| Metric | 11370347:btcusd:triple_med_gx:lsma40_10 | 11370347:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -11.68% | 79.62% |
| Max Drawdown | -22.65% | -29.51% |
| Sharpe | -0.32 | 0.65 |
| Sortino | -0.41 | 0.96 |
| Payoff Ratio | 0.98 | 0.98 |
| Profit Factor | 0.87 | 1.11 |
| Common Sense Ratio | 0.3 | 1.08 |
| CPC Index | 0.36 | 0.57 |
| Tail Ratio | 0.35 | 0.98 |
| Outlier Win Ratio | 55.28 | 3.06 |
| Outlier Loss Ratio | 3.52 | 2.99 |
| Volatility (ann.) | 7.74% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.46 | 2.33 |
| Skew | -2.79 | 0.2 |
| Kurtosis | 47.23 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.88% | 4.27% |
| Expected Yearly % | -6.02% | 34.02% |
| Kelly Criterion | -15.36% | 2.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.67% | -2.07% |
| Expected Shortfall (cVaR) | -0.67% | -2.07% |
| Year | 11370347:BTCUSD | 11370347:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -10.75 | -0.28 | - |
| 2025 | 30.14 | -1.04 | -0.03 | - |
| Metric | 11370347:btcusd:triple_med_gx:lsma40_10 | 11370347:BTCUSD |
|---|---|---|
| MTD | 4.23% | 13.36% |
| 3M | 7.16% | 45.08% |
| 6M | -1.04% | 28.47% |
| YTD | -1.04% | 30.14% |
| 1Y | -6.41% | 105.13% |
| 3Y (ann.) | -10.51% | 68.87% |
| 5Y (ann.) | -10.51% | 68.87% |
| Metric | 11370347:btcusd:triple_med_gx:lsma40_10 | 11370347:BTCUSD |
|---|---|---|
| Max Drawdown | -22.65% | -29.51% |
| Longest DD Days | 403.0 | 144.0 |
| Avg. Drawdown | -7.65% | -4.58% |
| Avg. Drawdown Days | 134.0 | 14.0 |
| Recovery Factor | -0.52 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-14 | -22.65 | 403 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11370347:btcusd:triple_med_gx:lsma40_10 | 11370347:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 4.58% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 4.58% | 37.42% |
| Worst Month | -9.76% | -17.69% |
| Best Year | -1.04% | 38.02% |
| Worst Year | -10.75% | 30.14% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 1.39% | 4.78% |
| Avg. Down Week | -2.34% | -2.99% |
| Avg. Up Month | 2.48% | 14.15% |
| Avg. Down Month | -4.15% | -5.35% |
| Win Days % | 42.93% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 54.55% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 100.0% |