| Metric | 11404856:btcusd:triple_med_gx:lsma40_145 | 11404856:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 0.95% | 29.45% |
| Max Drawdown | -17.1% | -28.38% |
| Sharpe | 0.08 | 0.43 |
| Sortino | 0.13 | 0.62 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.03 | 1.07 |
| Common Sense Ratio | 1.06 | 0.99 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | 1.04 | 0.93 |
| Outlier Win Ratio | 27.57 | 3.01 |
| Outlier Loss Ratio | 3.92 | 3.0 |
| Volatility (ann.) | 10.68% | 26.19% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.07 | 1.31 |
| Skew | 3.95 | 0.13 |
| Kurtosis | 76.62 | 6.49 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.09% | 2.61% |
| Expected Yearly % | 0.47% | 13.77% |
| Kelly Criterion | -2.99% | 5.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.92% | -2.22% |
| Expected Shortfall (cVaR) | -0.92% | -2.22% |
| Year | 11404856:BTCUSD | 11404856:btcusd:triple_med_gx:lsma40_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.39 | 0.04 | - |
| 2025 | -6.21 | -0.44 | 0.07 | + |
| Metric | 11404856:btcusd:triple_med_gx:lsma40_145 | 11404856:BTCUSD |
|---|---|---|
| MTD | 6.78% | 3.86% |
| 3M | -5.63% | -7.61% |
| 6M | -7.29% | 38.23% |
| YTD | -0.44% | -6.21% |
| 1Y | 0.95% | 29.45% |
| 3Y (ann.) | 1.16% | 37.18% |
| 5Y (ann.) | 1.16% | 37.18% |
| Metric | 11404856:btcusd:triple_med_gx:lsma40_145 | 11404856:BTCUSD |
|---|---|---|
| Max Drawdown | -17.1% | -28.38% |
| Longest DD Days | 203.0 | 144.0 |
| Avg. Drawdown | -3.67% | -4.56% |
| Avg. Drawdown Days | 33.0 | 12.0 |
| Recovery Factor | 0.06 | 1.04 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-03-26 | -17.10 | 203 |
| 2024-06-05 | 2024-07-09 | -6.05 | 34 |
| 2024-08-09 | 2024-09-02 | -5.07 | 24 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-08-08 | 2024-08-08 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11404856:btcusd:triple_med_gx:lsma40_145 | 11404856:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -3.65% | -9.32% |
| Best Week | 5.97% | 18.93% |
| Worst Week | -9.05% | -12.33% |
| Best Month | 6.78% | 37.42% |
| Worst Month | -10.1% | -17.69% |
| Best Year | 1.39% | 38.02% |
| Worst Year | -0.44% | -6.21% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.76% | -0.76% |
| Avg. Up Week | 2.06% | 5.47% |
| Avg. Down Week | -2.77% | -3.96% |
| Avg. Up Month | 3.62% | 13.52% |
| Avg. Down Month | -8.38% | -10.46% |
| Win Days % | 47.12% | 51.34% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 53.57% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |