| Metric | 11392943:btcusd:triple_med_gx:lsma50_110 | 11392943:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -1.76% | 61.16% |
| Max Drawdown | -22.46% | -29.51% |
| Sharpe | 0.01 | 0.59 |
| Sortino | 0.01 | 0.85 |
| Payoff Ratio | 1.26 | 1.2 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.53 | 0.68 |
| Tail Ratio | 1.32 | 0.98 |
| Outlier Win Ratio | 31.31 | 3.03 |
| Outlier Loss Ratio | 4.13 | 3.1 |
| Volatility (ann.) | 10.32% | 25.19% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.08 | 2.0 |
| Skew | 3.35 | 0.21 |
| Kurtosis | 76.12 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.14% | 3.74% |
| Expected Yearly % | -0.88% | 26.95% |
| Kelly Criterion | -4.38% | 11.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -2.13% |
| Expected Shortfall (cVaR) | -0.89% | -2.13% |
| Year | 11392943:BTCUSD | 11392943:btcusd:triple_med_gx:lsma50_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.22 | -0.27 | - |
| 2025 | 16.76 | 9.42 | 0.56 | - |
| Metric | 11392943:btcusd:triple_med_gx:lsma50_110 | 11392943:BTCUSD |
|---|---|---|
| MTD | -1.53% | 4.16% |
| 3M | 1.28% | 31.46% |
| 6M | 1.97% | 12.77% |
| YTD | 9.42% | 16.76% |
| 1Y | -6.29% | 56.84% |
| 3Y (ann.) | -1.71% | 59.12% |
| 5Y (ann.) | -1.71% | 59.12% |
| Metric | 11392943:btcusd:triple_med_gx:lsma50_110 | 11392943:BTCUSD |
|---|---|---|
| Max Drawdown | -22.46% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -4.57% | -4.82% |
| Avg. Drawdown Days | 52.0 | 14.0 |
| Recovery Factor | -0.08 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -22.46 | 306 |
| 2024-06-07 | 2024-08-08 | -7.81 | 61 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-01 | 2024-06-02 | -0.25 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11392943:btcusd:triple_med_gx:lsma50_110 | 11392943:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 12.18% | 18.93% |
| Worst Week | -9.29% | -12.33% |
| Best Month | 12.18% | 37.42% |
| Worst Month | -8.59% | -17.69% |
| Best Year | 9.42% | 38.02% |
| Worst Year | -10.22% | 16.76% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.72% | -0.77% |
| Avg. Up Week | 3.21% | 4.3% |
| Avg. Down Week | -3.52% | -4.25% |
| Avg. Up Month | 7.09% | 11.11% |
| Avg. Down Month | -2.7% | -9.42% |
| Win Days % | 41.81% | 51.86% |
| Win Month % | 23.08% | 61.54% |
| Win Week % | 45.16% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |