| Metric | 11370334:btcusd:triple_med_gx:lsma40_10 | 11370334:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -1.94% | 79.62% |
| Max Drawdown | -16.5% | -29.51% |
| Sharpe | -0.02 | 0.65 |
| Sortino | -0.02 | 0.96 |
| Payoff Ratio | 1.02 | 1.04 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 0.81 | 1.08 |
| CPC Index | 0.46 | 0.6 |
| Tail Ratio | 0.82 | 0.98 |
| Outlier Win Ratio | 49.72 | 3.1 |
| Outlier Loss Ratio | 3.57 | 2.99 |
| Volatility (ann.) | 7.86% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.11 | 2.33 |
| Skew | -1.66 | 0.2 |
| Kurtosis | 42.22 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.14% | 4.27% |
| Expected Yearly % | -0.98% | 34.02% |
| Kelly Criterion | -8.4% | 5.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11370334:BTCUSD | 11370334:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.18 | -0.00 | - |
| 2025 | 30.14 | -1.77 | -0.06 | - |
| Metric | 11370334:btcusd:triple_med_gx:lsma40_10 | 11370334:BTCUSD |
|---|---|---|
| MTD | 5.7% | 13.36% |
| 3M | 6.53% | 45.08% |
| 6M | -1.77% | 28.47% |
| YTD | -1.77% | 30.14% |
| 1Y | -1.82% | 105.13% |
| 3Y (ann.) | -1.74% | 68.87% |
| 5Y (ann.) | -1.74% | 68.87% |
| Metric | 11370334:btcusd:triple_med_gx:lsma40_10 | 11370334:BTCUSD |
|---|---|---|
| Max Drawdown | -16.5% | -29.51% |
| Longest DD Days | 372.0 | 144.0 |
| Avg. Drawdown | -3.23% | -4.58% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | -0.12 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-07-14 | -16.50 | 372 |
| 2024-06-27 | 2024-06-30 | -2.29 | 3 |
| 2024-06-26 | 2024-06-27 | -0.29 | 0 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370334:btcusd:triple_med_gx:lsma40_10 | 11370334:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.7% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 5.7% | 37.42% |
| Worst Month | -8.77% | -17.69% |
| Best Year | -0.18% | 38.02% |
| Worst Year | -1.77% | 30.14% |
| Avg. Up Day | 0.84% | 0.87% |
| Avg. Down Day | -0.83% | -0.83% |
| Avg. Up Week | 2.03% | 6.22% |
| Avg. Down Week | -1.68% | -3.54% |
| Avg. Up Month | 2.85% | 15.79% |
| Avg. Down Month | -5.94% | -2.66% |
| Win Days % | 45.33% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 48.57% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |