| Metric | 11393165:btcusd:triple_med_gx:lsma50_110 | 11393165:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -10.87% | 61.16% |
| Max Drawdown | -23.84% | -29.51% |
| Sharpe | -0.23 | 0.59 |
| Sortino | -0.31 | 0.85 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 0.92 | 1.1 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.43 | 0.58 |
| Tail Ratio | 1.3 | 0.98 |
| Outlier Win Ratio | 33.66 | 3.17 |
| Outlier Loss Ratio | 3.93 | 3.4 |
| Volatility (ann.) | 9.94% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.44 | 2.0 |
| Skew | -0.83 | 0.21 |
| Kurtosis | 24.48 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.88% | 3.74% |
| Expected Yearly % | -5.59% | 26.95% |
| Kelly Criterion | -8.07% | 4.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.13% |
| Expected Shortfall (cVaR) | -0.86% | -2.13% |
| Year | 11393165:BTCUSD | 11393165:btcusd:triple_med_gx:lsma50_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.06 | -0.24 | - |
| 2025 | 16.76 | -2.00 | -0.12 | - |
| Metric | 11393165:btcusd:triple_med_gx:lsma50_110 | 11393165:BTCUSD |
|---|---|---|
| MTD | 3.9% | 4.16% |
| 3M | 1.57% | 31.46% |
| 6M | -3.46% | 12.77% |
| YTD | -2.0% | 16.76% |
| 1Y | -10.98% | 56.84% |
| 3Y (ann.) | -10.6% | 59.12% |
| 5Y (ann.) | -10.6% | 59.12% |
| Metric | 11393165:btcusd:triple_med_gx:lsma50_110 | 11393165:BTCUSD |
|---|---|---|
| Max Drawdown | -23.84% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.4% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.46 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2025-06-11 | -23.84 | 369 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-06-02 | 2024-06-04 | -1.04 | 2 |
| 2024-06-01 | 2024-06-02 | -0.18 | 1 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11393165:btcusd:triple_med_gx:lsma50_110 | 11393165:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.82% | 18.93% |
| Worst Week | -4.82% | -12.33% |
| Best Month | 3.9% | 37.42% |
| Worst Month | -4.62% | -17.69% |
| Best Year | -2.0% | 38.02% |
| Worst Year | -9.06% | 16.76% |
| Avg. Up Day | 0.86% | 0.87% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 1.73% | 4.49% |
| Avg. Down Week | -2.23% | -3.62% |
| Avg. Up Month | 2.6% | 8.97% |
| Avg. Down Month | -2.27% | -8.96% |
| Win Days % | 44.67% | 51.86% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 40.62% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |