| Metric | 11371022:btcusd:triple_med_gx:lsma40_15 | 11371022:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -7.1% | 79.62% |
| Max Drawdown | -25.37% | -29.51% |
| Sharpe | -0.16 | 0.65 |
| Sortino | -0.21 | 0.96 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.79 | 1.08 |
| CPC Index | 0.43 | 0.62 |
| Tail Ratio | 0.85 | 0.98 |
| Outlier Win Ratio | 47.69 | 3.11 |
| Outlier Loss Ratio | 3.77 | 3.1 |
| Volatility (ann.) | 8.27% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.25 | 2.33 |
| Skew | -1.27 | 0.2 |
| Kurtosis | 40.85 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.52% | 4.27% |
| Expected Yearly % | -3.61% | 34.02% |
| Kelly Criterion | -10.45% | 6.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.07% |
| Expected Shortfall (cVaR) | -0.72% | -2.07% |
| Year | 11371022:BTCUSD | 11371022:btcusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.43 | 0.04 | - |
| 2025 | 30.14 | -8.41 | -0.28 | - |
| Metric | 11371022:btcusd:triple_med_gx:lsma40_15 | 11371022:BTCUSD |
|---|---|---|
| MTD | -1.62% | 13.36% |
| 3M | 10.58% | 45.08% |
| 6M | -8.41% | 28.47% |
| YTD | -8.41% | 30.14% |
| 1Y | -9.85% | 105.13% |
| 3Y (ann.) | -6.37% | 68.87% |
| 5Y (ann.) | -6.37% | 68.87% |
| Metric | 11371022:btcusd:triple_med_gx:lsma40_15 | 11371022:BTCUSD |
|---|---|---|
| Max Drawdown | -25.37% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -6.11% | -4.58% |
| Avg. Drawdown Days | 64.0 | 14.0 |
| Recovery Factor | -0.28 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-07-14 | -25.37 | 200 |
| 2024-07-10 | 2024-12-15 | -7.52 | 158 |
| 2024-06-04 | 2024-06-30 | -2.52 | 26 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-07-08 | 2024-07-08 | -0.18 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11371022:btcusd:triple_med_gx:lsma40_15 | 11371022:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.97% | 18.93% |
| Worst Week | -7.78% | -12.33% |
| Best Month | 8.53% | 37.42% |
| Worst Month | -10.08% | -17.69% |
| Best Year | 1.43% | 38.02% |
| Worst Year | -8.41% | 30.14% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.8% | -0.82% |
| Avg. Up Week | 2.31% | 5.24% |
| Avg. Down Week | -2.37% | -3.82% |
| Avg. Up Month | 3.45% | 19.81% |
| Avg. Down Month | -4.48% | -7.67% |
| Win Days % | 43.04% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 43.24% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |