| Metric | 11388459:btcusd:triple_med_gx:lsma40_95 | 11388459:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 1.85% | 61.52% |
| Max Drawdown | -14.68% | -29.51% |
| Sharpe | 0.09 | 0.59 |
| Sortino | 0.15 | 0.86 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.04 | 1.1 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.55 | 0.63 |
| Tail Ratio | 1.18 | 0.97 |
| Outlier Win Ratio | 31.48 | 3.11 |
| Outlier Loss Ratio | 3.87 | 3.01 |
| Volatility (ann.) | 10.55% | 25.2% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.12 | 2.02 |
| Skew | 2.88 | 0.21 |
| Kurtosis | 74.89 | 7.01 |
| Expected Daily % | 0.0% | 0.03% |
| Expected Monthly % | 0.14% | 3.76% |
| Expected Yearly % | 0.92% | 27.09% |
| Kelly Criterion | -1.73% | 8.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -2.13% |
| Expected Shortfall (cVaR) | -0.91% | -2.13% |
| Year | 11388459:BTCUSD | 11388459:btcusd:triple_med_gx:lsma40_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.54 | -0.01 | - |
| 2025 | 17.02 | 2.40 | 0.14 | - |
| Metric | 11388459:btcusd:triple_med_gx:lsma40_95 | 11388459:BTCUSD |
|---|---|---|
| MTD | -0.44% | 4.4% |
| 3M | -0.17% | 31.76% |
| 6M | 2.99% | 12.25% |
| YTD | 2.4% | 17.02% |
| 1Y | -1.08% | 57.19% |
| 3Y (ann.) | 1.8% | 59.47% |
| 5Y (ann.) | 1.8% | 59.47% |
| Metric | 11388459:btcusd:triple_med_gx:lsma40_95 | 11388459:BTCUSD |
|---|---|---|
| Max Drawdown | -14.68% | -29.51% |
| Longest DD Days | 306.0 | 144.0 |
| Avg. Drawdown | -3.62% | -4.82% |
| Avg. Drawdown Days | 62.0 | 14.0 |
| Recovery Factor | 0.13 | 2.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-06-11 | -14.68 | 306 |
| 2024-06-17 | 2024-08-08 | -5.66 | 52 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-05 | 2024-06-16 | -0.44 | 11 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11388459:btcusd:triple_med_gx:lsma40_95 | 11388459:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 9.62% | 18.93% |
| Worst Week | -5.66% | -12.33% |
| Best Month | 9.62% | 37.42% |
| Worst Month | -7.41% | -17.69% |
| Best Year | 2.4% | 38.02% |
| Worst Year | -0.54% | 17.02% |
| Avg. Up Day | 0.84% | 0.86% |
| Avg. Down Day | -0.73% | -0.78% |
| Avg. Up Week | 2.84% | 4.28% |
| Avg. Down Week | -2.55% | -4.53% |
| Avg. Up Month | 3.57% | 12.04% |
| Avg. Down Month | -3.18% | -9.42% |
| Win Days % | 45.39% | 51.9% |
| Win Month % | 38.46% | 61.54% |
| Win Week % | 40.62% | 56.36% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |