| Metric | 11381767:btcusd:triple_med_gx:lsma40_70 | 11381767:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 7.94% | 61.52% |
| Max Drawdown | -13.92% | -29.51% |
| Sharpe | 0.24 | 0.59 |
| Sortino | 0.38 | 0.86 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.1 | 1.1 |
| Common Sense Ratio | 1.32 | 1.07 |
| CPC Index | 0.58 | 0.67 |
| Tail Ratio | 1.19 | 0.97 |
| Outlier Win Ratio | 36.21 | 3.11 |
| Outlier Loss Ratio | 3.9 | 2.95 |
| Volatility (ann.) | 9.72% | 25.2% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.55 | 2.02 |
| Skew | 3.67 | 0.21 |
| Kurtosis | 94.56 | 7.01 |
| Expected Daily % | 0.01% | 0.03% |
| Expected Monthly % | 0.59% | 3.76% |
| Expected Yearly % | 3.89% | 27.09% |
| Kelly Criterion | -2.37% | 11.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -2.13% |
| Expected Shortfall (cVaR) | -0.83% | -2.13% |
| Year | 11381767:BTCUSD | 11381767:btcusd:triple_med_gx:lsma40_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.83 | 0.07 | - |
| 2025 | 17.02 | 4.96 | 0.29 | - |
| Metric | 11381767:btcusd:triple_med_gx:lsma40_70 | 11381767:BTCUSD |
|---|---|---|
| MTD | -1.44% | 4.4% |
| 3M | 4.68% | 31.76% |
| 6M | -0.36% | 12.25% |
| YTD | 4.96% | 17.02% |
| 1Y | 7.91% | 57.19% |
| 3Y (ann.) | 7.72% | 59.47% |
| 5Y (ann.) | 7.72% | 59.47% |
| Metric | 11381767:btcusd:triple_med_gx:lsma40_70 | 11381767:BTCUSD |
|---|---|---|
| Max Drawdown | -13.92% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -4.15% | -4.82% |
| Avg. Drawdown Days | 37.0 | 14.0 |
| Recovery Factor | 0.57 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-06-11 | -13.92 | 200 |
| 2024-09-03 | 2024-11-22 | -9.85 | 79 |
| 2024-07-29 | 2024-08-08 | -5.47 | 10 |
| 2024-06-03 | 2024-07-29 | -3.75 | 55 |
| 2024-08-20 | 2024-08-21 | -3.50 | 1 |
| 2024-08-09 | 2024-08-20 | -2.17 | 11 |
| 2024-08-22 | 2024-09-02 | -1.92 | 11 |
| 2024-08-22 | 2024-08-22 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-11-22 | 2024-11-22 | -0.02 | 0 |
| Metric | 11381767:btcusd:triple_med_gx:lsma40_70 | 11381767:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.0% | 18.93% |
| Worst Week | -9.05% | -12.33% |
| Best Month | 10.2% | 37.42% |
| Worst Month | -9.07% | -17.69% |
| Best Year | 4.96% | 38.02% |
| Worst Year | 2.83% | 17.02% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.76% | -0.78% |
| Avg. Up Week | 3.59% | 5.42% |
| Avg. Down Week | -2.96% | -4.57% |
| Avg. Up Month | 4.0% | 17.28% |
| Avg. Down Month | -4.9% | -9.42% |
| Win Days % | 44.53% | 51.9% |
| Win Month % | 46.15% | 61.54% |
| Win Week % | 41.18% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |