| Metric | 11372640:btcusd:triple_med_gx:lsma50_25 | 11372640:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -8.77% | 79.62% |
| Max Drawdown | -19.91% | -29.51% |
| Sharpe | -0.22 | 0.65 |
| Sortino | -0.29 | 0.96 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 0.91 | 1.11 |
| Common Sense Ratio | 0.75 | 1.08 |
| CPC Index | 0.41 | 0.58 |
| Tail Ratio | 0.82 | 0.98 |
| Outlier Win Ratio | 50.59 | 3.14 |
| Outlier Loss Ratio | 3.57 | 3.08 |
| Volatility (ann.) | 8.01% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.4 | 2.33 |
| Skew | -1.17 | 0.2 |
| Kurtosis | 38.61 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.65% | 4.27% |
| Expected Yearly % | -4.49% | 34.02% |
| Kelly Criterion | -10.54% | 4.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -2.07% |
| Expected Shortfall (cVaR) | -0.69% | -2.07% |
| Year | 11372640:BTCUSD | 11372640:btcusd:triple_med_gx:lsma50_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.50 | 0.01 | - |
| 2025 | 30.14 | -9.23 | -0.31 | - |
| Metric | 11372640:btcusd:triple_med_gx:lsma50_25 | 11372640:BTCUSD |
|---|---|---|
| MTD | 3.21% | 13.36% |
| 3M | 4.75% | 45.08% |
| 6M | -9.23% | 28.47% |
| YTD | -9.23% | 30.14% |
| 1Y | -10.44% | 105.13% |
| 3Y (ann.) | -7.89% | 68.87% |
| 5Y (ann.) | -7.89% | 68.87% |
| Metric | 11372640:btcusd:triple_med_gx:lsma50_25 | 11372640:BTCUSD |
|---|---|---|
| Max Drawdown | -19.91% | -29.51% |
| Longest DD Days | 324.0 | 144.0 |
| Avg. Drawdown | -6.32% | -4.58% |
| Avg. Drawdown Days | 97.0 | 14.0 |
| Recovery Factor | -0.44 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-07-14 | -19.91 | 324 |
| 2024-06-20 | 2024-08-23 | -5.15 | 64 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11372640:btcusd:triple_med_gx:lsma50_25 | 11372640:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.35% | 18.93% |
| Worst Week | -6.7% | -12.33% |
| Best Month | 4.48% | 37.42% |
| Worst Month | -6.63% | -17.69% |
| Best Year | 0.5% | 38.02% |
| Worst Year | -9.23% | 30.14% |
| Avg. Up Day | 0.85% | 0.87% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 2.85% | 9.27% |
| Avg. Down Week | -1.81% | -3.72% |
| Avg. Up Month | 3.0% | 15.89% |
| Avg. Down Month | -4.98% | -7.67% |
| Win Days % | 43.78% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 37.14% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |