| Metric | 11372624:btcusd:triple_med_gx:lsma50_25 | 11372624:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -21.68% | 75.42% |
| Max Drawdown | -26.06% | -29.51% |
| Sharpe | -0.58 | 0.63 |
| Sortino | -0.77 | 0.92 |
| Payoff Ratio | 0.97 | 0.97 |
| Profit Factor | 0.8 | 1.11 |
| Common Sense Ratio | 0.62 | 1.06 |
| CPC Index | 0.33 | 0.55 |
| Tail Ratio | 0.77 | 0.96 |
| Outlier Win Ratio | 42.79 | 3.14 |
| Outlier Loss Ratio | 3.8 | 3.21 |
| Volatility (ann.) | 8.65% | 24.55% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.75 | 2.19 |
| Skew | -1.01 | 0.2 |
| Kurtosis | 29.96 | 7.24 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.73% | 4.1% |
| Expected Yearly % | -11.5% | 32.45% |
| Kelly Criterion | -17.51% | 2.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11372624:BTCUSD | 11372624:btcusd:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.02 | -0.26 | - |
| 2025 | 27.10 | -12.96 | -0.48 | - |
| Metric | 11372624:btcusd:triple_med_gx:lsma50_25 | 11372624:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.36% | 41.88% |
| 6M | -13.72% | 22.91% |
| YTD | -12.96% | 27.1% |
| 1Y | -21.31% | 82.29% |
| 3Y (ann.) | -19.51% | 64.73% |
| 5Y (ann.) | -19.51% | 64.73% |
| Metric | 11372624:btcusd:triple_med_gx:lsma50_25 | 11372624:BTCUSD |
|---|---|---|
| Max Drawdown | -26.06% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -14.3% | -4.71% |
| Avg. Drawdown Days | 204.0 | 14.0 |
| Recovery Factor | -0.83 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-17 | -26.06 | 371 |
| 2024-06-03 | 2024-07-10 | -2.54 | 36 |
| Metric | 11372624:btcusd:triple_med_gx:lsma50_25 | 11372624:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.01% | 18.93% |
| Worst Week | -9.21% | -12.33% |
| Best Month | 6.11% | 37.42% |
| Worst Month | -7.62% | -17.69% |
| Best Year | -10.02% | 38.02% |
| Worst Year | -12.96% | 27.1% |
| Avg. Up Day | 0.78% | 0.8% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 1.87% | 7.53% |
| Avg. Down Week | -3.03% | -4.37% |
| Avg. Up Month | 4.68% | 19.41% |
| Avg. Down Month | -4.62% | -7.59% |
| Win Days % | 42.05% | 51.89% |
| Win Month % | 30.77% | 64.29% |
| Win Week % | 48.65% | 58.33% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |