| Metric | 11371783:btcusd:triple_med_gx:lsma40_20 | 11371783:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -13.67% | 79.62% |
| Max Drawdown | -24.11% | -29.51% |
| Sharpe | -0.37 | 0.65 |
| Sortino | -0.49 | 0.96 |
| Payoff Ratio | 1.03 | 1.03 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | 0.84 | 1.08 |
| CPC Index | 0.38 | 0.59 |
| Tail Ratio | 0.97 | 0.98 |
| Outlier Win Ratio | 44.54 | 3.0 |
| Outlier Loss Ratio | 3.79 | 3.03 |
| Volatility (ann.) | 8.02% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.51 | 2.33 |
| Skew | -1.58 | 0.2 |
| Kurtosis | 38.23 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -1.04% | 4.27% |
| Expected Yearly % | -7.09% | 34.02% |
| Kelly Criterion | -13.28% | 5.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -2.07% |
| Expected Shortfall (cVaR) | -0.7% | -2.07% |
| Year | 11371783:BTCUSD | 11371783:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.85 | -0.08 | - |
| 2025 | 30.14 | -11.14 | -0.37 | - |
| Metric | 11371783:btcusd:triple_med_gx:lsma40_20 | 11371783:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 4.02% | 45.08% |
| 6M | -13.25% | 28.47% |
| YTD | -11.14% | 30.14% |
| 1Y | -11.39% | 105.13% |
| 3Y (ann.) | -12.32% | 68.87% |
| 5Y (ann.) | -12.32% | 68.87% |
| Metric | 11371783:btcusd:triple_med_gx:lsma40_20 | 11371783:BTCUSD |
|---|---|---|
| Max Drawdown | -24.11% | -29.51% |
| Longest DD Days | 179.0 | 144.0 |
| Avg. Drawdown | -7.96% | -4.58% |
| Avg. Drawdown Days | 64.0 | 14.0 |
| Recovery Factor | -0.57 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-14 | -24.11 | 179 |
| 2024-07-10 | 2024-11-07 | -7.94 | 120 |
| 2024-12-26 | 2025-01-15 | -5.58 | 20 |
| 2024-11-08 | 2024-12-25 | -5.58 | 46 |
| 2024-06-17 | 2024-07-10 | -3.94 | 22 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| Metric | 11371783:btcusd:triple_med_gx:lsma40_20 | 11371783:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.43% | 18.93% |
| Worst Week | -11.19% | -12.33% |
| Best Month | 4.58% | 37.42% |
| Worst Month | -12.32% | -17.69% |
| Best Year | -2.85% | 38.02% |
| Worst Year | -11.14% | 30.14% |
| Avg. Up Day | 0.78% | 0.81% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 1.75% | 6.15% |
| Avg. Down Week | -2.0% | -4.59% |
| Avg. Up Month | 2.18% | 15.1% |
| Avg. Down Month | -4.34% | -7.82% |
| Win Days % | 42.64% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 45.0% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |