| Metric | 11394583:btcusd:triple_med_gx:lsma50_115 | 11394583:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -8.86% | 61.16% |
| Max Drawdown | -21.64% | -29.51% |
| Sharpe | -0.17 | 0.59 |
| Sortino | -0.27 | 0.85 |
| Payoff Ratio | 1.14 | 1.18 |
| Profit Factor | 0.94 | 1.1 |
| Common Sense Ratio | 0.96 | 1.07 |
| CPC Index | 0.45 | 0.67 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 32.91 | 2.98 |
| Outlier Loss Ratio | 3.85 | 3.03 |
| Volatility (ann.) | 10.06% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.4 | 2.0 |
| Skew | 3.51 | 0.21 |
| Kurtosis | 82.01 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -0.71% | 3.74% |
| Expected Yearly % | -4.53% | 26.95% |
| Kelly Criterion | -8.55% | 11.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11394583:BTCUSD | 11394583:btcusd:triple_med_gx:lsma50_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -11.11 | -0.29 | - |
| 2025 | 16.76 | 2.52 | 0.15 | - |
| Metric | 11394583:btcusd:triple_med_gx:lsma50_115 | 11394583:BTCUSD |
|---|---|---|
| MTD | 2.53% | 4.16% |
| 3M | 1.86% | 31.46% |
| 6M | -3.61% | 12.77% |
| YTD | 2.52% | 16.76% |
| 1Y | -12.65% | 56.84% |
| 3Y (ann.) | -8.64% | 59.12% |
| 5Y (ann.) | -8.64% | 59.12% |
| Metric | 11394583:btcusd:triple_med_gx:lsma50_115 | 11394583:BTCUSD |
|---|---|---|
| Max Drawdown | -21.64% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -3.9% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.41 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -21.64 | 370 |
| 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 | 11394583:btcusd:triple_med_gx:lsma50_115 | 11394583:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -8.98% | -12.33% |
| Best Month | 8.32% | 37.42% |
| Worst Month | -10.6% | -17.69% |
| Best Year | 2.52% | 38.02% |
| Worst Year | -11.11% | 16.76% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.77% | -0.76% |
| Avg. Up Week | 3.4% | 4.67% |
| Avg. Down Week | -3.08% | -4.16% |
| Avg. Up Month | 2.21% | 15.89% |
| Avg. Down Month | -3.79% | -9.42% |
| Win Days % | 42.21% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 40.62% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |