| Metric | 11381769:btcusd:triple_med_gx:lsma50_70 | 11381769:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -14.08% | 61.52% |
| Max Drawdown | -20.37% | -29.51% |
| Sharpe | -0.43 | 0.59 |
| Sortino | -0.59 | 0.86 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 0.83 | 1.1 |
| Common Sense Ratio | 0.23 | 1.07 |
| CPC Index | 0.36 | 0.62 |
| Tail Ratio | 0.27 | 0.97 |
| Outlier Win Ratio | 51.97 | 2.91 |
| Outlier Loss Ratio | 3.68 | 2.95 |
| Volatility (ann.) | 7.79% | 25.2% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.67 | 2.02 |
| Skew | -0.21 | 0.21 |
| Kurtosis | 37.35 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.16% | 3.76% |
| Expected Yearly % | -7.31% | 27.09% |
| Kelly Criterion | -15.47% | 7.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.13% |
| Expected Shortfall (cVaR) | -0.68% | -2.13% |
| Year | 11381769:BTCUSD | 11381769:btcusd:triple_med_gx:lsma50_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.15 | -0.27 | - |
| 2025 | 17.02 | -4.37 | -0.26 | - |
| Metric | 11381769:btcusd:triple_med_gx:lsma50_70 | 11381769:BTCUSD |
|---|---|---|
| MTD | -1.44% | 4.4% |
| 3M | 2.22% | 31.76% |
| 6M | -8.32% | 12.25% |
| YTD | -4.37% | 17.02% |
| 1Y | -15.35% | 57.19% |
| 3Y (ann.) | -13.73% | 59.47% |
| 5Y (ann.) | -13.73% | 59.47% |
| Metric | 11381769:btcusd:triple_med_gx:lsma50_70 | 11381769:BTCUSD |
|---|---|---|
| Max Drawdown | -20.37% | -29.51% |
| Longest DD Days | 317.0 | 144.0 |
| Avg. Drawdown | -6.28% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.69 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-06-11 | -20.37 | 317 |
| 2024-06-03 | 2024-07-29 | -3.89 | 55 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 11381769:btcusd:triple_med_gx:lsma50_70 | 11381769:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 5.09% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 9.13% | 37.42% |
| Worst Month | -12.14% | -17.69% |
| Best Year | -4.37% | 38.02% |
| Worst Year | -10.15% | 17.02% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 2.5% | 5.23% |
| Avg. Down Week | -3.66% | -4.66% |
| Avg. Up Month | 7.11% | 11.0% |
| Avg. Down Month | -2.01% | -7.67% |
| Win Days % | 39.49% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 44.83% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |