| Metric | 11370300:btcusd:triple_med_gx:lsma40_10 | 11370300:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 1.28% | 79.62% |
| Max Drawdown | -22.71% | -29.51% |
| Sharpe | 0.08 | 0.65 |
| Sortino | 0.12 | 0.96 |
| Payoff Ratio | 1.27 | 1.25 |
| Profit Factor | 1.03 | 1.11 |
| Common Sense Ratio | 1.41 | 1.08 |
| CPC Index | 0.54 | 0.72 |
| Tail Ratio | 1.36 | 0.98 |
| Outlier Win Ratio | 40.83 | 3.21 |
| Outlier Loss Ratio | 3.98 | 3.16 |
| Volatility (ann.) | 9.56% | 24.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.05 | 2.33 |
| Skew | 3.25 | 0.2 |
| Kurtosis | 95.98 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.09% | 4.27% |
| Expected Yearly % | 0.64% | 34.02% |
| Kelly Criterion | -4.66% | 13.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.82% | -2.07% |
| Expected Shortfall (cVaR) | -0.82% | -2.07% |
| Year | 11370300:BTCUSD | 11370300:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 6.05 | 0.16 | - |
| 2025 | 30.14 | -4.50 | -0.15 | - |
| Metric | 11370300:btcusd:triple_med_gx:lsma40_10 | 11370300:BTCUSD |
|---|---|---|
| MTD | -2.27% | 13.36% |
| 3M | 8.43% | 45.08% |
| 6M | -4.5% | 28.47% |
| YTD | -4.5% | 30.14% |
| 1Y | 2.54% | 105.13% |
| 3Y (ann.) | 1.14% | 68.87% |
| 5Y (ann.) | 1.14% | 68.87% |
| Metric | 11370300:btcusd:triple_med_gx:lsma40_10 | 11370300:BTCUSD |
|---|---|---|
| Max Drawdown | -22.71% | -29.51% |
| Longest DD Days | 133.0 | 144.0 |
| Avg. Drawdown | -3.13% | -4.58% |
| Avg. Drawdown Days | 22.0 | 14.0 |
| Recovery Factor | 0.06 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-14 | -22.71 | 133 |
| 2025-01-16 | 2025-03-02 | -6.37 | 45 |
| 2024-07-07 | 2024-08-08 | -6.19 | 32 |
| 2024-08-09 | 2024-11-07 | -5.77 | 90 |
| 2024-12-26 | 2025-01-15 | -3.79 | 20 |
| 2024-06-27 | 2024-06-30 | -2.29 | 3 |
| 2024-12-12 | 2024-12-13 | -1.73 | 0 |
| 2024-11-23 | 2024-12-12 | -1.09 | 19 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| Metric | 11370300:btcusd:triple_med_gx:lsma40_10 | 11370300:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 7.74% | 18.93% |
| Worst Week | -4.95% | -12.33% |
| Best Month | 10.5% | 37.42% |
| Worst Month | -6.81% | -17.69% |
| Best Year | 6.05% | 38.02% |
| Worst Year | -4.5% | 30.14% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.77% | -0.8% |
| Avg. Up Week | 2.85% | 6.01% |
| Avg. Down Week | -2.14% | -3.19% |
| Avg. Up Month | 3.24% | 16.65% |
| Avg. Down Month | -3.09% | -9.89% |
| Win Days % | 41.37% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 43.24% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |