| Metric | 11372007:btcusd:triple_med_gx:lsma40_20 | 11372007:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 2.46% | 79.62% |
| Max Drawdown | -10.35% | -29.51% |
| Sharpe | 0.11 | 0.65 |
| Sortino | 0.15 | 0.96 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.06 | 1.11 |
| Common Sense Ratio | 0.0 | 1.08 |
| CPC Index | 0.51 | 0.63 |
| Tail Ratio | 0.0 | 0.98 |
| Outlier Win Ratio | 61.24 | 3.04 |
| Outlier Loss Ratio | 3.45 | 2.79 |
| Volatility (ann.) | 6.95% | 24.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.21 | 2.33 |
| Skew | -2.23 | 0.2 |
| Kurtosis | 57.02 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.17% | 4.27% |
| Expected Yearly % | 1.22% | 34.02% |
| Kelly Criterion | -6.15% | 8.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -2.07% |
| Expected Shortfall (cVaR) | -0.6% | -2.07% |
| Year | 11372007:BTCUSD | 11372007:btcusd:triple_med_gx:lsma40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.35 | 0.06 | - |
| 2025 | 30.14 | 0.10 | 0.00 | - |
| Metric | 11372007:btcusd:triple_med_gx:lsma40_20 | 11372007:BTCUSD |
|---|---|---|
| MTD | 0.0% | 13.36% |
| 3M | -0.06% | 45.08% |
| 6M | -0.9% | 28.47% |
| YTD | 0.1% | 30.14% |
| 1Y | 8.02% | 105.13% |
| 3Y (ann.) | 2.19% | 68.87% |
| 5Y (ann.) | 2.19% | 68.87% |
| Metric | 11372007:btcusd:triple_med_gx:lsma40_20 | 11372007:BTCUSD |
|---|---|---|
| Max Drawdown | -10.35% | -29.51% |
| Longest DD Days | 192.0 | 144.0 |
| Avg. Drawdown | -4.19% | -4.58% |
| Avg. Drawdown Days | 58.0 | 14.0 |
| Recovery Factor | 0.24 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-15 | -10.35 | 192 |
| 2025-02-15 | 2025-07-14 | -9.83 | 148 |
| 2025-01-04 | 2025-01-14 | -4.44 | 10 |
| 2025-01-15 | 2025-01-15 | -0.34 | 0 |
| 2025-01-03 | 2025-01-03 | -0.18 | 0 |
| 2025-01-14 | 2025-01-14 | -0.02 | 0 |
| Metric | 11372007:btcusd:triple_med_gx:lsma40_20 | 11372007:BTCUSD |
|---|---|---|
| Best Day | 3.09% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 6.81% | 18.93% |
| Worst Week | -3.35% | -12.33% |
| Best Month | 7.42% | 37.42% |
| Worst Month | -3.67% | -17.69% |
| Best Year | 2.35% | 38.02% |
| Worst Year | 0.1% | 30.14% |
| Avg. Up Day | 0.89% | 0.91% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 1.67% | 5.51% |
| Avg. Down Week | -1.21% | -3.61% |
| Avg. Up Month | 3.27% | 15.29% |
| Avg. Down Month | -2.0% | -8.96% |
| Win Days % | 44.58% | 51.93% |
| Win Month % | 46.15% | 64.29% |
| Win Week % | 48.15% | 58.33% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 100.0% | 100.0% |