| Metric | 11372615:btcusd:triple_med_gx:lsma50_25 | 11372615:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -17.32% | 79.62% |
| Max Drawdown | -25.5% | -29.51% |
| Sharpe | -0.48 | 0.65 |
| Sortino | -0.65 | 0.96 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 0.85 | 1.11 |
| Common Sense Ratio | 0.85 | 1.08 |
| CPC Index | 0.37 | 0.58 |
| Tail Ratio | 1.0 | 0.98 |
| Outlier Win Ratio | 39.45 | 3.09 |
| Outlier Loss Ratio | 4.05 | 3.02 |
| Volatility (ann.) | 8.11% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.61 | 2.33 |
| Skew | -0.71 | 0.2 |
| Kurtosis | 27.37 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.35% | 4.27% |
| Expected Yearly % | -9.07% | 34.02% |
| Kelly Criterion | -13.83% | 4.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.07% |
| Expected Shortfall (cVaR) | -0.71% | -2.07% |
| Year | 11372615:BTCUSD | 11372615:btcusd:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.22 | -0.16 | - |
| 2025 | 30.14 | -11.83 | -0.39 | - |
| Metric | 11372615:btcusd:triple_med_gx:lsma50_25 | 11372615:BTCUSD |
|---|---|---|
| MTD | -0.71% | 13.36% |
| 3M | 4.78% | 45.08% |
| 6M | -12.03% | 28.47% |
| YTD | -11.83% | 30.14% |
| 1Y | -16.92% | 105.13% |
| 3Y (ann.) | -15.64% | 68.87% |
| 5Y (ann.) | -15.64% | 68.87% |
| Metric | 11372615:btcusd:triple_med_gx:lsma50_25 | 11372615:BTCUSD |
|---|---|---|
| Max Drawdown | -25.5% | -29.51% |
| Longest DD Days | 391.0 | 144.0 |
| Avg. Drawdown | -8.69% | -4.58% |
| Avg. Drawdown Days | 134.0 | 14.0 |
| Recovery Factor | -0.68 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-07-14 | -25.50 | 391 |
| 2024-06-06 | 2024-06-17 | -0.38 | 11 |
| 2024-06-06 | 2024-06-06 | -0.18 | 0 |
| Metric | 11372615:btcusd:triple_med_gx:lsma50_25 | 11372615:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.47% | 18.93% |
| Worst Week | -5.5% | -12.33% |
| Best Month | 3.97% | 37.42% |
| Worst Month | -10.58% | -17.69% |
| Best Year | -6.22% | 38.02% |
| Worst Year | -11.83% | 30.14% |
| Avg. Up Day | 0.73% | 0.75% |
| Avg. Down Day | -0.71% | -0.74% |
| Avg. Up Week | 1.89% | 7.31% |
| Avg. Down Week | -2.3% | -4.45% |
| Avg. Up Month | 1.71% | 14.28% |
| Avg. Down Month | -4.95% | -7.59% |
| Win Days % | 42.14% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 39.13% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |