| Metric | 11371799:btcusd:triple_med_gx:lsma40_20 | 11371799:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -9.45% | 79.62% |
| Max Drawdown | -23.22% | -29.51% |
| Sharpe | -0.29 | 0.65 |
| Sortino | -0.39 | 0.96 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 0.88 | 1.11 |
| Common Sense Ratio | 0.2 | 1.08 |
| CPC Index | 0.4 | 0.63 |
| Tail Ratio | 0.22 | 0.98 |
| Outlier Win Ratio | 58.64 | 3.06 |
| Outlier Loss Ratio | 4.15 | 2.99 |
| Volatility (ann.) | 6.84% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.37 | 2.33 |
| Skew | -1.81 | 0.2 |
| Kurtosis | 41.51 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.71% | 4.27% |
| Expected Yearly % | -4.84% | 34.02% |
| Kelly Criterion | -12.6% | 8.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -2.07% |
| Expected Shortfall (cVaR) | -0.59% | -2.07% |
| Year | 11371799:BTCUSD | 11371799:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.01 | -0.08 | - |
| 2025 | 30.14 | -6.64 | -0.22 | - |
| Metric | 11371799:btcusd:triple_med_gx:lsma40_20 | 11371799:BTCUSD |
|---|---|---|
| MTD | -1.28% | 13.36% |
| 3M | 2.72% | 45.08% |
| 6M | -6.64% | 28.47% |
| YTD | -6.64% | 30.14% |
| 1Y | -12.6% | 105.13% |
| 3Y (ann.) | -8.49% | 68.87% |
| 5Y (ann.) | -8.49% | 68.87% |
| Metric | 11371799:btcusd:triple_med_gx:lsma40_20 | 11371799:BTCUSD |
|---|---|---|
| Max Drawdown | -23.22% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.44% | -4.58% |
| Avg. Drawdown Days | 64.0 | 14.0 |
| Recovery Factor | -0.41 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-14 | -23.22 | 369 |
| 2024-06-28 | 2024-06-30 | -2.29 | 2 |
| 2024-06-04 | 2024-06-20 | -0.77 | 15 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-06-03 | 2024-06-04 | -0.18 | 0 |
| 2024-06-04 | 2024-06-04 | -0.01 | 0 |
| Metric | 11371799:btcusd:triple_med_gx:lsma40_20 | 11371799:BTCUSD |
|---|---|---|
| Best Day | 2.39% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.38% | 18.93% |
| Worst Week | -7.92% | -12.33% |
| Best Month | 7.2% | 37.42% |
| Worst Month | -9.79% | -17.69% |
| Best Year | -3.01% | 38.02% |
| Worst Year | -6.64% | 30.14% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.7% | -0.75% |
| Avg. Up Week | 1.97% | 6.66% |
| Avg. Down Week | -1.81% | -4.92% |
| Avg. Up Month | 2.55% | 16.65% |
| Avg. Down Month | -5.72% | -9.5% |
| Win Days % | 40.09% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 37.84% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 100.0% |