| Metric | 11375190:btcusd:triple_med_gx:lsma190_40 | 11375190:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 7.1% | 79.62% |
| Max Drawdown | -16.26% | -29.51% |
| Sharpe | 0.22 | 0.65 |
| Sortino | 0.32 | 0.96 |
| Payoff Ratio | 1.16 | 1.08 |
| Profit Factor | 1.07 | 1.11 |
| Common Sense Ratio | 1.27 | 1.08 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 31.15 | 3.15 |
| Outlier Loss Ratio | 4.19 | 3.19 |
| Volatility (ann.) | 8.92% | 24.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.39 | 2.33 |
| Skew | 0.72 | 0.2 |
| Kurtosis | 20.93 | 7.22 |
| Expected Daily % | 0.0% | 0.04% |
| Expected Monthly % | 0.49% | 4.27% |
| Expected Yearly % | 3.49% | 34.02% |
| Kelly Criterion | 0.5% | 7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -2.07% |
| Expected Shortfall (cVaR) | -0.76% | -2.07% |
| Year | 11375190:BTCUSD | 11375190:btcusd:triple_med_gx:lsma190_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -1.40 | -0.04 | - |
| 2025 | 30.14 | 8.62 | 0.29 | - |
| Metric | 11375190:btcusd:triple_med_gx:lsma190_40 | 11375190:BTCUSD |
|---|---|---|
| MTD | 4.38% | 13.36% |
| 3M | 16.79% | 45.08% |
| 6M | 11.38% | 28.47% |
| YTD | 8.62% | 30.14% |
| 1Y | 7.63% | 105.13% |
| 3Y (ann.) | 6.33% | 68.87% |
| 5Y (ann.) | 6.33% | 68.87% |
| Metric | 11375190:btcusd:triple_med_gx:lsma190_40 | 11375190:BTCUSD |
|---|---|---|
| Max Drawdown | -16.26% | -29.51% |
| Longest DD Days | 289.0 | 144.0 |
| Avg. Drawdown | -4.31% | -4.58% |
| Avg. Drawdown Days | 50.0 | 14.0 |
| Recovery Factor | 0.44 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-27 | 2025-07-14 | -16.26 | 289 |
| 2024-07-27 | 2024-09-18 | -6.41 | 53 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-09-19 | 2024-09-20 | -1.23 | 0 |
| 2024-07-20 | 2024-07-21 | -1.15 | 1 |
| 2024-09-20 | 2024-09-24 | -0.93 | 4 |
| 2024-06-01 | 2024-07-20 | -0.76 | 49 |
| Metric | 11375190:btcusd:triple_med_gx:lsma190_40 | 11375190:BTCUSD |
|---|---|---|
| Best Day | 3.97% | 9.33% |
| Worst Day | -3.13% | -9.32% |
| Best Week | 7.82% | 18.93% |
| Worst Week | -7.15% | -12.33% |
| Best Month | 11.27% | 37.42% |
| Worst Month | -8.5% | -17.69% |
| Best Year | 8.62% | 38.02% |
| Worst Year | -1.4% | 30.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.68% | -0.74% |
| Avg. Up Week | 3.23% | 4.0% |
| Avg. Down Week | -3.4% | -4.38% |
| Avg. Up Month | 6.06% | 11.13% |
| Avg. Down Month | -3.2% | -6.06% |
| Win Days % | 46.51% | 51.93% |
| Win Month % | 41.67% | 64.29% |
| Win Week % | 53.57% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |