| Metric | 11379431:btcusd:triple_med_gx:lsma50_60 | 11379431:BTCUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -22.13% | 79.62% |
| Max Drawdown | -23.06% | -29.51% |
| Sharpe | -1.0 | 0.65 |
| Sortino | -1.21 | 0.96 |
| Payoff Ratio | 1.07 | 0.97 |
| Profit Factor | 0.56 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.19 | 0.56 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 111.89 | 2.59 |
| Outlier Loss Ratio | 3.59 | 2.71 |
| Volatility (ann.) | 5.43% | 24.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.87 | 2.33 |
| Skew | -3.97 | 0.2 |
| Kurtosis | 73.06 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -1.77% | 4.27% |
| Expected Yearly % | -11.76% | 34.02% |
| Kelly Criterion | -32.64% | 2.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -2.07% |
| Expected Shortfall (cVaR) | -0.48% | -2.07% |
| Year | 11379431:BTCUSD | 11379431:btcusd:triple_med_gx:lsma50_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -16.09 | -0.42 | - |
| 2025 | 30.14 | -7.21 | -0.24 | - |
| Metric | 11379431:btcusd:triple_med_gx:lsma50_60 | 11379431:BTCUSD |
|---|---|---|
| MTD | -0.75% | 13.36% |
| 3M | -2.21% | 45.08% |
| 6M | -7.21% | 28.47% |
| YTD | -7.21% | 30.14% |
| 1Y | -19.2% | 105.13% |
| 3Y (ann.) | -20.05% | 68.87% |
| 5Y (ann.) | -20.05% | 68.87% |
| Metric | 11379431:btcusd:triple_med_gx:lsma50_60 | 11379431:BTCUSD |
|---|---|---|
| Max Drawdown | -23.06% | -29.51% |
| Longest DD Days | 406.0 | 144.0 |
| Avg. Drawdown | -11.62% | -4.58% |
| Avg. Drawdown Days | 203.0 | 14.0 |
| Recovery Factor | -0.96 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-02 | 2025-07-14 | -23.06 | 406 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 11379431:btcusd:triple_med_gx:lsma50_60 | 11379431:BTCUSD |
|---|---|---|
| Best Day | 2.67% | 9.33% |
| Worst Day | -3.51% | -9.32% |
| Best Week | 3.21% | 18.93% |
| Worst Week | -4.13% | -12.33% |
| Best Month | 3.31% | 37.42% |
| Worst Month | -9.32% | -17.69% |
| Best Year | -7.21% | 38.02% |
| Worst Year | -16.09% | 30.14% |
| Avg. Up Day | 0.77% | 0.84% |
| Avg. Down Day | -0.72% | -0.87% |
| Avg. Up Week | 1.92% | 4.97% |
| Avg. Down Week | -1.91% | -5.17% |
| Avg. Up Month | 2.29% | 18.38% |
| Avg. Down Month | -4.34% | -7.59% |
| Win Days % | 31.5% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 25.0% | 58.33% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |