| Metric | 11403128:btcusd:triple_med_gx:lsma50_140 | 11403128:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -19.28% | 61.16% |
| Max Drawdown | -31.66% | -29.51% |
| Sharpe | -0.49 | 0.59 |
| Sortino | -0.65 | 0.85 |
| Payoff Ratio | 0.97 | 0.93 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | 0.76 | 1.07 |
| CPC Index | 0.37 | 0.53 |
| Tail Ratio | 0.89 | 0.98 |
| Outlier Win Ratio | 33.47 | 3.12 |
| Outlier Loss Ratio | 3.68 | 3.12 |
| Volatility (ann.) | 9.72% | 25.19% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.59 | 2.0 |
| Skew | -0.75 | 0.21 |
| Kurtosis | 25.92 | 7.02 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.63% | 3.74% |
| Expected Yearly % | -10.16% | 26.95% |
| Kelly Criterion | -11.32% | 0.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.85% | -2.13% |
| Expected Shortfall (cVaR) | -0.85% | -2.13% |
| Year | 11403128:BTCUSD | 11403128:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -15.39 | -0.40 | - |
| 2025 | 16.76 | -4.60 | -0.27 | - |
| Metric | 11403128:btcusd:triple_med_gx:lsma50_140 | 11403128:BTCUSD |
|---|---|---|
| MTD | 4.52% | 4.16% |
| 3M | 10.33% | 31.46% |
| 6M | -9.83% | 12.77% |
| YTD | -4.6% | 16.76% |
| 1Y | -20.71% | 56.84% |
| 3Y (ann.) | -18.82% | 59.12% |
| 5Y (ann.) | -18.82% | 59.12% |
| Metric | 11403128:btcusd:triple_med_gx:lsma50_140 | 11403128:BTCUSD |
|---|---|---|
| Max Drawdown | -31.66% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -6.68% | -4.82% |
| Avg. Drawdown Days | 74.0 | 14.0 |
| Recovery Factor | -0.61 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -31.66 | 370 |
| 2024-06-02 | 2024-06-04 | -1.43 | 2 |
| 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 | 11403128:btcusd:triple_med_gx:lsma50_140 | 11403128:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.46% | 18.93% |
| Worst Week | -7.05% | -12.33% |
| Best Month | 4.52% | 37.42% |
| Worst Month | -8.5% | -17.69% |
| Best Year | -4.6% | 38.02% |
| Worst Year | -15.39% | 16.76% |
| Avg. Up Day | 0.76% | 0.78% |
| Avg. Down Day | -0.78% | -0.83% |
| Avg. Up Week | 2.47% | 4.1% |
| Avg. Down Week | -2.4% | -4.05% |
| Avg. Up Month | 2.95% | 9.77% |
| Avg. Down Month | -6.52% | -7.93% |
| Win Days % | 45.14% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 39.39% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |