| Metric | 11370278:btcusd:triple_med_gx:lsma40_10 | 11370278:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 26.97% | 79.62% |
| Max Drawdown | -10.49% | -29.51% |
| Sharpe | 0.57 | 0.65 |
| Sortino | 0.91 | 0.96 |
| Payoff Ratio | 1.22 | 1.23 |
| Profit Factor | 1.23 | 1.11 |
| Common Sense Ratio | 1.91 | 1.08 |
| CPC Index | 0.69 | 0.71 |
| Tail Ratio | 1.56 | 0.98 |
| Outlier Win Ratio | 27.93 | 3.18 |
| Outlier Loss Ratio | 4.37 | 3.18 |
| Volatility (ann.) | 10.26% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.27 | 2.33 |
| Skew | 2.91 | 0.2 |
| Kurtosis | 71.04 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.72% | 4.27% |
| Expected Yearly % | 12.68% | 34.02% |
| Kelly Criterion | 1.9% | 12.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11370278:BTCUSD | 11370278:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 10.78 | 0.28 | - |
| 2025 | 30.14 | 14.61 | 0.48 | - |
| Metric | 11370278:btcusd:triple_med_gx:lsma40_10 | 11370278:BTCUSD |
|---|---|---|
| MTD | -1.92% | 13.36% |
| 3M | 4.08% | 45.08% |
| 6M | 10.41% | 28.47% |
| YTD | 14.61% | 30.14% |
| 1Y | 30.45% | 105.13% |
| 3Y (ann.) | 23.82% | 68.87% |
| 5Y (ann.) | 23.82% | 68.87% |
| Metric | 11370278:btcusd:triple_med_gx:lsma40_10 | 11370278:BTCUSD |
|---|---|---|
| Max Drawdown | -10.49% | -29.51% |
| Longest DD Days | 59.0 | 144.0 |
| Avg. Drawdown | -2.84% | -4.58% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | 2.57 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-04-22 | -10.49 | 50 |
| 2025-06-03 | 2025-07-14 | -10.30 | 40 |
| 2024-06-16 | 2024-08-08 | -10.24 | 53 |
| 2024-08-09 | 2024-10-07 | -9.24 | 59 |
| 2025-01-30 | 2025-03-02 | -5.39 | 31 |
| 2024-11-23 | 2024-12-15 | -4.08 | 22 |
| 2024-12-26 | 2025-01-02 | -3.79 | 7 |
| 2024-10-07 | 2024-10-14 | -2.52 | 6 |
| 2025-04-23 | 2025-05-08 | -1.88 | 15 |
| 2025-01-16 | 2025-01-30 | -1.50 | 14 |
| Metric | 11370278:btcusd:triple_med_gx:lsma40_10 | 11370278:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.27% | 18.93% |
| Worst Week | -5.81% | -12.33% |
| Best Month | 9.07% | 37.42% |
| Worst Month | -6.87% | -17.69% |
| Best Year | 14.61% | 38.02% |
| Worst Year | 10.78% | 30.14% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.72% | -0.73% |
| Avg. Up Week | 2.9% | 5.77% |
| Avg. Down Week | -1.91% | -4.4% |
| Avg. Up Month | 5.39% | 15.1% |
| Avg. Down Month | -0.89% | -10.46% |
| Win Days % | 46.0% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 51.11% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |