| Metric | 11376430:btcusd:triple_med_gx:lsma20_45 | 11376430:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 10.99% | 79.62% |
| Max Drawdown | -10.54% | -29.51% |
| Sharpe | 0.29 | 0.65 |
| Sortino | 0.44 | 0.96 |
| Payoff Ratio | 1.24 | 1.08 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 1.75 | 1.08 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 1.55 | 0.98 |
| Outlier Win Ratio | 36.03 | 3.09 |
| Outlier Loss Ratio | 3.78 | 2.98 |
| Volatility (ann.) | 9.65% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.93 | 2.33 |
| Skew | 1.73 | 0.2 |
| Kurtosis | 71.33 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.75% | 4.27% |
| Expected Yearly % | 5.35% | 34.02% |
| Kelly Criterion | 1.98% | 7.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11376430:BTCUSD | 11376430:btcusd:triple_med_gx:lsma20_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 3.67 | 0.10 | - |
| 2025 | 30.14 | 7.06 | 0.23 | - |
| Metric | 11376430:btcusd:triple_med_gx:lsma20_45 | 11376430:BTCUSD |
|---|---|---|
| MTD | 2.11% | 13.36% |
| 3M | 4.69% | 45.08% |
| 6M | 6.64% | 28.47% |
| YTD | 7.06% | 30.14% |
| 1Y | 18.98% | 105.13% |
| 3Y (ann.) | 9.78% | 68.87% |
| 5Y (ann.) | 9.78% | 68.87% |
| Metric | 11376430:btcusd:triple_med_gx:lsma20_45 | 11376430:BTCUSD |
|---|---|---|
| Max Drawdown | -10.54% | -29.51% |
| Longest DD Days | 149.0 | 144.0 |
| Avg. Drawdown | -3.15% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | 1.04 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2024-09-19 | -10.54 | 100 |
| 2024-10-11 | 2025-03-10 | -9.80 | 149 |
| 2025-03-10 | 2025-07-02 | -7.97 | 114 |
| 2024-09-25 | 2024-09-26 | -1.28 | 1 |
| 2025-07-04 | 2025-07-14 | -0.83 | 10 |
| 2024-06-09 | 2024-06-10 | -0.30 | 0 |
| 2025-07-02 | 2025-07-03 | -0.30 | 0 |
| 2024-09-27 | 2024-10-11 | -0.30 | 13 |
| 2024-06-09 | 2024-06-09 | -0.18 | 0 |
| 2025-07-03 | 2025-07-03 | -0.03 | 0 |
| Metric | 11376430:btcusd:triple_med_gx:lsma20_45 | 11376430:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 5.44% | 18.93% |
| Worst Week | -3.2% | -12.33% |
| Best Month | 13.35% | 37.42% |
| Worst Month | -4.48% | -17.69% |
| Best Year | 7.06% | 38.02% |
| Worst Year | 3.67% | 30.14% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.72% | -0.84% |
| Avg. Up Week | 2.39% | 3.74% |
| Avg. Down Week | -1.68% | -5.04% |
| Avg. Up Month | 5.29% | 8.21% |
| Avg. Down Month | -2.97% | -4.72% |
| Win Days % | 45.76% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 53.85% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |