| Metric | 11371031:btcusd:triple_med_gx:lsma40_15 | 11371031:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 14.98% | 79.62% |
| Max Drawdown | -17.16% | -29.51% |
| Sharpe | 0.43 | 0.65 |
| Sortino | 0.62 | 0.96 |
| Payoff Ratio | 1.2 | 1.07 |
| Profit Factor | 1.2 | 1.11 |
| Common Sense Ratio | 1.66 | 1.08 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.39 | 0.98 |
| Outlier Win Ratio | 43.25 | 3.12 |
| Outlier Loss Ratio | 3.79 | 2.99 |
| Volatility (ann.) | 8.06% | 24.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.78 | 2.33 |
| Skew | -0.32 | 0.2 |
| Kurtosis | 36.56 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 1.0% | 4.27% |
| Expected Yearly % | 7.23% | 34.02% |
| Kelly Criterion | 3.42% | 6.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11371031:BTCUSD | 11371031:btcusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 9.57 | 0.25 | - |
| 2025 | 30.14 | 4.94 | 0.16 | - |
| Metric | 11371031:btcusd:triple_med_gx:lsma40_15 | 11371031:BTCUSD |
|---|---|---|
| MTD | 0.99% | 13.36% |
| 3M | 14.04% | 45.08% |
| 6M | 4.94% | 28.47% |
| YTD | 4.94% | 30.14% |
| 1Y | 10.29% | 105.13% |
| 3Y (ann.) | 13.3% | 68.87% |
| 5Y (ann.) | 13.3% | 68.87% |
| Metric | 11371031:btcusd:triple_med_gx:lsma40_15 | 11371031:BTCUSD |
|---|---|---|
| Max Drawdown | -17.16% | -29.51% |
| Longest DD Days | 200.0 | 144.0 |
| Avg. Drawdown | -2.49% | -4.58% |
| Avg. Drawdown Days | 23.0 | 14.0 |
| Recovery Factor | 0.87 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-07-14 | -17.16 | 200 |
| 2024-08-09 | 2024-08-23 | -3.75 | 14 |
| 2024-10-07 | 2024-11-08 | -3.65 | 31 |
| 2024-07-10 | 2024-08-08 | -3.34 | 29 |
| 2024-06-20 | 2024-06-30 | -2.95 | 10 |
| 2024-11-08 | 2024-12-15 | -1.88 | 36 |
| 2024-09-28 | 2024-10-07 | -0.91 | 8 |
| 2024-10-07 | 2024-10-07 | -0.41 | 0 |
| 2024-09-27 | 2024-09-28 | -0.18 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| Metric | 11371031:btcusd:triple_med_gx:lsma40_15 | 11371031:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.09% | 18.93% |
| Worst Week | -5.55% | -12.33% |
| Best Month | 7.46% | 37.42% |
| Worst Month | -5.43% | -17.69% |
| Best Year | 9.57% | 38.02% |
| Worst Year | 4.94% | 30.14% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.74% | -0.85% |
| Avg. Up Week | 2.39% | 5.39% |
| Avg. Down Week | -1.74% | -3.21% |
| Avg. Up Month | 1.62% | 13.03% |
| Avg. Down Month | -3.58% | -2.66% |
| Win Days % | 47.35% | 51.93% |
| Win Month % | 71.43% | 64.29% |
| Win Week % | 51.43% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |