| Best Year | -2.76% | 38.02% |
| Worst Year | -4.82% | 30.14% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.79% | -0.8% |
| Avg. Up Week | 2.31% | 7.86% |
| Avg. Down Week | -1.12% | -3.62% |
| Avg. Up Month | 3.15% | 15.54% |
| Avg. Down Month | -4.83% | -7.67% |
| Win Days % | 43.97% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 39.02% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |