| Metric | 11387136:btcusd:triple_med_gx:lsma50_90 | 11387136:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -34.68% | 61.52% |
| Max Drawdown | -41.82% | -29.51% |
| Sharpe | -1.07 | 0.59 |
| Sortino | -1.34 | 0.86 |
| Payoff Ratio | 0.94 | 0.91 |
| Profit Factor | 0.67 | 1.1 |
| Common Sense Ratio | 0.36 | 1.07 |
| CPC Index | 0.25 | 0.52 |
| Tail Ratio | 0.55 | 0.97 |
| Outlier Win Ratio | 42.58 | 2.94 |
| Outlier Loss Ratio | 3.76 | 3.41 |
| Volatility (ann.) | 9.27% | 25.2% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.81 | 2.02 |
| Skew | -1.63 | 0.21 |
| Kurtosis | 29.23 | 7.01 |
| Expected Daily % | -0.03% | 0.03% |
| Expected Monthly % | -3.22% | 3.76% |
| Expected Yearly % | -19.18% | 27.09% |
| Kelly Criterion | -24.49% | -0.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.13% |
| Expected Shortfall (cVaR) | -0.83% | -2.13% |
| Year | 11387136:BTCUSD | 11387136:btcusd:triple_med_gx:lsma50_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -23.58 | -0.62 | - |
| 2025 | 17.02 | -14.52 | -0.85 | - |
| Metric | 11387136:btcusd:triple_med_gx:lsma50_90 | 11387136:BTCUSD |
|---|---|---|
| MTD | -0.09% | 4.4% |
| 3M | -0.96% | 31.76% |
| 6M | -20.73% | 12.25% |
| YTD | -14.52% | 17.02% |
| 1Y | -36.17% | 57.19% |
| 3Y (ann.) | -33.93% | 59.47% |
| 5Y (ann.) | -33.93% | 59.47% |
| Metric | 11387136:btcusd:triple_med_gx:lsma50_90 | 11387136:BTCUSD |
|---|---|---|
| Max Drawdown | -41.82% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -7.44% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.83 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -41.82 | 358 |
| 2024-06-02 | 2024-06-04 | -1.43 | 2 |
| 2024-06-05 | 2024-06-17 | -1.09 | 11 |
| 2024-06-02 | 2024-06-02 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11387136:btcusd:triple_med_gx:lsma50_90 | 11387136:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.75% | 18.93% |
| Worst Week | -10.06% | -12.33% |
| Best Month | 6.07% | 37.42% |
| Worst Month | -11.15% | -17.69% |
| Best Year | -14.52% | 38.02% |
| Worst Year | -23.58% | 17.02% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 2.04% | 4.3% |
| Avg. Down Week | -3.43% | -4.05% |
| Avg. Up Month | 4.07% | 10.57% |
| Avg. Down Month | -4.88% | -7.82% |
| Win Days % | 39.77% | 51.9% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 35.29% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |