| Metric | 11371822:btcusd:triple_med_gx:lsma50_20 | 11371822:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -5.76% | 79.62% |
| Max Drawdown | -19.52% | -29.51% |
| Sharpe | -0.14 | 0.65 |
| Sortino | -0.19 | 0.96 |
| Payoff Ratio | 0.96 | 0.95 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.31 | 1.08 |
| CPC Index | 0.41 | 0.55 |
| Tail Ratio | 0.33 | 0.98 |
| Outlier Win Ratio | 54.29 | 2.97 |
| Outlier Loss Ratio | 3.5 | 3.04 |
| Volatility (ann.) | 7.41% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.26 | 2.33 |
| Skew | -1.65 | 0.2 |
| Kurtosis | 45.11 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.42% | 4.27% |
| Expected Yearly % | -2.92% | 34.02% |
| Kelly Criterion | -11.11% | 1.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11371822:BTCUSD | 11371822:btcusd:triple_med_gx:lsma50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.17 | -0.14 | - |
| 2025 | 30.14 | -0.63 | -0.02 | - |
| Metric | 11371822:btcusd:triple_med_gx:lsma50_20 | 11371822:BTCUSD |
|---|---|---|
| MTD | 2.59% | 13.36% |
| 3M | 0.12% | 45.08% |
| 6M | -0.63% | 28.47% |
| YTD | -0.63% | 30.14% |
| 1Y | -11.17% | 105.13% |
| 3Y (ann.) | -5.17% | 68.87% |
| 5Y (ann.) | -5.17% | 68.87% |
| Metric | 11371822:btcusd:triple_med_gx:lsma50_20 | 11371822:BTCUSD |
|---|---|---|
| Max Drawdown | -19.52% | -29.51% |
| Longest DD Days | 279.0 | 144.0 |
| Avg. Drawdown | -3.59% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | -0.3 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-07-14 | -19.52 | 279 |
| 2024-08-11 | 2024-08-23 | -4.32 | 12 |
| 2024-07-10 | 2024-07-13 | -3.31 | 3 |
| 2024-06-22 | 2024-06-30 | -2.64 | 8 |
| 2024-08-09 | 2024-08-11 | -1.48 | 2 |
| 2024-08-24 | 2024-10-07 | -0.54 | 44 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371822:btcusd:triple_med_gx:lsma50_20 | 11371822:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.52% | 18.93% |
| Worst Week | -6.03% | -12.33% |
| Best Month | 4.56% | 37.42% |
| Worst Month | -8.89% | -17.69% |
| Best Year | -0.63% | 38.02% |
| Worst Year | -5.17% | 30.14% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 2.05% | 5.94% |
| Avg. Down Week | -1.7% | -4.52% |
| Avg. Up Month | 2.95% | 7.14% |
| Avg. Down Month | -2.61% | -7.67% |
| Win Days % | 45.6% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 44.83% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |