| Metric | 11371809:btcusd:triple_med_gx:lsma40_20 | 11371809:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 4.64% | 79.62% |
| Max Drawdown | -17.0% | -29.51% |
| Sharpe | 0.18 | 0.65 |
| Sortino | 0.26 | 0.96 |
| Payoff Ratio | 1.2 | 1.13 |
| Profit Factor | 1.08 | 1.11 |
| Common Sense Ratio | 0.38 | 1.08 |
| CPC Index | 0.58 | 0.65 |
| Tail Ratio | 0.35 | 0.98 |
| Outlier Win Ratio | 54.65 | 3.07 |
| Outlier Loss Ratio | 3.83 | 2.77 |
| Volatility (ann.) | 7.02% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.24 | 2.33 |
| Skew | 0.11 | 0.2 |
| Kurtosis | 44.32 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.32% | 4.27% |
| Expected Yearly % | 2.3% | 34.02% |
| Kelly Criterion | -1.54% | 9.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11371809:BTCUSD | 11371809:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 1.66 | 0.04 | - |
| 2025 | 30.14 | 2.93 | 0.10 | - |
| Metric | 11371809:btcusd:triple_med_gx:lsma40_20 | 11371809:BTCUSD |
|---|---|---|
| MTD | 0.99% | 13.36% |
| 3M | 6.35% | 45.08% |
| 6M | 2.93% | 28.47% |
| YTD | 2.93% | 30.14% |
| 1Y | 0.55% | 105.13% |
| 3Y (ann.) | 4.14% | 68.87% |
| 5Y (ann.) | 4.14% | 68.87% |
| Metric | 11371809:btcusd:triple_med_gx:lsma40_20 | 11371809:BTCUSD |
|---|---|---|
| Max Drawdown | -17.0% | -29.51% |
| Longest DD Days | 302.0 | 144.0 |
| Avg. Drawdown | -3.51% | -4.58% |
| Avg. Drawdown Days | 54.0 | 14.0 |
| Recovery Factor | 0.27 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-05-08 | -17.00 | 302 |
| 2025-05-23 | 2025-07-14 | -5.01 | 52 |
| 2024-06-20 | 2024-06-30 | -1.51 | 9 |
| 2025-05-09 | 2025-05-22 | -0.63 | 13 |
| 2024-06-04 | 2024-06-04 | -0.19 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371809:btcusd:triple_med_gx:lsma40_20 | 11371809:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.09% | 18.93% |
| Worst Week | -5.07% | -12.33% |
| Best Month | 10.65% | 37.42% |
| Worst Month | -5.17% | -17.69% |
| Best Year | 2.93% | 38.02% |
| Worst Year | 1.66% | 30.14% |
| Avg. Up Day | 0.82% | 0.85% |
| Avg. Down Day | -0.68% | -0.75% |
| Avg. Up Week | 1.9% | 6.18% |
| Avg. Down Week | -1.03% | -4.31% |
| Avg. Up Month | 2.85% | 17.14% |
| Avg. Down Month | -3.21% | -9.89% |
| Win Days % | 44.55% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 40.54% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |