| Metric | 11375405:btcusd:triple_med_gx:lsma30_40 | 11375405:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -2.71% | 79.62% |
| Max Drawdown | -13.81% | -29.51% |
| Sharpe | -0.05 | 0.65 |
| Sortino | -0.07 | 0.96 |
| Payoff Ratio | 1.18 | 0.97 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.48 | 0.56 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 70.23 | 2.89 |
| Outlier Loss Ratio | 3.51 | 2.74 |
| Volatility (ann.) | 6.97% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.18 | 2.33 |
| Skew | -2.29 | 0.2 |
| Kurtosis | 101.45 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.2% | 4.27% |
| Expected Yearly % | -1.36% | 34.02% |
| Kelly Criterion | -8.03% | 2.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11375405:BTCUSD | 11375405:btcusd:triple_med_gx:lsma30_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.14 | -0.03 | - |
| 2025 | 30.14 | -1.59 | -0.05 | - |
| Metric | 11375405:btcusd:triple_med_gx:lsma30_40 | 11375405:BTCUSD |
|---|---|---|
| MTD | 7.34% | 13.36% |
| 3M | 8.17% | 45.08% |
| 6M | -3.75% | 28.47% |
| YTD | -1.59% | 30.14% |
| 1Y | -1.03% | 105.13% |
| 3Y (ann.) | -2.43% | 68.87% |
| 5Y (ann.) | -2.43% | 68.87% |
| Metric | 11375405:btcusd:triple_med_gx:lsma30_40 | 11375405:BTCUSD |
|---|---|---|
| Max Drawdown | -13.81% | -29.51% |
| Longest DD Days | 290.0 | 144.0 |
| Avg. Drawdown | -5.42% | -4.58% |
| Avg. Drawdown Days | 99.0 | 14.0 |
| Recovery Factor | -0.2 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-26 | 2025-07-14 | -13.81 | 290 |
| 2024-06-10 | 2024-09-09 | -5.21 | 90 |
| 2024-09-10 | 2024-09-26 | -2.32 | 16 |
| 2024-06-10 | 2024-06-10 | -0.34 | 0 |
| Metric | 11375405:btcusd:triple_med_gx:lsma30_40 | 11375405:BTCUSD |
|---|---|---|
| Best Day | 4.78% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 4.09% | 18.93% |
| Worst Week | -4.27% | -12.33% |
| Best Month | 7.34% | 37.42% |
| Worst Month | -5.33% | -17.69% |
| Best Year | -1.14% | 38.02% |
| Worst Year | -1.59% | 30.14% |
| Avg. Up Day | 0.9% | 0.94% |
| Avg. Down Day | -0.76% | -0.97% |
| Avg. Up Week | 1.93% | 6.1% |
| Avg. Down Week | -2.07% | -2.66% |
| Avg. Up Month | 3.21% | 8.92% |
| Avg. Down Month | -3.12% | -7.59% |
| Win Days % | 41.5% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 48.48% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |