| Metric | 11372604:btcusd:triple_med_gx:lsma40_25 | 11372604:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -7.85% | 79.62% |
| Max Drawdown | -20.34% | -29.51% |
| Sharpe | -0.21 | 0.65 |
| Sortino | -0.28 | 0.96 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 0.92 | 1.11 |
| Common Sense Ratio | 1.14 | 1.08 |
| CPC Index | 0.41 | 0.6 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 46.56 | 2.99 |
| Outlier Loss Ratio | 4.24 | 3.04 |
| Volatility (ann.) | 7.47% | 24.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.35 | 2.33 |
| Skew | -0.62 | 0.2 |
| Kurtosis | 31.46 | 7.22 |
| Expected Daily % | -0.01% | 0.04% |
| Expected Monthly % | -0.58% | 4.27% |
| Expected Yearly % | -4.0% | 34.02% |
| Kelly Criterion | -12.92% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.07% |
| Expected Shortfall (cVaR) | -0.65% | -2.07% |
| Year | 11372604:BTCUSD | 11372604:btcusd:triple_med_gx:lsma40_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -5.27 | -0.14 | - |
| 2025 | 30.14 | -2.72 | -0.09 | - |
| Metric | 11372604:btcusd:triple_med_gx:lsma40_25 | 11372604:BTCUSD |
|---|---|---|
| MTD | 0.57% | 13.36% |
| 3M | 6.69% | 45.08% |
| 6M | -3.59% | 28.47% |
| YTD | -2.72% | 30.14% |
| 1Y | -9.95% | 105.13% |
| 3Y (ann.) | -7.05% | 68.87% |
| 5Y (ann.) | -7.05% | 68.87% |
| Metric | 11372604:btcusd:triple_med_gx:lsma40_25 | 11372604:BTCUSD |
|---|---|---|
| Max Drawdown | -20.34% | -29.51% |
| Longest DD Days | 369.0 | 144.0 |
| Avg. Drawdown | -4.66% | -4.58% |
| Avg. Drawdown Days | 77.0 | 14.0 |
| Recovery Factor | -0.39 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-10 | 2025-07-14 | -20.34 | 369 |
| 2024-06-16 | 2024-06-30 | -1.85 | 13 |
| 2024-06-03 | 2024-06-04 | -0.86 | 1 |
| 2024-07-09 | 2024-07-09 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11372604:btcusd:triple_med_gx:lsma40_25 | 11372604:BTCUSD |
|---|---|---|
| Best Day | 3.71% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 5.42% | 18.93% |
| Worst Week | -4.69% | -12.33% |
| Best Month | 6.58% | 37.42% |
| Worst Month | -7.99% | -17.69% |
| Best Year | -2.72% | 38.02% |
| Worst Year | -5.27% | 30.14% |
| Avg. Up Day | 0.75% | 0.78% |
| Avg. Down Day | -0.72% | -0.75% |
| Avg. Up Week | 1.59% | 5.9% |
| Avg. Down Week | -2.03% | -5.0% |
| Avg. Up Month | 3.33% | 11.83% |
| Avg. Down Month | -3.92% | -7.93% |
| Win Days % | 42.41% | 51.93% |
| Win Month % | 42.86% | 64.29% |
| Win Week % | 50.0% | 58.33% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 0.0% | 100.0% |