| Metric | 11371043:btcusd:triple_med_gx:lsma40_15 | 11371043:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 10.19% | 79.62% |
| Max Drawdown | -14.93% | -29.51% |
| Sharpe | 0.32 | 0.65 |
| Sortino | 0.46 | 0.96 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 0.97 | 1.08 |
| CPC Index | 0.61 | 0.63 |
| Tail Ratio | 0.85 | 0.98 |
| Outlier Win Ratio | 46.49 | 3.12 |
| Outlier Loss Ratio | 3.72 | 2.99 |
| Volatility (ann.) | 7.78% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.61 | 2.33 |
| Skew | -0.56 | 0.2 |
| Kurtosis | 36.62 | 7.22 |
| Expected Daily % | 0.01% | 0.04% |
| Expected Monthly % | 0.7% | 4.27% |
| Expected Yearly % | 4.97% | 34.02% |
| Kelly Criterion | -0.12% | 8.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.66% | -2.07% |
| Expected Shortfall (cVaR) | -0.66% | -2.07% |
| Year | 11371043:BTCUSD | 11371043:btcusd:triple_med_gx:lsma40_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.24 | 0.01 | - |
| 2025 | 30.14 | 9.93 | 0.33 | - |
| Metric | 11371043:btcusd:triple_med_gx:lsma40_15 | 11371043:BTCUSD |
|---|---|---|
| MTD | 2.79% | 13.36% |
| 3M | 10.12% | 45.08% |
| 6M | 9.93% | 28.47% |
| YTD | 9.93% | 30.14% |
| 1Y | 6.17% | 105.13% |
| 3Y (ann.) | 9.07% | 68.87% |
| 5Y (ann.) | 9.07% | 68.87% |
| Metric | 11371043:btcusd:triple_med_gx:lsma40_15 | 11371043:BTCUSD |
|---|---|---|
| Max Drawdown | -14.93% | -29.51% |
| Longest DD Days | 324.0 | 144.0 |
| Avg. Drawdown | -3.08% | -4.58% |
| Avg. Drawdown Days | 49.0 | 14.0 |
| Recovery Factor | 0.68 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-20 | 2025-07-11 | -14.93 | 324 |
| 2024-06-05 | 2024-06-30 | -3.35 | 25 |
| 2024-07-10 | 2024-08-08 | -3.34 | 29 |
| 2024-08-09 | 2024-08-20 | -2.43 | 11 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-07-08 | 2024-07-08 | -0.18 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371043:btcusd:triple_med_gx:lsma40_15 | 11371043:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.95% | 18.93% |
| Worst Week | -4.93% | -12.33% |
| Best Month | 5.28% | 37.42% |
| Worst Month | -4.08% | -17.69% |
| Best Year | 9.93% | 38.02% |
| Worst Year | 0.24% | 30.14% |
| Avg. Up Day | 0.89% | 0.92% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 1.75% | 6.38% |
| Avg. Down Week | -1.55% | -4.05% |
| Avg. Up Month | 2.28% | 13.03% |
| Avg. Down Month | -2.3% | -7.67% |
| Win Days % | 46.48% | 51.93% |
| Win Month % | 64.29% | 64.29% |
| Win Week % | 58.06% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |