| Metric | 11381064:btcusd:triple_med_gx:lsma50_65 | 11381064:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -1.36% | 79.62% |
| Max Drawdown | -16.33% | -29.51% |
| Sharpe | -0.02 | 0.65 |
| Sortino | -0.03 | 0.96 |
| Payoff Ratio | 0.97 | 0.86 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.46 | 0.5 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 72.3 | 2.78 |
| Outlier Loss Ratio | 3.05 | 2.67 |
| Volatility (ann.) | 6.13% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.07 | 2.33 |
| Skew | -2.01 | 0.2 |
| Kurtosis | 57.33 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.1% | 4.27% |
| Expected Yearly % | -0.68% | 34.02% |
| Kelly Criterion | -5.17% | -3.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.07% |
| Expected Shortfall (cVaR) | -0.53% | -2.07% |
| Year | 11381064:BTCUSD | 11381064:btcusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.40 | 0.27 | - |
| 2025 | 30.14 | -10.65 | -0.35 | - |
| Metric | 11381064:btcusd:triple_med_gx:lsma50_65 | 11381064:BTCUSD |
|---|---|---|
| MTD | 0.34% | 13.36% |
| 3M | -0.05% | 45.08% |
| 6M | -10.65% | 28.47% |
| YTD | -10.65% | 30.14% |
| 1Y | -6.94% | 105.13% |
| 3Y (ann.) | -1.22% | 68.87% |
| 5Y (ann.) | -1.22% | 68.87% |
| Metric | 11381064:btcusd:triple_med_gx:lsma50_65 | 11381064:BTCUSD |
|---|---|---|
| Max Drawdown | -16.33% | -29.51% |
| Longest DD Days | 318.0 | 144.0 |
| Avg. Drawdown | -3.48% | -4.58% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | -0.08 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-30 | 2025-07-14 | -16.33 | 318 |
| 2024-06-12 | 2024-06-30 | -2.42 | 18 |
| 2024-07-10 | 2024-07-25 | -2.31 | 15 |
| 2024-07-08 | 2024-07-09 | -1.52 | 0 |
| 2024-07-07 | 2024-07-08 | -0.86 | 0 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-08-20 | 2024-08-21 | -0.23 | 0 |
| Metric | 11381064:btcusd:triple_med_gx:lsma50_65 | 11381064:BTCUSD |
|---|---|---|
| Best Day | 3.05% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.85% | 18.93% |
| Worst Week | -5.79% | -12.33% |
| Best Month | 7.97% | 37.42% |
| Worst Month | -6.71% | -17.69% |
| Best Year | 10.4% | 38.02% |
| Worst Year | -10.65% | 30.14% |
| Avg. Up Day | 0.78% | 0.83% |
| Avg. Down Day | -0.81% | -0.96% |
| Avg. Up Week | 2.21% | 4.75% |
| Avg. Down Week | -2.44% | -5.93% |
| Avg. Up Month | 4.24% | 17.96% |
| Avg. Down Month | -5.52% | -17.69% |
| Win Days % | 48.18% | 51.93% |
| Win Month % | 54.55% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |