| Metric | 11371832:btcusd:triple_med_gx:lsma40_20 | 11371832:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 6.24% | 79.62% |
| Max Drawdown | -11.33% | -29.51% |
| Sharpe | 0.25 | 0.65 |
| Sortino | 0.36 | 0.96 |
| Payoff Ratio | 1.13 | 1.16 |
| Profit Factor | 1.13 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.58 | 0.67 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 65.55 | 2.96 |
| Outlier Loss Ratio | 3.51 | 2.63 |
| Volatility (ann.) | 6.23% | 24.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.49 | 2.33 |
| Skew | -0.34 | 0.2 |
| Kurtosis | 57.82 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.43% | 4.27% |
| Expected Yearly % | 3.07% | 34.02% |
| Kelly Criterion | -2.8% | 10.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -2.07% |
| Expected Shortfall (cVaR) | -0.53% | -2.07% |
| Year | 11371832:BTCUSD | 11371832:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.40 | 0.06 | - |
| 2025 | 30.14 | 3.75 | 0.12 | - |
| Metric | 11371832:btcusd:triple_med_gx:lsma40_20 | 11371832:BTCUSD |
|---|---|---|
| MTD | 3.49% | 13.36% |
| 3M | 1.72% | 45.08% |
| 6M | 3.75% | 28.47% |
| YTD | 3.75% | 30.14% |
| 1Y | 4.69% | 105.13% |
| 3Y (ann.) | 5.57% | 68.87% |
| 5Y (ann.) | 5.57% | 68.87% |
| Metric | 11371832:btcusd:triple_med_gx:lsma40_20 | 11371832:BTCUSD |
|---|---|---|
| Max Drawdown | -11.33% | -29.51% |
| Longest DD Days | 213.0 | 144.0 |
| Avg. Drawdown | -2.88% | -4.58% |
| Avg. Drawdown Days | 41.0 | 14.0 |
| Recovery Factor | 0.55 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-10 | 2025-04-11 | -11.33 | 213 |
| 2024-07-10 | 2024-08-23 | -5.95 | 44 |
| 2025-05-23 | 2025-07-11 | -4.42 | 49 |
| 2024-06-28 | 2024-06-30 | -2.29 | 2 |
| 2025-04-11 | 2025-05-22 | -1.08 | 40 |
| 2024-08-24 | 2024-09-10 | -0.44 | 17 |
| 2024-06-04 | 2024-06-05 | -0.18 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 11371832:btcusd:triple_med_gx:lsma40_20 | 11371832:BTCUSD |
|---|---|---|
| Best Day | 3.78% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.27% | 18.93% |
| Worst Week | -4.26% | -12.33% |
| Best Month | 3.52% | 37.42% |
| Worst Month | -5.11% | -17.69% |
| Best Year | 3.75% | 38.02% |
| Worst Year | 2.4% | 30.14% |
| Avg. Up Day | 0.85% | 0.88% |
| Avg. Down Day | -0.75% | -0.76% |
| Avg. Up Week | 1.77% | 7.1% |
| Avg. Down Week | -0.72% | -4.68% |
| Avg. Up Month | 2.23% | 15.4% |
| Avg. Down Month | -1.52% | -9.89% |
| Win Days % | 45.51% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 42.86% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |