| Metric | 11371845:btcusd:triple_med_gx:lsma40_20 | 11371845:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 4.87% | 79.62% |
| Max Drawdown | -12.39% | -29.51% |
| Sharpe | 0.2 | 0.65 |
| Sortino | 0.27 | 0.96 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.58 | 0.61 |
| Tail Ratio | NaN | 0.98 |
| Outlier Win Ratio | 68.0 | 2.96 |
| Outlier Loss Ratio | 3.13 | 2.63 |
| Volatility (ann.) | 6.37% | 24.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.35 | 2.33 |
| Skew | -1.9 | 0.2 |
| Kurtosis | 61.38 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.34% | 4.27% |
| Expected Yearly % | 2.4% | 34.02% |
| Kelly Criterion | -0.88% | 6.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -2.07% |
| Expected Shortfall (cVaR) | -0.55% | -2.07% |
| Year | 11371845:BTCUSD | 11371845:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -3.63 | -0.10 | - |
| 2025 | 30.14 | 8.81 | 0.29 | - |
| Metric | 11371845:btcusd:triple_med_gx:lsma40_20 | 11371845:BTCUSD |
|---|---|---|
| MTD | 3.21% | 13.36% |
| 3M | 1.44% | 45.08% |
| 6M | 8.81% | 28.47% |
| YTD | 8.81% | 30.14% |
| 1Y | 4.77% | 105.13% |
| 3Y (ann.) | 4.34% | 68.87% |
| 5Y (ann.) | 4.34% | 68.87% |
| Metric | 11371845:btcusd:triple_med_gx:lsma40_20 | 11371845:BTCUSD |
|---|---|---|
| Max Drawdown | -12.39% | -29.51% |
| Longest DD Days | 275.0 | 144.0 |
| Avg. Drawdown | -3.56% | -4.58% |
| Avg. Drawdown Days | 65.0 | 14.0 |
| Recovery Factor | 0.39 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-04-11 | -12.39 | 275 |
| 2025-05-23 | 2025-07-14 | -4.42 | 52 |
| 2024-06-05 | 2024-06-30 | -3.17 | 25 |
| 2025-04-11 | 2025-05-22 | -0.96 | 40 |
| 2024-06-05 | 2024-06-05 | -0.24 | 0 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| Metric | 11371845:btcusd:triple_med_gx:lsma40_20 | 11371845:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 4.77% | 18.93% |
| Worst Week | -4.24% | -12.33% |
| Best Month | 4.44% | 37.42% |
| Worst Month | -3.89% | -17.69% |
| Best Year | 8.81% | 38.02% |
| Worst Year | -3.63% | 30.14% |
| Avg. Up Day | 0.9% | 0.93% |
| Avg. Down Day | -0.8% | -0.88% |
| Avg. Up Week | 1.74% | 5.7% |
| Avg. Down Week | -1.81% | -4.26% |
| Avg. Up Month | 3.05% | 18.65% |
| Avg. Down Month | -0.88% | -2.09% |
| Win Days % | 46.43% | 51.93% |
| Win Month % | 57.14% | 64.29% |
| Win Week % | 48.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |