| Metric | 11379430:btcusd:triple_med_gx:lsma40_60 | 11379430:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -10.15% | 79.62% |
| Max Drawdown | -19.19% | -29.51% |
| Sharpe | -0.28 | 0.65 |
| Sortino | -0.4 | 0.96 |
| Payoff Ratio | 1.18 | 1.08 |
| Profit Factor | 0.89 | 1.11 |
| Common Sense Ratio | 0.54 | 1.08 |
| CPC Index | 0.42 | 0.62 |
| Tail Ratio | 0.6 | 0.98 |
| Outlier Win Ratio | 50.56 | 2.98 |
| Outlier Loss Ratio | 4.15 | 2.92 |
| Volatility (ann.) | 7.58% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.48 | 2.33 |
| Skew | 0.39 | 0.2 |
| Kurtosis | 42.02 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.76% | 4.27% |
| Expected Yearly % | -5.21% | 34.02% |
| Kelly Criterion | -10.68% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11379430:BTCUSD | 11379430:btcusd:triple_med_gx:lsma40_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.58 | -0.28 | - |
| 2025 | 30.14 | 0.48 | 0.02 | - |
| Metric | 11379430:btcusd:triple_med_gx:lsma40_60 | 11379430:BTCUSD |
|---|---|---|
| MTD | -1.22% | 13.36% |
| 3M | 4.83% | 45.08% |
| 6M | 0.48% | 28.47% |
| YTD | 0.48% | 30.14% |
| 1Y | -8.57% | 105.13% |
| 3Y (ann.) | -9.13% | 68.87% |
| 5Y (ann.) | -9.13% | 68.87% |
| Metric | 11379430:btcusd:triple_med_gx:lsma40_60 | 11379430:BTCUSD |
|---|---|---|
| Max Drawdown | -19.19% | -29.51% |
| Longest DD Days | 405.0 | 144.0 |
| Avg. Drawdown | -9.68% | -4.58% |
| Avg. Drawdown Days | 202.0 | 14.0 |
| Recovery Factor | -0.53 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-07-14 | -19.19 | 405 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 11379430:btcusd:triple_med_gx:lsma40_60 | 11379430:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 7.21% | 18.93% |
| Worst Week | -7.05% | -12.33% |
| Best Month | 12.36% | 37.42% |
| Worst Month | -7.69% | -17.69% |
| Best Year | 0.48% | 38.02% |
| Worst Year | -10.58% | 30.14% |
| Avg. Up Day | 0.79% | 0.82% |
| Avg. Down Day | -0.67% | -0.76% |
| Avg. Up Week | 2.73% | 5.67% |
| Avg. Down Week | -2.64% | -5.28% |
| Avg. Up Month | 5.54% | 18.38% |
| Avg. Down Month | -2.77% | -7.59% |
| Win Days % | 40.0% | 51.93% |
| Win Month % | 35.71% | 64.29% |
| Win Week % | 37.5% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |