| Metric | 11371643:btcusd:triple_med_gx:lsma40_20 | 11371643:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -3.36% | 79.62% |
| Max Drawdown | -14.97% | -29.51% |
| Sharpe | -0.03 | 0.65 |
| Sortino | -0.05 | 0.96 |
| Payoff Ratio | 1.28 | 1.18 |
| Profit Factor | 0.99 | 1.11 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.5 | 0.68 |
| Tail Ratio | 1.38 | 0.98 |
| Outlier Win Ratio | 33.09 | 3.24 |
| Outlier Loss Ratio | 4.59 | 3.14 |
| Volatility (ann.) | 9.37% | 24.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.2 | 2.33 |
| Skew | 0.59 | 0.2 |
| Kurtosis | 31.59 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.24% | 4.27% |
| Expected Yearly % | -1.7% | 34.02% |
| Kelly Criterion | -7.26% | 11.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -2.07% |
| Expected Shortfall (cVaR) | -0.81% | -2.07% |
| Year | 11371643:BTCUSD | 11371643:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -2.25 | -0.06 | - |
| 2025 | 30.14 | -1.14 | -0.04 | - |
| Metric | 11371643:btcusd:triple_med_gx:lsma40_20 | 11371643:BTCUSD |
|---|---|---|
| MTD | 2.32% | 13.36% |
| 3M | -6.43% | 45.08% |
| 6M | -5.3% | 28.47% |
| YTD | -1.14% | 30.14% |
| 1Y | -3.48% | 105.13% |
| 3Y (ann.) | -3.02% | 68.87% |
| 5Y (ann.) | -3.02% | 68.87% |
| Metric | 11371643:btcusd:triple_med_gx:lsma40_20 | 11371643:BTCUSD |
|---|---|---|
| Max Drawdown | -14.97% | -29.51% |
| Longest DD Days | 130.0 | 144.0 |
| Avg. Drawdown | -5.23% | -4.58% |
| Avg. Drawdown Days | 39.0 | 14.0 |
| Recovery Factor | -0.22 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-07-14 | -14.97 | 130 |
| 2024-11-14 | 2025-03-06 | -11.72 | 111 |
| 2024-09-14 | 2024-11-10 | -8.31 | 57 |
| 2024-07-18 | 2024-08-23 | -8.08 | 36 |
| 2024-06-07 | 2024-07-14 | -4.68 | 36 |
| 2024-09-05 | 2024-09-13 | -1.75 | 8 |
| 2024-08-26 | 2024-09-02 | -1.63 | 7 |
| 2024-07-17 | 2024-07-18 | -0.51 | 0 |
| 2024-11-10 | 2024-11-14 | -0.36 | 3 |
| 2024-06-03 | 2024-06-07 | -0.25 | 3 |
| Metric | 11371643:btcusd:triple_med_gx:lsma40_20 | 11371643:BTCUSD |
|---|---|---|
| Best Day | 5.55% | 9.33% |
| Worst Day | -4.47% | -9.32% |
| Best Week | 8.54% | 18.93% |
| Worst Week | -4.43% | -12.33% |
| Best Month | 11.78% | 37.42% |
| Worst Month | -8.34% | -17.69% |
| Best Year | -1.14% | 38.02% |
| Worst Year | -2.25% | 30.14% |
| Avg. Up Day | 0.87% | 0.9% |
| Avg. Down Day | -0.67% | -0.77% |
| Avg. Up Week | 3.15% | 7.13% |
| Avg. Down Week | -1.71% | -4.5% |
| Avg. Up Month | 4.17% | 10.33% |
| Avg. Down Month | -5.42% | -9.42% |
| Win Days % | 39.71% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 35.85% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |