| Metric | 11380663:btcusd:triple_med_gx:lsma50_65 | 11380663:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -23.8% | 79.62% |
| Max Drawdown | -28.43% | -29.51% |
| Sharpe | -0.79 | 0.65 |
| Sortino | -0.97 | 0.96 |
| Payoff Ratio | 0.87 | 0.81 |
| Profit Factor | 0.68 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.24 | 0.47 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 67.63 | 2.84 |
| Outlier Loss Ratio | 3.29 | 3.03 |
| Volatility (ann.) | 7.31% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.76 | 2.33 |
| Skew | -3.09 | 0.2 |
| Kurtosis | 46.93 | 7.22 |
| Expected Daily % | -0.02% | 0.04% |
| Expected Monthly % | -1.92% | 4.27% |
| Expected Yearly % | -12.71% | 34.02% |
| Kelly Criterion | -27.11% | -7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11380663:BTCUSD | 11380663:btcusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.84 | -0.26 | - |
| 2025 | 30.14 | -15.48 | -0.51 | - |
| Metric | 11380663:btcusd:triple_med_gx:lsma50_65 | 11380663:BTCUSD |
|---|---|---|
| MTD | 1.52% | 13.36% |
| 3M | 1.12% | 45.08% |
| 6M | -15.48% | 28.47% |
| YTD | -15.48% | 30.14% |
| 1Y | -25.27% | 105.13% |
| 3Y (ann.) | -21.58% | 68.87% |
| 5Y (ann.) | -21.58% | 68.87% |
| Metric | 11380663:btcusd:triple_med_gx:lsma50_65 | 11380663:BTCUSD |
|---|---|---|
| Max Drawdown | -28.43% | -29.51% |
| Longest DD Days | 347.0 | 144.0 |
| Avg. Drawdown | -6.74% | -4.58% |
| Avg. Drawdown Days | 79.0 | 14.0 |
| Recovery Factor | -0.84 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-31 | 2025-07-14 | -28.43 | 347 |
| 2024-06-17 | 2024-07-31 | -3.02 | 43 |
| 2024-06-02 | 2024-06-04 | -1.04 | 2 |
| 2024-06-17 | 2024-06-17 | -1.02 | 0 |
| 2024-06-01 | 2024-06-02 | -0.18 | 1 |
| Metric | 11380663:btcusd:triple_med_gx:lsma50_65 | 11380663:BTCUSD |
|---|---|---|
| Best Day | 3.2% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 3.98% | 18.93% |
| Worst Week | -9.48% | -12.33% |
| Best Month | 3.98% | 37.42% |
| Worst Month | -11.81% | -17.69% |
| Best Year | -9.84% | 38.02% |
| Worst Year | -15.48% | 30.14% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.88% | -0.97% |
| Avg. Up Week | 1.66% | 5.6% |
| Avg. Down Week | -2.18% | -4.25% |
| Avg. Up Month | 2.34% | 11.26% |
| Avg. Down Month | -4.59% | -7.93% |
| Win Days % | 41.01% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 34.48% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |