| Metric | 11371820:btcusd:triple_med_gx:lsma40_20 | 11371820:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 7.06% | 79.62% |
| Max Drawdown | -15.04% | -29.51% |
| Sharpe | 0.26 | 0.65 |
| Sortino | 0.39 | 0.96 |
| Payoff Ratio | 1.14 | 1.19 |
| Profit Factor | 1.14 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.58 | 0.69 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 62.29 | 3.04 |
| Outlier Loss Ratio | 3.59 | 2.68 |
| Volatility (ann.) | 6.63% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.42 | 2.33 |
| Skew | 0.1 | 0.2 |
| Kurtosis | 52.98 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.49% | 4.27% |
| Expected Yearly % | 3.47% | 34.02% |
| Kelly Criterion | -3.64% | 11.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -2.07% |
| Expected Shortfall (cVaR) | -0.57% | -2.07% |
| Year | 11371820:BTCUSD | 11371820:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.86 | -0.02 | - |
| 2025 | 30.14 | 7.99 | 0.27 | - |
| Metric | 11371820:btcusd:triple_med_gx:lsma40_20 | 11371820:BTCUSD |
|---|---|---|
| MTD | 2.71% | 13.36% |
| 3M | 6.56% | 45.08% |
| 6M | 7.99% | 28.47% |
| YTD | 7.99% | 30.14% |
| 1Y | 6.22% | 105.13% |
| 3Y (ann.) | 6.29% | 68.87% |
| 5Y (ann.) | 6.29% | 68.87% |
| Metric | 11371820:btcusd:triple_med_gx:lsma40_20 | 11371820:BTCUSD |
|---|---|---|
| Max Drawdown | -15.04% | -29.51% |
| Longest DD Days | 241.0 | 144.0 |
| Avg. Drawdown | -3.65% | -4.58% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | 0.47 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2025-04-22 | -15.04 | 241 |
| 2024-07-10 | 2024-08-23 | -4.59 | 44 |
| 2024-06-05 | 2024-06-30 | -2.52 | 25 |
| 2025-05-23 | 2025-07-11 | -2.40 | 49 |
| 2025-05-08 | 2025-05-22 | -0.55 | 13 |
| 2024-06-04 | 2024-06-05 | -0.24 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11371820:btcusd:triple_med_gx:lsma40_20 | 11371820:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.95% | 18.93% |
| Worst Week | -5.07% | -12.33% |
| Best Month | 9.6% | 37.42% |
| Worst Month | -5.34% | -17.69% |
| Best Year | 7.99% | 38.02% |
| Worst Year | -0.86% | 30.14% |
| Avg. Up Day | 0.88% | 0.91% |
| Avg. Down Day | -0.77% | -0.76% |
| Avg. Up Week | 1.96% | 6.37% |
| Avg. Down Week | -1.05% | -5.63% |
| Avg. Up Month | 3.43% | 15.4% |
| Avg. Down Month | -2.05% | -7.67% |
| Win Days % | 44.85% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 46.43% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |