| Metric | 11371068:btcusd:triple_med_gx:lsma40_15 | 11371068:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 1.56% | 79.62% |
| Max Drawdown | -16.31% | -29.51% |
| Sharpe | 0.08 | 0.65 |
| Sortino | 0.11 | 0.96 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.04 | 1.11 |
| Common Sense Ratio | 0.03 | 1.08 |
| CPC Index | 0.52 | 0.64 |
| Tail Ratio | 0.03 | 0.98 |
| Outlier Win Ratio | 56.77 | 3.06 |
| Outlier Loss Ratio | 3.39 | 2.8 |
| Volatility (ann.) | 7.27% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.09 | 2.33 |
| Skew | -1.79 | 0.2 |
| Kurtosis | 47.63 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.11% | 4.27% |
| Expected Yearly % | 0.78% | 34.02% |
| Kelly Criterion | -4.14% | 8.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -2.07% |
| Expected Shortfall (cVaR) | -0.62% | -2.07% |
| Year | 11371068:BTCUSD | 11371068:btcusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -4.77 | -0.13 | - |
| 2025 | 30.14 | 6.65 | 0.22 | - |
| Metric | 11371068:btcusd:triple_med_gx:lsma40_15 | 11371068:BTCUSD |
|---|---|---|
| MTD | 5.75% | 13.36% |
| 3M | 7.0% | 45.08% |
| 6M | 6.65% | 28.47% |
| YTD | 6.65% | 30.14% |
| 1Y | -0.36% | 105.13% |
| 3Y (ann.) | 1.4% | 68.87% |
| 5Y (ann.) | 1.4% | 68.87% |
| Metric | 11371068:btcusd:triple_med_gx:lsma40_15 | 11371068:BTCUSD |
|---|---|---|
| Max Drawdown | -16.31% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -3.39% | -4.58% |
| Avg. Drawdown Days | 66.0 | 14.0 |
| Recovery Factor | 0.1 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-14 | -16.31 | 369 |
| 2024-06-05 | 2024-06-30 | -3.42 | 25 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-07-08 | 2024-07-08 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371068:btcusd:triple_med_gx:lsma40_15 | 11371068:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 5.75% | 18.93% |
| Worst Week | -5.21% | -12.33% |
| Best Month | 5.75% | 37.42% |
| Worst Month | -6.18% | -17.69% |
| Best Year | 6.65% | 38.02% |
| Worst Year | -4.77% | 30.14% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.79% | -0.81% |
| Avg. Up Week | 1.51% | 4.43% |
| Avg. Down Week | -1.56% | -3.38% |
| Avg. Up Month | 2.41% | 14.8% |
| Avg. Down Month | -3.77% | -4.68% |
| Win Days % | 45.3% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 53.33% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |