| Metric | 11396201:btcusd:triple_med_gx:lsma50_120 | 11396201:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -2.61% | 61.16% |
| Max Drawdown | -19.33% | -29.51% |
| Sharpe | -0.01 | 0.59 |
| Sortino | -0.02 | 0.85 |
| Payoff Ratio | 1.16 | 1.19 |
| Profit Factor | 1.0 | 1.1 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.5 | 0.68 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 31.59 | 3.01 |
| Outlier Loss Ratio | 3.86 | 3.03 |
| Volatility (ann.) | 10.12% | 25.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.13 | 2.0 |
| Skew | 3.49 | 0.21 |
| Kurtosis | 80.15 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.2% | 3.74% |
| Expected Yearly % | -1.31% | 26.95% |
| Kelly Criterion | -5.29% | 11.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.13% |
| Expected Shortfall (cVaR) | -0.87% | -2.13% |
| Year | 11396201:BTCUSD | 11396201:btcusd:triple_med_gx:lsma50_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -6.89 | -0.18 | - |
| 2025 | 16.76 | 4.60 | 0.27 | - |
| Metric | 11396201:btcusd:triple_med_gx:lsma50_120 | 11396201:BTCUSD |
|---|---|---|
| MTD | 2.53% | 4.16% |
| 3M | 1.91% | 31.46% |
| 6M | -1.66% | 12.77% |
| YTD | 4.6% | 16.76% |
| 1Y | -6.66% | 56.84% |
| 3Y (ann.) | -2.54% | 59.12% |
| 5Y (ann.) | -2.54% | 59.12% |
| Metric | 11396201:btcusd:triple_med_gx:lsma50_120 | 11396201:BTCUSD |
|---|---|---|
| Max Drawdown | -19.33% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -4.25% | -4.82% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.13 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -19.33 | 306 |
| 2024-06-05 | 2024-08-08 | -8.66 | 64 |
| 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 | 11396201:btcusd:triple_med_gx:lsma50_120 | 11396201: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 | 4.6% | 38.02% |
| Worst Year | -6.89% | 16.76% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.76% | -0.75% |
| Avg. Up Week | 2.79% | 4.77% |
| Avg. Down Week | -3.48% | -3.88% |
| Avg. Up Month | 2.24% | 15.89% |
| Avg. Down Month | -3.8% | -10.46% |
| Win Days % | 43.54% | 51.86% |
| Win Month % | 53.85% | 61.54% |
| Win Week % | 50.0% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |