| Metric | 11371055:btcusd:triple_med_gx:lsma40_15 | 11371055:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 9.21% | 79.62% |
| Max Drawdown | -12.66% | -29.51% |
| Sharpe | 0.29 | 0.65 |
| Sortino | 0.43 | 0.96 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 0.92 | 1.08 |
| CPC Index | 0.61 | 0.63 |
| Tail Ratio | 0.81 | 0.98 |
| Outlier Win Ratio | 48.6 | 3.12 |
| Outlier Loss Ratio | 3.65 | 2.99 |
| Volatility (ann.) | 7.73% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.65 | 2.33 |
| Skew | -0.15 | 0.2 |
| Kurtosis | 38.92 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.63% | 4.27% |
| Expected Yearly % | 4.5% | 34.02% |
| Kelly Criterion | 0.21% | 8.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11371055:BTCUSD | 11371055:btcusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.10 | 0.16 | - |
| 2025 | 30.14 | 2.93 | 0.10 | - |
| Metric | 11371055:btcusd:triple_med_gx:lsma40_15 | 11371055:BTCUSD |
|---|---|---|
| MTD | 3.21% | 13.36% |
| 3M | 2.95% | 45.08% |
| 6M | 2.93% | 28.47% |
| YTD | 2.93% | 30.14% |
| 1Y | 3.04% | 105.13% |
| 3Y (ann.) | 8.2% | 68.87% |
| 5Y (ann.) | 8.2% | 68.87% |
| Metric | 11371055:btcusd:triple_med_gx:lsma40_15 | 11371055:BTCUSD |
|---|---|---|
| Max Drawdown | -12.66% | -29.51% |
| Longest DD Days | 271.0 | 144.0 |
| Avg. Drawdown | -3.33% | -4.58% |
| Avg. Drawdown Days | 46.0 | 14.0 |
| Recovery Factor | 0.73 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-05-22 | -12.66 | 271 |
| 2025-05-23 | 2025-07-14 | -7.57 | 52 |
| 2024-07-10 | 2024-08-23 | -3.66 | 44 |
| 2024-06-27 | 2024-06-30 | -2.29 | 3 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| 2024-07-08 | 2024-07-08 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371055:btcusd:triple_med_gx:lsma40_15 | 11371055:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.44% | 18.93% |
| Worst Week | -5.4% | -12.33% |
| Best Month | 6.14% | 37.42% |
| Worst Month | -4.56% | -17.69% |
| Best Year | 6.1% | 38.02% |
| Worst Year | 2.93% | 30.14% |
| Avg. Up Day | 0.91% | 0.93% |
| Avg. Down Day | -0.78% | -0.85% |
| Avg. Up Week | 1.89% | 5.18% |
| Avg. Down Week | -1.22% | -3.87% |
| Avg. Up Month | 2.04% | 14.8% |
| Avg. Down Month | -3.22% | -2.66% |
| Win Days % | 46.27% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |