| Metric | 11394639:btcusd:triple_med_gx:lsma40_115 | 11394639:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -5.78% | 75.42% |
| Max Drawdown | -21.73% | -29.51% |
| Sharpe | -0.08 | 0.63 |
| Sortino | -0.11 | 0.92 |
| Payoff Ratio | 1.01 | 1.03 |
| Profit Factor | 0.97 | 1.11 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.45 | 0.59 |
| Tail Ratio | 1.23 | 0.96 |
| Outlier Win Ratio | 31.27 | 3.08 |
| Outlier Loss Ratio | 3.8 | 3.21 |
| Volatility (ann.) | 10.23% | 24.55% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.24 | 2.19 |
| Skew | 2.17 | 0.2 |
| Kurtosis | 74.17 | 7.24 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.42% | 4.1% |
| Expected Yearly % | -2.93% | 32.45% |
| Kelly Criterion | -7.33% | 5.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.07% |
| Expected Shortfall (cVaR) | -0.88% | -2.07% |
| Year | 11394639:BTCUSD | 11394639:btcusd:triple_med_gx:lsma40_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.57 | 0.01 | - |
| 2025 | 27.10 | -6.31 | -0.23 | - |
| Metric | 11394639:btcusd:triple_med_gx:lsma40_115 | 11394639:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.92% | 41.88% |
| 6M | -10.35% | 22.91% |
| YTD | -6.31% | 27.1% |
| 1Y | -6.63% | 82.29% |
| 3Y (ann.) | -5.15% | 64.73% |
| 5Y (ann.) | -5.15% | 64.73% |
| Metric | 11394639:btcusd:triple_med_gx:lsma40_115 | 11394639:BTCUSD |
|---|---|---|
| Max Drawdown | -21.73% | -29.51% |
| Longest DD Days | 252.0 | 144.0 |
| Avg. Drawdown | -4.48% | -4.71% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | -0.27 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-07 | 2025-07-17 | -21.73 | 252 |
| 2024-09-03 | 2024-10-29 | -9.02 | 56 |
| 2024-06-05 | 2024-08-08 | -5.97 | 64 |
| 2024-08-09 | 2024-09-02 | -2.43 | 24 |
| 2024-06-03 | 2024-06-04 | -0.68 | 0 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| 2024-11-06 | 2024-11-06 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| 2024-06-04 | 2024-06-05 | -0.06 | 0 |
| Metric | 11394639:btcusd:triple_med_gx:lsma40_115 | 11394639:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 8.04% | 18.93% |
| Worst Week | -9.05% | -12.33% |
| Best Month | 6.42% | 37.42% |
| Worst Month | -10.0% | -17.69% |
| Best Year | 0.57% | 38.02% |
| Worst Year | -6.31% | 27.1% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.8% | -0.8% |
| Avg. Up Week | 3.11% | 6.01% |
| Avg. Down Week | -2.16% | -3.79% |
| Avg. Up Month | 3.16% | 7.44% |
| Avg. Down Month | -6.62% | -9.42% |
| Win Days % | 45.95% | 51.89% |
| Win Month % | 53.85% | 64.29% |
| Win Week % | 34.21% | 58.33% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |