| Metric | 11383092:btcusd:triple_med_gx:lsma50_75 | 11383092:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -16.38% | 61.52% |
| Max Drawdown | -23.61% | -29.51% |
| Sharpe | -0.49 | 0.59 |
| Sortino | -0.67 | 0.86 |
| Payoff Ratio | 1.1 | 0.98 |
| Profit Factor | 0.82 | 1.1 |
| Common Sense Ratio | 0.48 | 1.07 |
| CPC Index | 0.36 | 0.56 |
| Tail Ratio | 0.58 | 0.97 |
| Outlier Win Ratio | 48.31 | 2.98 |
| Outlier Loss Ratio | 3.57 | 3.01 |
| Volatility (ann.) | 8.19% | 25.2% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.68 | 2.02 |
| Skew | -0.2 | 0.21 |
| Kurtosis | 32.74 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.37% | 3.76% |
| Expected Yearly % | -8.55% | 27.09% |
| Kelly Criterion | -14.03% | 2.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.13% |
| Expected Shortfall (cVaR) | -0.72% | -2.13% |
| Year | 11383092:BTCUSD | 11383092:btcusd:triple_med_gx:lsma50_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -12.61 | -0.33 | - |
| 2025 | 17.02 | -4.31 | -0.25 | - |
| Metric | 11383092:btcusd:triple_med_gx:lsma50_75 | 11383092:BTCUSD |
|---|---|---|
| MTD | -0.52% | 4.4% |
| 3M | 3.03% | 31.76% |
| 6M | -8.73% | 12.25% |
| YTD | -4.31% | 17.02% |
| 1Y | -17.62% | 57.19% |
| 3Y (ann.) | -15.98% | 59.47% |
| 5Y (ann.) | -15.98% | 59.47% |
| Metric | 11383092:btcusd:triple_med_gx:lsma50_75 | 11383092:BTCUSD |
|---|---|---|
| Max Drawdown | -23.61% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -6.41% | -4.82% |
| Avg. Drawdown Days | 93.0 | 14.0 |
| Recovery Factor | -0.69 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -23.61 | 358 |
| 2024-06-02 | 2024-06-04 | -1.43 | 2 |
| 2024-06-04 | 2024-06-17 | -0.41 | 12 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| Metric | 11383092:btcusd:triple_med_gx:lsma50_75 | 11383092:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -3.77% | -9.32% |
| Best Week | 8.14% | 18.93% |
| Worst Week | -7.05% | -12.33% |
| Best Month | 6.14% | 37.42% |
| Worst Month | -8.97% | -17.69% |
| Best Year | -4.31% | 38.02% |
| Worst Year | -12.61% | 17.02% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.81% | -0.94% |
| Avg. Up Week | 2.82% | 5.29% |
| Avg. Down Week | -3.74% | -4.25% |
| Avg. Up Month | 3.95% | 10.57% |
| Avg. Down Month | -3.39% | -7.59% |
| Win Days % | 40.19% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 46.88% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |