| Metric | 11384396:btcusd:triple_med_gx:lsma50_80 | 11384396:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -32.78% | 61.52% |
| Max Drawdown | -39.23% | -29.51% |
| Sharpe | -1.04 | 0.59 |
| Sortino | -1.32 | 0.86 |
| Payoff Ratio | 0.96 | 0.93 |
| Profit Factor | 0.65 | 1.1 |
| Common Sense Ratio | 0.17 | 1.07 |
| CPC Index | 0.24 | 0.53 |
| Tail Ratio | 0.26 | 0.97 |
| Outlier Win Ratio | 49.41 | 2.94 |
| Outlier Loss Ratio | 3.25 | 3.02 |
| Volatility (ann.) | 8.89% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.82 | 2.02 |
| Skew | -1.6 | 0.21 |
| Kurtosis | 34.02 | 7.01 |
| Expected Daily % | -0.03% | 0.03% |
| Expected Monthly % | -3.01% | 3.76% |
| Expected Yearly % | -18.01% | 27.09% |
| Kelly Criterion | -25.18% | 0.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11384396:BTCUSD | 11384396:btcusd:triple_med_gx:lsma50_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -22.33 | -0.59 | - |
| 2025 | 17.02 | -13.46 | -0.79 | - |
| Metric | 11384396:btcusd:triple_med_gx:lsma50_80 | 11384396:BTCUSD |
|---|---|---|
| MTD | 0.09% | 4.4% |
| 3M | -2.11% | 31.76% |
| 6M | -19.75% | 12.25% |
| YTD | -13.46% | 17.02% |
| 1Y | -34.21% | 57.19% |
| 3Y (ann.) | -32.07% | 59.47% |
| 5Y (ann.) | -32.07% | 59.47% |
| Metric | 11384396:btcusd:triple_med_gx:lsma50_80 | 11384396:BTCUSD |
|---|---|---|
| Max Drawdown | -39.23% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -8.21% | -4.82% |
| Avg. Drawdown Days | 72.0 | 14.0 |
| Recovery Factor | -0.84 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -39.23 | 358 |
| 2024-06-02 | 2024-06-04 | -1.43 | 2 |
| 2024-06-17 | 2024-06-17 | -0.18 | 0 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11384396:btcusd:triple_med_gx:lsma50_80 | 11384396:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.69% | -9.32% |
| Best Week | 4.75% | 18.93% |
| Worst Week | -7.99% | -12.33% |
| Best Month | 5.04% | 37.42% |
| Worst Month | -9.35% | -17.69% |
| Best Year | -13.46% | 38.02% |
| Worst Year | -22.33% | 17.02% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.87% | -0.92% |
| Avg. Up Week | 2.31% | 5.08% |
| Avg. Down Week | -3.48% | -4.05% |
| Avg. Up Month | 3.22% | 9.02% |
| Avg. Down Month | -4.97% | -7.82% |
| Win Days % | 38.74% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 33.33% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |