| Metric | 11374425:btcusd:triple_med_gx:lsma50_35 | 11374425:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -13.01% | 79.62% |
| Max Drawdown | -16.81% | -29.51% |
| Sharpe | -0.39 | 0.65 |
| Sortino | -0.53 | 0.96 |
| Payoff Ratio | 0.97 | 0.91 |
| Profit Factor | 0.84 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.34 | 0.52 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 56.25 | 2.79 |
| Outlier Loss Ratio | 3.71 | 3.03 |
| Volatility (ann.) | 7.29% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.7 | 2.33 |
| Skew | -0.27 | 0.2 |
| Kurtosis | 43.56 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.99% | 4.27% |
| Expected Yearly % | -6.73% | 34.02% |
| Kelly Criterion | -18.99% | -1.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.64% | -2.07% |
| Expected Shortfall (cVaR) | -0.64% | -2.07% |
| Year | 11374425:BTCUSD | 11374425:btcusd:triple_med_gx:lsma50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.95 | -0.18 | - |
| 2025 | 30.14 | -6.51 | -0.22 | - |
| Metric | 11374425:btcusd:triple_med_gx:lsma50_35 | 11374425:BTCUSD |
|---|---|---|
| MTD | -0.01% | 13.36% |
| 3M | -0.65% | 45.08% |
| 6M | -7.32% | 28.47% |
| YTD | -6.51% | 30.14% |
| 1Y | -13.98% | 105.13% |
| 3Y (ann.) | -11.72% | 68.87% |
| 5Y (ann.) | -11.72% | 68.87% |
| Metric | 11374425:btcusd:triple_med_gx:lsma50_35 | 11374425:BTCUSD |
|---|---|---|
| Max Drawdown | -16.81% | -29.51% |
| Longest DD Days | 337.0 | 144.0 |
| Avg. Drawdown | -4.36% | -4.58% |
| Avg. Drawdown Days | 75.0 | 14.0 |
| Recovery Factor | -0.77 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-10 | 2025-07-14 | -16.81 | 337 |
| 2024-07-11 | 2024-08-09 | -2.96 | 29 |
| 2024-06-19 | 2024-06-30 | -1.07 | 11 |
| 2024-08-10 | 2024-08-10 | -0.79 | 0 |
| 2024-07-11 | 2024-07-11 | -0.18 | 0 |
| Metric | 11374425:btcusd:triple_med_gx:lsma50_35 | 11374425:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 6.61% | 18.93% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 4.64% | 37.42% |
| Worst Month | -5.97% | -17.69% |
| Best Year | -6.51% | 38.02% |
| Worst Year | -6.95% | 30.14% |
| Avg. Up Day | 0.81% | 0.84% |
| Avg. Down Day | -0.84% | -0.93% |
| Avg. Up Week | 1.92% | 7.04% |
| Avg. Down Week | -2.71% | -4.23% |
| Avg. Up Month | 1.2% | 7.97% |
| Avg. Down Month | -1.04% | -9.5% |
| Win Days % | 41.45% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 47.06% | 58.33% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |