| Metric | 11370409:btcusd:triple_med_gx:lsma40_10 | 11370409:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 3.47% | 79.62% |
| Max Drawdown | -14.72% | -29.51% |
| Sharpe | 0.14 | 0.65 |
| Sortino | 0.18 | 0.96 |
| Payoff Ratio | 1.08 | 1.02 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.21 | 1.08 |
| CPC Index | 0.53 | 0.59 |
| Tail Ratio | 1.14 | 0.98 |
| Outlier Win Ratio | 48.35 | 3.09 |
| Outlier Loss Ratio | 3.55 | 2.77 |
| Volatility (ann.) | 7.7% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.21 | 2.33 |
| Skew | -2.51 | 0.2 |
| Kurtosis | 46.75 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.24% | 4.27% |
| Expected Yearly % | 1.72% | 34.02% |
| Kelly Criterion | -3.81% | 4.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11370409:BTCUSD | 11370409:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.72 | -0.15 | - |
| 2025 | 30.14 | 9.76 | 0.32 | - |
| Metric | 11370409:btcusd:triple_med_gx:lsma40_10 | 11370409:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 8.18% | 45.08% |
| 6M | 7.1% | 28.47% |
| YTD | 9.76% | 30.14% |
| 1Y | 7.6% | 105.13% |
| 3Y (ann.) | 3.1% | 68.87% |
| 5Y (ann.) | 3.1% | 68.87% |
| Metric | 11370409:btcusd:triple_med_gx:lsma40_10 | 11370409:BTCUSD |
|---|---|---|
| Max Drawdown | -14.72% | -29.51% |
| Longest DD Days | 222.0 | 144.0 |
| Avg. Drawdown | -3.99% | -4.58% |
| Avg. Drawdown Days | 57.0 | 14.0 |
| Recovery Factor | 0.24 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-06-09 | -14.72 | 144 |
| 2024-06-07 | 2025-01-15 | -9.76 | 222 |
| 2025-06-10 | 2025-06-25 | -1.21 | 15 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2025-06-26 | 2025-07-14 | -0.82 | 18 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2025-06-25 | 2025-06-26 | -0.06 | 0 |
| Metric | 11370409:btcusd:triple_med_gx:lsma40_10 | 11370409:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.01% | 18.93% |
| Worst Week | -7.92% | -12.33% |
| Best Month | 5.97% | 37.42% |
| Worst Month | -5.41% | -17.69% |
| Best Year | 9.76% | 38.02% |
| Worst Year | -5.72% | 30.14% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.75% | -0.82% |
| Avg. Up Week | 1.73% | 4.95% |
| Avg. Down Week | -1.23% | -4.12% |
| Avg. Up Month | 3.28% | 13.29% |
| Avg. Down Month | -3.6% | -7.93% |
| Win Days % | 46.19% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 57.58% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |