| Metric | 11403019:btcusd:triple_med_gx:lsma50_140 | 11403019:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -5.08% | 75.42% |
| Max Drawdown | -21.01% | -29.51% |
| Sharpe | -0.06 | 0.63 |
| Sortino | -0.09 | 0.92 |
| Payoff Ratio | 1.09 | 1.13 |
| Profit Factor | 0.98 | 1.11 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.48 | 0.65 |
| Tail Ratio | 1.07 | 0.96 |
| Outlier Win Ratio | 31.0 | 3.17 |
| Outlier Loss Ratio | 3.73 | 3.19 |
| Volatility (ann.) | 10.47% | 24.55% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.22 | 2.19 |
| Skew | 2.89 | 0.2 |
| Kurtosis | 67.65 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.37% | 4.1% |
| Expected Yearly % | -2.58% | 32.45% |
| Kelly Criterion | -6.26% | 9.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.07% |
| Expected Shortfall (cVaR) | -0.9% | -2.07% |
| Year | 11403019:BTCUSD | 11403019:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.77 | -0.26 | - |
| 2025 | 27.10 | 5.19 | 0.19 | - |
| Metric | 11403019:btcusd:triple_med_gx:lsma50_140 | 11403019:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.72% | 41.88% |
| 6M | 2.82% | 22.91% |
| YTD | 5.19% | 27.1% |
| 1Y | -5.08% | 82.29% |
| 3Y (ann.) | -4.53% | 64.73% |
| 5Y (ann.) | -4.53% | 64.73% |
| Metric | 11403019:btcusd:triple_med_gx:lsma50_140 | 11403019:BTCUSD |
|---|---|---|
| Max Drawdown | -21.01% | -29.51% |
| Longest DD Days | 342.0 | 144.0 |
| Avg. Drawdown | -4.46% | -4.71% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | -0.24 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-07-17 | -21.01 | 342 |
| 2024-06-05 | 2024-08-08 | -8.48 | 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 | 11403019:btcusd:triple_med_gx:lsma50_140 | 11403019: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 | 9.77% | 37.42% |
| Worst Month | -8.27% | -17.69% |
| Best Year | 5.19% | 38.02% |
| Worst Year | -9.77% | 27.1% |
| Avg. Up Day | 0.87% | 0.89% |
| Avg. Down Day | -0.8% | -0.79% |
| Avg. Up Week | 3.15% | 5.24% |
| Avg. Down Week | -3.26% | -3.65% |
| Avg. Up Month | 2.81% | 19.81% |
| Avg. Down Month | -4.59% | -10.46% |
| Win Days % | 44.55% | 51.89% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 45.16% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |