| Metric | 11387027:btcusd:triple_med_gx:lsma50_90 | 11387027:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -12.3% | 61.52% |
| Max Drawdown | -21.39% | -29.51% |
| Sharpe | -0.27 | 0.59 |
| Sortino | -0.41 | 0.86 |
| Payoff Ratio | 1.11 | 1.14 |
| Profit Factor | 0.9 | 1.1 |
| Common Sense Ratio | 0.74 | 1.07 |
| CPC Index | 0.42 | 0.65 |
| Tail Ratio | 0.82 | 0.97 |
| Outlier Win Ratio | 37.06 | 3.03 |
| Outlier Loss Ratio | 3.68 | 3.01 |
| Volatility (ann.) | 9.98% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.56 | 2.02 |
| Skew | 3.33 | 0.21 |
| Kurtosis | 87.14 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.0% | 3.76% |
| Expected Yearly % | -6.35% | 27.09% |
| Kelly Criterion | -10.18% | 9.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11387027:BTCUSD | 11387027:btcusd:triple_med_gx:lsma50_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.51 | -0.25 | - |
| 2025 | 17.02 | -3.09 | -0.18 | - |
| Metric | 11387027:btcusd:triple_med_gx:lsma50_90 | 11387027:BTCUSD |
|---|---|---|
| MTD | 0.05% | 4.4% |
| 3M | -5.87% | 31.76% |
| 6M | -8.24% | 12.25% |
| YTD | -3.09% | 17.02% |
| 1Y | -16.01% | 57.19% |
| 3Y (ann.) | -12.0% | 59.47% |
| 5Y (ann.) | -12.0% | 59.47% |
| Metric | 11387027:btcusd:triple_med_gx:lsma50_90 | 11387027:BTCUSD |
|---|---|---|
| Max Drawdown | -21.39% | -29.51% |
| Longest DD Days | 371.0 | 144.0 |
| Avg. Drawdown | -4.61% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.58 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -21.39 | 371 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11387027:btcusd:triple_med_gx:lsma50_90 | 11387027:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.0% | 18.93% |
| Worst Week | -8.98% | -12.33% |
| Best Month | 8.0% | 37.42% |
| Worst Month | -12.17% | -17.69% |
| Best Year | -3.09% | 38.02% |
| Worst Year | -9.51% | 17.02% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.79% | -0.78% |
| Avg. Up Week | 2.94% | 5.17% |
| Avg. Down Week | -3.43% | -3.93% |
| Avg. Up Month | 2.89% | 8.8% |
| Avg. Down Month | -2.02% | -9.42% |
| Win Days % | 42.05% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 41.38% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |