| Metric | 11370285:btcusd:triple_med_gx:lsma40_10 | 11370285:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 3.72% | 79.62% |
| Max Drawdown | -21.22% | -29.51% |
| Sharpe | 0.13 | 0.65 |
| Sortino | 0.2 | 0.96 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.05 | 1.11 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.54 | 0.65 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 33.42 | 3.16 |
| Outlier Loss Ratio | 3.88 | 3.16 |
| Volatility (ann.) | 10.14% | 24.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.16 | 2.33 |
| Skew | 2.65 | 0.2 |
| Kurtosis | 78.01 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.26% | 4.27% |
| Expected Yearly % | 1.84% | 34.02% |
| Kelly Criterion | -2.97% | 9.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -2.07% |
| Expected Shortfall (cVaR) | -0.87% | -2.07% |
| Year | 11370285:BTCUSD | 11370285:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 8.04 | 0.21 | - |
| 2025 | 30.14 | -4.00 | -0.13 | - |
| Metric | 11370285:btcusd:triple_med_gx:lsma40_10 | 11370285:BTCUSD |
|---|---|---|
| MTD | -1.92% | 13.36% |
| 3M | 3.39% | 45.08% |
| 6M | -7.3% | 28.47% |
| YTD | -4.0% | 30.14% |
| 1Y | 10.54% | 105.13% |
| 3Y (ann.) | 3.32% | 68.87% |
| 5Y (ann.) | 3.32% | 68.87% |
| Metric | 11370285:btcusd:triple_med_gx:lsma40_10 | 11370285:BTCUSD |
|---|---|---|
| Max Drawdown | -21.22% | -29.51% |
| Longest DD Days | 133.0 | 144.0 |
| Avg. Drawdown | -3.82% | -4.58% |
| Avg. Drawdown Days | 24.0 | 14.0 |
| Recovery Factor | 0.18 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-14 | -21.22 | 133 |
| 2024-06-16 | 2024-10-06 | -12.04 | 112 |
| 2025-01-16 | 2025-03-02 | -8.84 | 45 |
| 2024-12-26 | 2025-01-15 | -5.58 | 20 |
| 2024-10-07 | 2024-10-28 | -2.99 | 21 |
| 2024-11-23 | 2024-12-13 | -1.61 | 20 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| Metric | 11370285:btcusd:triple_med_gx:lsma40_10 | 11370285:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.43% | 18.93% |
| Worst Week | -4.57% | -12.33% |
| Best Month | 6.65% | 37.42% |
| Worst Month | -7.14% | -17.69% |
| Best Year | 8.04% | 38.02% |
| Worst Year | -4.0% | 30.14% |
| Avg. Up Day | 0.88% | 0.9% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 2.59% | 6.2% |
| Avg. Down Week | -2.42% | -4.04% |
| Avg. Up Month | 3.62% | 15.1% |
| Avg. Down Month | -3.23% | -9.04% |
| Win Days % | 45.03% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 47.5% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |