| Metric | 11403183:btcusd:triple_med_gx:lsma50_140 | 11403183:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -3.32% | 61.16% |
| Max Drawdown | -19.68% | -29.51% |
| Sharpe | -0.04 | 0.59 |
| Sortino | -0.05 | 0.85 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 0.99 | 1.1 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.48 | 0.58 |
| Tail Ratio | 1.22 | 0.98 |
| Outlier Win Ratio | 32.45 | 3.17 |
| Outlier Loss Ratio | 3.87 | 3.03 |
| Volatility (ann.) | 9.6% | 25.19% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.16 | 2.0 |
| Skew | -0.42 | 0.21 |
| Kurtosis | 25.65 | 7.02 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.26% | 3.74% |
| Expected Yearly % | -1.67% | 26.95% |
| Kelly Criterion | -4.81% | 4.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.13% |
| Expected Shortfall (cVaR) | -0.83% | -2.13% |
| Year | 11403183:BTCUSD | 11403183:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.88 | -0.15 | - |
| 2025 | 16.76 | 2.72 | 0.16 | - |
| Metric | 11403183:btcusd:triple_med_gx:lsma50_140 | 11403183:BTCUSD |
|---|---|---|
| MTD | 4.03% | 4.16% |
| 3M | 8.69% | 31.46% |
| 6M | 2.65% | 12.77% |
| YTD | 2.72% | 16.76% |
| 1Y | -6.18% | 56.84% |
| 3Y (ann.) | -3.23% | 59.12% |
| 5Y (ann.) | -3.23% | 59.12% |
| Metric | 11403183:btcusd:triple_med_gx:lsma50_140 | 11403183:BTCUSD |
|---|---|---|
| Max Drawdown | -19.68% | -29.51% |
| Longest DD Days | 370.0 | 144.0 |
| Avg. Drawdown | -4.2% | -4.82% |
| Avg. Drawdown Days | 75.0 | 14.0 |
| Recovery Factor | -0.17 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-06-11 | -19.68 | 370 |
| 2024-06-02 | 2024-06-04 | -1.04 | 2 |
| 2024-06-01 | 2024-06-02 | -0.18 | 1 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11403183:btcusd:triple_med_gx:lsma50_140 | 11403183:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.82% | 18.93% |
| Worst Week | -4.79% | -12.33% |
| Best Month | 4.03% | 37.42% |
| Worst Month | -3.88% | -17.69% |
| Best Year | 2.72% | 38.02% |
| Worst Year | -5.88% | 16.76% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.74% | -0.79% |
| Avg. Up Week | 2.04% | 3.75% |
| Avg. Down Week | -1.95% | -3.85% |
| Avg. Up Month | 3.12% | 10.07% |
| Avg. Down Month | -2.35% | -8.96% |
| Win Days % | 45.71% | 51.86% |
| Win Month % | 41.67% | 61.54% |
| Win Week % | 45.45% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |