| Metric | 11394695:btcusd:triple_med_gx:lsma50_115 | 11394695:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -29.28% | 61.16% |
| Max Drawdown | -39.41% | -29.51% |
| Sharpe | -0.81 | 0.59 |
| Sortino | -1.03 | 0.85 |
| Payoff Ratio | 0.95 | 0.92 |
| Profit Factor | 0.76 | 1.1 |
| Common Sense Ratio | 0.65 | 1.07 |
| CPC Index | 0.3 | 0.53 |
| Tail Ratio | 0.86 | 0.98 |
| Outlier Win Ratio | 35.49 | 3.05 |
| Outlier Loss Ratio | 3.79 | 3.41 |
| Volatility (ann.) | 9.8% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.73 | 2.0 |
| Skew | -1.5 | 0.21 |
| Kurtosis | 24.85 | 7.02 |
| Expected Daily % | -0.02% | 0.03% |
| Expected Monthly % | -2.63% | 3.74% |
| Expected Yearly % | -15.9% | 26.95% |
| Kelly Criterion | -18.02% | -0.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11394695:BTCUSD | 11394695:btcusd:triple_med_gx:lsma50_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -19.48 | -0.51 | - |
| 2025 | 16.76 | -12.17 | -0.73 | - |
| Metric | 11394695:btcusd:triple_med_gx:lsma50_115 | 11394695:BTCUSD |
|---|---|---|
| MTD | 3.63% | 4.16% |
| 3M | 2.04% | 31.46% |
| 6M | -18.55% | 12.77% |
| YTD | -12.17% | 16.76% |
| 1Y | -31.51% | 56.84% |
| 3Y (ann.) | -28.62% | 59.12% |
| 5Y (ann.) | -28.62% | 59.12% |
| Metric | 11394695:btcusd:triple_med_gx:lsma50_115 | 11394695:BTCUSD |
|---|---|---|
| Max Drawdown | -39.41% | -29.51% |
| Longest DD Days | 358.0 | 144.0 |
| Avg. Drawdown | -7.06% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.74 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2025-06-11 | -39.41 | 358 |
| 2024-06-02 | 2024-06-04 | -1.43 | 2 |
| 2024-06-05 | 2024-06-17 | -1.21 | 11 |
| 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 | 11394695:btcusd:triple_med_gx:lsma50_115 | 11394695:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.09% | 18.93% |
| Worst Week | -7.05% | -12.33% |
| Best Month | 4.39% | 37.42% |
| Worst Month | -10.23% | -17.69% |
| Best Year | -12.17% | 38.02% |
| Worst Year | -19.48% | 16.76% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 2.5% | 5.6% |
| Avg. Down Week | -3.69% | -3.72% |
| Avg. Up Month | 3.87% | 8.72% |
| Avg. Down Month | -6.84% | -7.93% |
| Win Days % | 42.62% | 51.86% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 40.62% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |