| Metric | 11381823:btcusd:triple_med_gx:lsma40_70 | 11381823:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -16.93% | 61.52% |
| Max Drawdown | -27.81% | -29.51% |
| Sharpe | -0.46 | 0.59 |
| Sortino | -0.62 | 0.86 |
| Payoff Ratio | 1.06 | 0.97 |
| Profit Factor | 0.85 | 1.1 |
| Common Sense Ratio | 0.73 | 1.07 |
| CPC Index | 0.38 | 0.55 |
| Tail Ratio | 0.86 | 0.97 |
| Outlier Win Ratio | 38.95 | 3.09 |
| Outlier Loss Ratio | 3.77 | 3.09 |
| Volatility (ann.) | 9.0% | 25.2% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.59 | 2.02 |
| Skew | -0.29 | 0.21 |
| Kurtosis | 26.55 | 7.01 |
| Expected Daily % | -0.01% | 0.03% |
| Expected Monthly % | -1.42% | 3.76% |
| Expected Yearly % | -8.86% | 27.09% |
| Kelly Criterion | -12.68% | 2.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -2.13% |
| Expected Shortfall (cVaR) | -0.79% | -2.13% |
| Year | 11381823:BTCUSD | 11381823:btcusd:triple_med_gx:lsma40_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -17.79 | -0.47 | - |
| 2025 | 17.02 | 1.04 | 0.06 | - |
| Metric | 11381823:btcusd:triple_med_gx:lsma40_70 | 11381823:BTCUSD |
|---|---|---|
| MTD | -2.64% | 4.4% |
| 3M | 11.2% | 31.76% |
| 6M | -4.15% | 12.25% |
| YTD | 1.04% | 17.02% |
| 1Y | -18.43% | 57.19% |
| 3Y (ann.) | -16.52% | 59.47% |
| 5Y (ann.) | -16.52% | 59.47% |
| Metric | 11381823:btcusd:triple_med_gx:lsma40_70 | 11381823:BTCUSD |
|---|---|---|
| Max Drawdown | -27.81% | -29.51% |
| Longest DD Days | 360.0 | 144.0 |
| Avg. Drawdown | -7.21% | -4.82% |
| Avg. Drawdown Days | 90.0 | 14.0 |
| Recovery Factor | -0.61 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-15 | 2025-06-11 | -27.81 | 360 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-14 | 2024-06-15 | -0.18 | 0 |
| Metric | 11381823:btcusd:triple_med_gx:lsma40_70 | 11381823:BTCUSD |
|---|---|---|
| Best Day | 4.42% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 7.85% | 18.93% |
| Worst Week | -7.53% | -12.33% |
| Best Month | 9.79% | 37.42% |
| Worst Month | -8.52% | -17.69% |
| Best Year | 1.04% | 38.02% |
| Worst Year | -17.79% | 17.02% |
| Avg. Up Day | 0.83% | 0.86% |
| Avg. Down Day | -0.79% | -0.89% |
| Avg. Up Week | 3.33% | 6.05% |
| Avg. Down Week | -3.1% | -5.39% |
| Avg. Up Month | 6.76% | 12.04% |
| Avg. Down Month | -4.1% | -7.59% |
| Win Days % | 42.01% | 51.9% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 37.14% | 56.36% |
| Win Quarter % | 20.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |