| Metric | 11390046:btcusd:triple_med_gx:lsma50_100 | 11390046:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -33.78% | 61.52% |
| Max Drawdown | -42.91% | -29.51% |
| Sharpe | -0.99 | 0.59 |
| Sortino | -1.24 | 0.86 |
| Payoff Ratio | 0.94 | 0.92 |
| Profit Factor | 0.7 | 1.1 |
| Common Sense Ratio | 0.52 | 1.07 |
| CPC Index | 0.26 | 0.52 |
| Tail Ratio | 0.75 | 0.97 |
| Outlier Win Ratio | 39.61 | 3.02 |
| Outlier Loss Ratio | 3.7 | 3.41 |
| Volatility (ann.) | 9.65% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.77 | 2.02 |
| Skew | -1.61 | 0.21 |
| Kurtosis | 26.45 | 7.01 |
| Expected Daily % | -0.03% | 0.03% |
| Expected Monthly % | -3.12% | 3.76% |
| Expected Yearly % | -18.62% | 27.09% |
| Kelly Criterion | -23.08% | -0.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11390046:BTCUSD | 11390046:btcusd:triple_med_gx:lsma50_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -24.39 | -0.64 | - |
| 2025 | 17.02 | -12.42 | -0.73 | - |
| Metric | 11390046:btcusd:triple_med_gx:lsma50_100 | 11390046:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.4% |
| 3M | 2.29% | 31.76% |
| 6M | -21.77% | 12.25% |
| YTD | -12.42% | 17.02% |
| 1Y | -35.3% | 57.19% |
| 3Y (ann.) | -33.05% | 59.47% |
| 5Y (ann.) | -33.05% | 59.47% |
| Metric | 11390046:btcusd:triple_med_gx:lsma50_100 | 11390046:BTCUSD |
|---|---|---|
| Max Drawdown | -42.91% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -7.62% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.79 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -42.91 | 358 |
| 2024-06-02 | 2024-06-04 | -1.43 | 2 |
| 2024-06-05 | 2024-06-17 | -1.08 | 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 | 11390046:btcusd:triple_med_gx:lsma50_100 | 11390046:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -8.79% | -12.33% |
| Best Month | 4.52% | 37.42% |
| Worst Month | -9.55% | -17.69% |
| Best Year | -12.42% | 38.02% |
| Worst Year | -24.39% | 17.02% |
| Avg. Up Day | 0.82% | 0.84% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 2.52% | 5.54% |
| Avg. Down Week | -3.42% | -4.05% |
| Avg. Up Month | 3.77% | 9.02% |
| Avg. Down Month | -5.76% | -7.82% |
| Win Days % | 40.44% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 34.29% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |