| Metric | 11381881:btcusd:triple_med_gx:lsma50_70 | 11381881:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -17.27% | 61.52% |
| Max Drawdown | -24.62% | -29.51% |
| Sharpe | -0.53 | 0.59 |
| Sortino | -0.69 | 0.86 |
| Payoff Ratio | 1.06 | 1.0 |
| Profit Factor | 0.79 | 1.1 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.33 | 0.57 |
| Tail Ratio | 0.0 | 0.97 |
| Outlier Win Ratio | 54.39 | 2.9 |
| Outlier Loss Ratio | 3.45 | 3.09 |
| Volatility (ann.) | 8.13% | 25.2% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.68 | 2.02 |
| Skew | -1.21 | 0.21 |
| Kurtosis | 38.81 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.45% | 3.76% |
| Expected Yearly % | -9.04% | 27.09% |
| Kelly Criterion | -17.71% | 3.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.71% | -2.13% |
| Expected Shortfall (cVaR) | -0.71% | -2.13% |
| Year | 11381881:BTCUSD | 11381881:btcusd:triple_med_gx:lsma50_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -7.45 | -0.20 | - |
| 2025 | 17.02 | -10.60 | -0.62 | - |
| Metric | 11381881:btcusd:triple_med_gx:lsma50_70 | 11381881:BTCUSD |
|---|---|---|
| MTD | -0.81% | 4.4% |
| 3M | 2.64% | 31.76% |
| 6M | -11.99% | 12.25% |
| YTD | -10.6% | 17.02% |
| 1Y | -18.89% | 57.19% |
| 3Y (ann.) | -16.85% | 59.47% |
| 5Y (ann.) | -16.85% | 59.47% |
| Metric | 11381881:btcusd:triple_med_gx:lsma50_70 | 11381881:BTCUSD |
|---|---|---|
| Max Drawdown | -24.62% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -8.62% | -4.82% |
| Avg. Drawdown Days | 125.0 | 14.0 |
| Recovery Factor | -0.7 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-04 | 2025-06-11 | -24.62 | 371 |
| 2024-06-02 | 2024-06-04 | -1.04 | 2 |
| 2024-06-01 | 2024-06-02 | -0.18 | 1 |
| Metric | 11381881:btcusd:triple_med_gx:lsma50_70 | 11381881:BTCUSD |
|---|---|---|
| Best Day | 3.67% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.42% | 18.93% |
| Worst Week | -9.84% | -12.33% |
| Best Month | 5.76% | 37.42% |
| Worst Month | -11.99% | -17.69% |
| Best Year | -7.45% | 38.02% |
| Worst Year | -10.6% | 17.02% |
| Avg. Up Day | 0.94% | 0.96% |
| Avg. Down Day | -0.89% | -0.96% |
| Avg. Up Week | 2.93% | 5.88% |
| Avg. Down Week | -2.55% | -4.84% |
| Avg. Up Month | 2.3% | 11.45% |
| Avg. Down Month | -5.36% | -9.5% |
| Win Days % | 39.55% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |