| Metric | 11397906:btcusd:triple_med_gx:lsma50_125 | 11397906:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -18.65% | 61.16% |
| Max Drawdown | -28.73% | -29.51% |
| Sharpe | -0.5 | 0.59 |
| Sortino | -0.67 | 0.85 |
| Payoff Ratio | 1.02 | 1.0 |
| Profit Factor | 0.84 | 1.1 |
| Common Sense Ratio | 0.87 | 1.07 |
| CPC Index | 0.37 | 0.57 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 34.49 | 3.0 |
| Outlier Loss Ratio | 3.9 | 3.12 |
| Volatility (ann.) | 9.13% | 25.19% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.63 | 2.0 |
| Skew | -0.58 | 0.21 |
| Kurtosis | 24.46 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.58% | 3.74% |
| Expected Yearly % | -9.8% | 26.95% |
| Kelly Criterion | -12.64% | 3.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -2.13% |
| Expected Shortfall (cVaR) | -0.8% | -2.13% |
| Year | 11397906:BTCUSD | 11397906:btcusd:triple_med_gx:lsma50_125 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.92 | -0.26 | - |
| 2025 | 16.76 | -9.69 | -0.58 | - |
| Metric | 11397906:btcusd:triple_med_gx:lsma50_125 | 11397906:BTCUSD |
|---|---|---|
| MTD | 2.78% | 4.16% |
| 3M | 1.14% | 31.46% |
| 6M | -14.66% | 12.77% |
| YTD | -9.69% | 16.76% |
| 1Y | -22.1% | 56.84% |
| 3Y (ann.) | -18.2% | 59.12% |
| 5Y (ann.) | -18.2% | 59.12% |
| Metric | 11397906:btcusd:triple_med_gx:lsma50_125 | 11397906:BTCUSD |
|---|---|---|
| Max Drawdown | -28.73% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -5.07% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.65 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -28.73 | 370 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 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 | 11397906:btcusd:triple_med_gx:lsma50_125 | 11397906:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.27% | -9.32% |
| Best Week | 4.91% | 18.93% |
| Worst Week | -9.0% | -12.33% |
| Best Month | 5.11% | 37.42% |
| Worst Month | -8.21% | -17.69% |
| Best Year | -9.69% | 38.02% |
| Worst Year | -9.92% | 16.76% |
| Avg. Up Day | 0.77% | 0.79% |
| Avg. Down Day | -0.76% | -0.8% |
| Avg. Up Week | 2.41% | 4.31% |
| Avg. Down Week | -3.66% | -3.7% |
| Avg. Up Month | 3.33% | 7.31% |
| Avg. Down Month | -4.78% | -7.67% |
| Win Days % | 43.14% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 47.06% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |