| Metric | 11370466:btcusd:triple_med_gx:lsma40_10 | 11370466:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -5.94% | 79.62% |
| Max Drawdown | -19.17% | -29.51% |
| Sharpe | -0.14 | 0.65 |
| Sortino | -0.18 | 0.96 |
| Payoff Ratio | 1.04 | 1.08 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.09 | 1.08 |
| CPC Index | 0.42 | 0.62 |
| Tail Ratio | 0.09 | 0.98 |
| Outlier Win Ratio | 53.23 | 3.04 |
| Outlier Loss Ratio | 3.45 | 2.9 |
| Volatility (ann.) | 7.64% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.28 | 2.33 |
| Skew | -2.7 | 0.2 |
| Kurtosis | 46.1 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.44% | 4.27% |
| Expected Yearly % | -3.02% | 34.02% |
| Kelly Criterion | -12.09% | 7.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11370466:BTCUSD | 11370466:btcusd:triple_med_gx:lsma40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.50 | -0.07 | - |
| 2025 | 30.14 | -3.53 | -0.12 | - |
| Metric | 11370466:btcusd:triple_med_gx:lsma40_10 | 11370466:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | 8.33% | 45.08% |
| 6M | -4.58% | 28.47% |
| YTD | -3.53% | 30.14% |
| 1Y | -3.75% | 105.13% |
| 3Y (ann.) | -5.33% | 68.87% |
| 5Y (ann.) | -5.33% | 68.87% |
| Metric | 11370466:btcusd:triple_med_gx:lsma40_10 | 11370466:BTCUSD |
|---|---|---|
| Max Drawdown | -19.17% | -29.51% |
| Longest DD Days | 372.0 | 144.0 |
| Avg. Drawdown | -5.53% | -4.58% |
| Avg. Drawdown Days | 99.0 | 14.0 |
| Recovery Factor | -0.31 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-07-14 | -19.17 | 372 |
| 2024-06-05 | 2024-06-30 | -1.57 | 25 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 11370466:btcusd:triple_med_gx:lsma40_10 | 11370466:BTCUSD |
|---|---|---|
| Best Day | 2.86% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 3.5% | 18.93% |
| Worst Week | -10.92% | -12.33% |
| Best Month | 5.54% | 37.42% |
| Worst Month | -10.48% | -17.69% |
| Best Year | -2.5% | 38.02% |
| Worst Year | -3.53% | 30.14% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.85% | -0.84% |
| Avg. Up Week | 1.5% | 3.98% |
| Avg. Down Week | -2.62% | -3.36% |
| Avg. Up Month | 2.9% | 13.84% |
| Avg. Down Month | -7.13% | -5.41% |
| Win Days % | 42.93% | 51.93% |
| Win Month % | 61.54% | 64.29% |
| Win Week % | 62.07% | 58.33% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |