| Metric | 11373491:btcusd:triple_med_gx:lsma50_30 | 11373491:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -5.57% | 79.62% |
| Max Drawdown | -16.89% | -29.51% |
| Sharpe | -0.14 | 0.65 |
| Sortino | -0.19 | 0.96 |
| Payoff Ratio | 1.12 | 0.96 |
| Profit Factor | 0.95 | 1.11 |
| Common Sense Ratio | 1.1 | 1.08 |
| CPC Index | 0.46 | 0.55 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 45.15 | 3.03 |
| Outlier Loss Ratio | 4.13 | 2.91 |
| Volatility (ann.) | 7.34% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.3 | 2.33 |
| Skew | -0.37 | 0.2 |
| Kurtosis | 34.85 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.41% | 4.27% |
| Expected Yearly % | -2.83% | 34.02% |
| Kelly Criterion | -7.04% | 1.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.07% |
| Expected Shortfall (cVaR) | -0.63% | -2.07% |
| Year | 11373491:BTCUSD | 11373491:btcusd:triple_med_gx:lsma50_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.24 | -0.03 | - |
| 2025 | 30.14 | -4.39 | -0.15 | - |
| Metric | 11373491:btcusd:triple_med_gx:lsma50_30 | 11373491:BTCUSD |
|---|---|---|
| MTD | 0.61% | 13.36% |
| 3M | 5.64% | 45.08% |
| 6M | -4.33% | 28.47% |
| YTD | -4.39% | 30.14% |
| 1Y | -2.91% | 105.13% |
| 3Y (ann.) | -5.0% | 68.87% |
| 5Y (ann.) | -5.0% | 68.87% |
| Metric | 11373491:btcusd:triple_med_gx:lsma50_30 | 11373491:BTCUSD |
|---|---|---|
| Max Drawdown | -16.89% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -5.85% | -4.58% |
| Avg. Drawdown Days | 78.0 | 14.0 |
| Recovery Factor | -0.33 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-07-14 | -16.89 | 200 |
| 2024-06-06 | 2024-12-16 | -10.03 | 192 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-12-16 | 2024-12-17 | -0.96 | 0 |
| 2024-06-06 | 2024-06-06 | -0.18 | 0 |
| Metric | 11373491:btcusd:triple_med_gx:lsma50_30 | 11373491:BTCUSD |
|---|---|---|
| Best Day | 3.27% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.93% | 18.93% |
| Worst Week | -4.94% | -12.33% |
| Best Month | 4.95% | 37.42% |
| Worst Month | -6.9% | -17.69% |
| Best Year | -1.24% | 38.02% |
| Worst Year | -4.39% | 30.14% |
| Avg. Up Day | 0.73% | 0.76% |
| Avg. Down Day | -0.65% | -0.79% |
| Avg. Up Week | 1.64% | 6.91% |
| Avg. Down Week | -1.65% | -5.01% |
| Avg. Up Month | 2.22% | 14.69% |
| Avg. Down Month | -4.94% | -9.04% |
| Win Days % | 43.49% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 45.24% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |