| Metric | 11371013:btcusd:triple_med_gx:lsma40_15 | 11371013:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 3.78% | 79.62% |
| Max Drawdown | -16.42% | -29.51% |
| Sharpe | 0.13 | 0.65 |
| Sortino | 0.21 | 0.96 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.53 | 0.66 |
| Tail Ratio | 1.16 | 0.98 |
| Outlier Win Ratio | 39.54 | 3.12 |
| Outlier Loss Ratio | 3.93 | 3.04 |
| Volatility (ann.) | 9.41% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.21 | 2.33 |
| Skew | 3.35 | 0.2 |
| Kurtosis | 101.58 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.27% | 4.27% |
| Expected Yearly % | 1.87% | 34.02% |
| Kelly Criterion | -5.45% | 10.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11371013:BTCUSD | 11371013:btcusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.37 | 0.01 | - |
| 2025 | 30.14 | 3.39 | 0.11 | - |
| Metric | 11371013:btcusd:triple_med_gx:lsma40_15 | 11371013:BTCUSD |
|---|---|---|
| MTD | -1.69% | 13.36% |
| 3M | 8.6% | 45.08% |
| 6M | 2.51% | 28.47% |
| YTD | 3.39% | 30.14% |
| 1Y | 8.54% | 105.13% |
| 3Y (ann.) | 3.37% | 68.87% |
| 5Y (ann.) | 3.37% | 68.87% |
| Metric | 11371013:btcusd:triple_med_gx:lsma40_15 | 11371013:BTCUSD |
|---|---|---|
| Max Drawdown | -16.42% | -29.51% |
| Longest DD Days | 156.0 | 144.0 |
| Avg. Drawdown | -4.47% | -4.58% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | 0.23 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-05-21 | -16.42 | 156 |
| 2024-06-03 | 2024-08-08 | -6.82 | 66 |
| 2025-05-22 | 2025-07-14 | -4.37 | 53 |
| 2024-08-09 | 2024-11-06 | -4.29 | 89 |
| 2024-11-08 | 2024-12-13 | -1.34 | 34 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-12-13 | 2024-12-15 | -0.78 | 1 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| Metric | 11371013:btcusd:triple_med_gx:lsma40_15 | 11371013:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 5.78% | 18.93% |
| Worst Week | -4.9% | -12.33% |
| Best Month | 7.01% | 37.42% |
| Worst Month | -4.82% | -17.69% |
| Best Year | 3.39% | 38.02% |
| Worst Year | 0.37% | 30.14% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.77% | -0.79% |
| Avg. Up Week | 2.13% | 4.57% |
| Avg. Down Week | -2.4% | -4.88% |
| Avg. Up Month | 3.55% | 16.65% |
| Avg. Down Month | -3.26% | -9.42% |
| Win Days % | 43.68% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 51.22% | 58.33% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |