| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -23.66% | 24.92% |
| Max Drawdown | -24.41% | -26.85% |
| Sharpe | -1.52 | 0.8 |
| Sortino | -1.91 | 1.22 |
| Payoff Ratio | 0.98 | 1.13 |
| Profit Factor | 0.71 | 1.12 |
| Common Sense Ratio | 0.65 | 1.21 |
| CPC Index | 0.27 | 0.63 |
| Tail Ratio | 0.91 | 1.08 |
| Outlier Win Ratio | 17.53 | 2.43 |
| Outlier Loss Ratio | 3.92 | 2.6 |
| Volatility (ann.) | 20.6% | 50.09% |
| R^2 | 0.21 | 0.21 |
| Calmar | -1.17 | 1.19 |
| Skew | -0.9 | 0.38 |
| Kurtosis | 6.44 | 1.66 |
| Expected Daily % | -0.09% | 0.08% |
| Expected Monthly % | -2.66% | 2.25% |
| Expected Yearly % | -12.62% | 11.77% |
| Kelly Criterion | -23.06% | 5.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -4.2% |
| Expected Shortfall (cVaR) | -1.86% | -4.2% |
| Year | 12173975:BTCUSD | 12173975:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.55 | -16.58 | -0.45 | - |
| 2025 | -8.52 | -8.48 | 1.00 | + |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| MTD | -5.3% | 0.3% |
| 3M | -10.58% | -20.44% |
| 6M | -12.35% | 40.15% |
| YTD | -8.48% | -8.52% |
| 1Y | -23.66% | 24.92% |
| 3Y (ann.) | -28.55% | 31.94% |
| 5Y (ann.) | -28.55% | 31.94% |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Max Drawdown | -24.41% | -26.85% |
| Longest DD Days | 286.0 | 145.0 |
| Avg. Drawdown | -12.78% | -7.34% |
| Avg. Drawdown Days | 144.0 | 27.0 |
| Recovery Factor | -0.97 | 0.93 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-08 | 2025-03-21 | -24.41 | 286 |
| 2024-06-02 | 2024-06-04 | -1.15 | 2 |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Best Day | 4.02% | 10.7% |
| Worst Day | -5.47% | -7.85% |
| Best Week | 4.07% | 15.55% |
| Worst Week | -6.63% | -14.34% |
| Best Month | 5.5% | 34.46% |
| Worst Month | -13.2% | -19.77% |
| Best Year | -8.48% | 36.55% |
| Worst Year | -16.58% | -8.52% |
| Avg. Up Day | 1.47% | 2.58% |
| Avg. Down Day | -1.51% | -2.29% |
| Avg. Up Week | 1.92% | 6.37% |
| Avg. Down Week | -2.67% | -5.07% |
| Avg. Up Month | 2.68% | 19.01% |
| Avg. Down Month | -6.7% | -11.3% |
| Win Days % | 39.17% | 49.83% |
| Win Month % | 30.0% | 60.0% |
| Win Week % | 46.51% | 53.49% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |