| Metric | 11391664:btcusd:triple_med_gx:lsma50_105 | 11391664:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -25.63% | 61.16% |
| Max Drawdown | -33.46% | -29.51% |
| Sharpe | -0.66 | 0.59 |
| Sortino | -0.87 | 0.85 |
| Payoff Ratio | 0.96 | 0.92 |
| Profit Factor | 0.79 | 1.1 |
| Common Sense Ratio | 0.78 | 1.07 |
| CPC Index | 0.32 | 0.52 |
| Tail Ratio | 0.99 | 0.98 |
| Outlier Win Ratio | 36.6 | 3.16 |
| Outlier Loss Ratio | 3.71 | 3.47 |
| Volatility (ann.) | 10.06% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.75 | 2.0 |
| Skew | -1.09 | 0.21 |
| Kurtosis | 24.28 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.25% | 3.74% |
| Expected Yearly % | -13.76% | 26.95% |
| Kelly Criterion | -17.62% | -0.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.13% |
| Expected Shortfall (cVaR) | -0.88% | -2.13% |
| Year | 11391664:BTCUSD | 11391664:btcusd:triple_med_gx:lsma50_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -22.28 | -0.59 | - |
| 2025 | 16.76 | -4.30 | -0.26 | - |
| Metric | 11391664:btcusd:triple_med_gx:lsma50_105 | 11391664:BTCUSD |
|---|---|---|
| MTD | 3.76% | 4.16% |
| 3M | -2.71% | 31.46% |
| 6M | -3.49% | 12.77% |
| YTD | -4.3% | 16.76% |
| 1Y | -25.37% | 56.84% |
| 3Y (ann.) | -25.04% | 59.12% |
| 5Y (ann.) | -25.04% | 59.12% |
| Metric | 11391664:btcusd:triple_med_gx:lsma50_105 | 11391664:BTCUSD |
|---|---|---|
| Max Drawdown | -33.46% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -7.17% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.77 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -33.46 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| Metric | 11391664:btcusd:triple_med_gx:lsma50_105 | 11391664:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.56% | 18.93% |
| Worst Week | -9.18% | -12.33% |
| Best Month | 3.92% | 37.42% |
| Worst Month | -9.76% | -17.69% |
| Best Year | -4.3% | 38.02% |
| Worst Year | -22.28% | 16.76% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.91% | -0.96% |
| Avg. Up Week | 2.47% | 4.67% |
| Avg. Down Week | -4.18% | -4.4% |
| Avg. Up Month | 2.64% | 8.32% |
| Avg. Down Month | -6.01% | -11.25% |
| Win Days % | 42.45% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 37.5% | 56.36% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |