| Metric | 11371007:btcusd:triple_med_gx:lsma20_15 | 11371007:BTCUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 5.93% | 79.62% |
| Max Drawdown | -11.73% | -29.51% |
| Sharpe | 0.23 | 0.65 |
| Sortino | 0.43 | 0.96 |
| Payoff Ratio | 1.59 | 1.63 |
| Profit Factor | 1.22 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.63 | 0.94 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 90.2 | 2.45 |
| Outlier Loss Ratio | 3.74 | 2.31 |
| Volatility (ann.) | 6.65% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.45 | 2.33 |
| Skew | 10.78 | 0.2 |
| Kurtosis | 341.47 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.41% | 4.27% |
| Expected Yearly % | 2.92% | 34.02% |
| Kelly Criterion | -9.79% | 22.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.07% |
| Expected Shortfall (cVaR) | -0.57% | -2.07% |
| Year | 11371007:BTCUSD | 11371007:btcusd:triple_med_gx:lsma20_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 11.16 | 0.29 | - |
| 2025 | 30.14 | -4.70 | -0.16 | - |
| Metric | 11371007:btcusd:triple_med_gx:lsma20_15 | 11371007:BTCUSD |
|---|---|---|
| MTD | -1.69% | 13.36% |
| 3M | -1.35% | 45.08% |
| 6M | -4.7% | 28.47% |
| YTD | -4.7% | 30.14% |
| 1Y | 8.42% | 105.13% |
| 3Y (ann.) | 5.29% | 68.87% |
| 5Y (ann.) | 5.29% | 68.87% |
| Metric | 11371007:btcusd:triple_med_gx:lsma20_15 | 11371007:BTCUSD |
|---|---|---|
| Max Drawdown | -11.73% | -29.51% |
| Longest DD Days | 132.0 | 144.0 |
| Avg. Drawdown | -2.36% | -4.58% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | 0.51 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-02 | 2025-07-14 | -11.73 | 102 |
| 2024-10-21 | 2025-03-02 | -5.61 | 132 |
| 2024-06-17 | 2024-07-29 | -2.47 | 41 |
| 2024-09-27 | 2024-10-06 | -0.48 | 9 |
| 2024-08-08 | 2024-08-08 | -0.18 | 0 |
| 2024-09-09 | 2024-09-09 | -0.18 | 0 |
| 2024-09-19 | 2024-09-19 | -0.18 | 0 |
| 2025-03-24 | 2025-03-24 | -0.18 | 0 |
| 2025-03-14 | 2025-03-14 | -0.18 | 0 |
| Metric | 11371007:btcusd:triple_med_gx:lsma20_15 | 11371007:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -4.92% | -9.32% |
| Best Week | 8.94% | 18.93% |
| Worst Week | -5.67% | -12.33% |
| Best Month | 11.62% | 37.42% |
| Worst Month | -7.91% | -17.69% |
| Best Year | 11.16% | 38.02% |
| Worst Year | -4.7% | 30.14% |
| Avg. Up Day | 1.32% | 1.44% |
| Avg. Down Day | -0.83% | -0.88% |
| Avg. Up Week | 1.99% | 5.17% |
| Avg. Down Week | -2.66% | -2.97% |
| Avg. Up Month | 3.62% | 5.22% |
| Avg. Down Month | -2.23% | -12.52% |
| Win Days % | 32.56% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |