| Metric | 11391553:btcusd:triple_med_gx:lsma50_105 | 11391553:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -31.17% | 61.16% |
| Max Drawdown | -40.98% | -29.51% |
| Sharpe | -0.89 | 0.59 |
| Sortino | -1.13 | 0.85 |
| Payoff Ratio | 0.94 | 0.91 |
| Profit Factor | 0.72 | 1.1 |
| Common Sense Ratio | 0.68 | 1.07 |
| CPC Index | 0.28 | 0.52 |
| Tail Ratio | 0.94 | 0.98 |
| Outlier Win Ratio | 39.0 | 3.05 |
| Outlier Loss Ratio | 3.75 | 3.41 |
| Volatility (ann.) | 9.64% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.74 | 2.0 |
| Skew | -1.58 | 0.21 |
| Kurtosis | 26.5 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.83% | 3.74% |
| Expected Yearly % | -17.04% | 26.95% |
| Kelly Criterion | -20.89% | -0.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11391553:BTCUSD | 11391553:btcusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -23.52 | -0.62 | - |
| 2025 | 16.76 | -10.00 | -0.60 | - |
| Metric | 11391553:btcusd:triple_med_gx:lsma50_105 | 11391553:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | 3.0% | 31.46% |
| 6M | -16.54% | 12.77% |
| YTD | -10.0% | 16.76% |
| 1Y | -32.42% | 56.84% |
| 3Y (ann.) | -30.48% | 59.12% |
| 5Y (ann.) | -30.48% | 59.12% |
| Metric | 11391553:btcusd:triple_med_gx:lsma50_105 | 11391553:BTCUSD |
|---|---|---|
| Max Drawdown | -40.98% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -8.54% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.76 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -40.98 | 370 |
| 2024-06-02 | 2024-06-04 | -1.43 | 2 |
| 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 | 11391553:btcusd:triple_med_gx:lsma50_105 | 11391553:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -7.05% | -12.33% |
| Best Month | 4.52% | 37.42% |
| Worst Month | -8.56% | -17.69% |
| Best Year | -10.0% | 38.02% |
| Worst Year | -23.52% | 16.76% |
| Avg. Up Day | 0.8% | 0.83% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 2.28% | 5.1% |
| Avg. Down Week | -3.2% | -3.82% |
| Avg. Up Month | 3.57% | 8.97% |
| Avg. Down Month | -5.16% | -7.82% |
| Win Days % | 41.52% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 37.14% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |