| Metric | 11403569:btcusd:triple_med_gx:lsma50_140 | 11403569:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 0.13% | 61.16% |
| Max Drawdown | -21.74% | -29.51% |
| Sharpe | 0.08 | 0.59 |
| Sortino | 0.12 | 0.85 |
| Payoff Ratio | 1.0 | 0.97 |
| Profit Factor | 1.03 | 1.1 |
| Common Sense Ratio | 1.06 | 1.07 |
| CPC Index | 0.51 | 0.55 |
| Tail Ratio | 1.03 | 0.98 |
| Outlier Win Ratio | 20.66 | 3.89 |
| Outlier Loss Ratio | 3.37 | 3.6 |
| Volatility (ann.) | 15.74% | 25.19% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.01 | 2.0 |
| Skew | 0.63 | 0.21 |
| Kurtosis | 37.41 | 7.02 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.01% | 3.74% |
| Expected Yearly % | 0.06% | 26.95% |
| Kelly Criterion | -0.47% | 2.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.13% |
| Expected Shortfall (cVaR) | -1.35% | -2.13% |
| Year | 11403569:BTCUSD | 11403569:btcusd:triple_med_gx:lsma50_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.54 | -0.07 | - |
| 2025 | 16.76 | 2.74 | 0.16 | - |
| Metric | 11403569:btcusd:triple_med_gx:lsma50_140 | 11403569:BTCUSD |
|---|---|---|
| MTD | 0.63% | 4.16% |
| 3M | 5.4% | 31.46% |
| 6M | 1.03% | 12.77% |
| YTD | 2.74% | 16.76% |
| 1Y | -4.45% | 56.84% |
| 3Y (ann.) | 0.12% | 59.12% |
| 5Y (ann.) | 0.12% | 59.12% |
| Metric | 11403569:btcusd:triple_med_gx:lsma50_140 | 11403569:BTCUSD |
|---|---|---|
| Max Drawdown | -21.74% | -29.51% |
| Longest DD Days | 364.0 | 144.0 |
| Avg. Drawdown | -3.88% | -4.82% |
| Avg. Drawdown Days | 61.0 | 14.0 |
| Recovery Factor | 0.01 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-06-11 | -21.74 | 364 |
| 2024-06-02 | 2024-06-03 | -0.69 | 0 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-02 | 2024-06-02 | -0.07 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| 2024-06-01 | 2024-06-01 | -0.05 | 0 |
| Metric | 11403569:btcusd:triple_med_gx:lsma50_140 | 11403569:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 8.17% | 18.93% |
| Worst Week | -6.63% | -12.33% |
| Best Month | 8.97% | 37.42% |
| Worst Month | -7.8% | -17.69% |
| Best Year | 2.74% | 38.02% |
| Worst Year | -2.54% | 16.76% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.96% | -1.0% |
| Avg. Up Week | 2.8% | 3.36% |
| Avg. Down Week | -2.59% | -4.47% |
| Avg. Up Month | 3.64% | 13.34% |
| Avg. Down Month | -3.35% | -9.25% |
| Win Days % | 49.66% | 51.86% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 46.88% | 56.36% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |