| Metric | 11389989:btcusd:triple_med_gx:lsma50_100 | 11389989:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -27.86% | 61.52% |
| Max Drawdown | -36.97% | -29.51% |
| Sharpe | -0.81 | 0.59 |
| Sortino | -1.05 | 0.86 |
| Payoff Ratio | 1.0 | 1.01 |
| Profit Factor | 0.75 | 1.1 |
| Common Sense Ratio | 0.64 | 1.07 |
| CPC Index | 0.3 | 0.58 |
| Tail Ratio | 0.86 | 0.97 |
| Outlier Win Ratio | 37.55 | 2.94 |
| Outlier Loss Ratio | 3.81 | 3.25 |
| Volatility (ann.) | 9.29% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.74 | 2.02 |
| Skew | -0.95 | 0.21 |
| Kurtosis | 25.99 | 7.01 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.48% | 3.76% |
| Expected Yearly % | -15.06% | 27.09% |
| Kelly Criterion | -18.84% | 4.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.13% |
| Expected Shortfall (cVaR) | -0.82% | -2.13% |
| Year | 11389989:BTCUSD | 11389989:btcusd:triple_med_gx:lsma50_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.93 | -0.47 | - |
| 2025 | 17.02 | -12.10 | -0.71 | - |
| Metric | 11389989:btcusd:triple_med_gx:lsma50_100 | 11389989:BTCUSD |
|---|---|---|
| MTD | 1.88% | 4.4% |
| 3M | -2.04% | 31.76% |
| 6M | -16.6% | 12.25% |
| YTD | -12.1% | 17.02% |
| 1Y | -30.9% | 57.19% |
| 3Y (ann.) | -27.23% | 59.47% |
| 5Y (ann.) | -27.23% | 59.47% |
| Metric | 11389989:btcusd:triple_med_gx:lsma50_100 | 11389989:BTCUSD |
|---|---|---|
| Max Drawdown | -36.97% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -6.44% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.75 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -36.97 | 370 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 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 | 11389989:btcusd:triple_med_gx:lsma50_100 | 11389989:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 6.62% | 18.93% |
| Worst Week | -9.21% | -12.33% |
| Best Month | 6.83% | 37.42% |
| Worst Month | -13.05% | -17.69% |
| Best Year | -12.1% | 38.02% |
| Worst Year | -17.93% | 17.02% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.82% | -0.82% |
| Avg. Up Week | 3.06% | 2.71% |
| Avg. Down Week | -4.1% | -4.22% |
| Avg. Up Month | 4.81% | 8.8% |
| Avg. Down Month | -3.43% | -7.59% |
| Win Days % | 40.5% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 36.36% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |