| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -3.63% | 276.34% |
| Max Drawdown | -33.73% | -32.34% |
| Sharpe | -0.0 | 0.38 |
| Sortino | -0.0 | 0.54 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 1.0 | 1.06 |
| Common Sense Ratio | 0.76 | 1.09 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | 0.77 | 1.03 |
| Outlier Win Ratio | 38.43 | 3.39 |
| Outlier Loss Ratio | 3.37 | 3.3 |
| Volatility (ann.) | 4.3% | 10.54% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.07 | 3.99 |
| Skew | 0.3 | -0.02 |
| Kurtosis | 69.79 | 9.1 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.18% | 6.85% |
| Expected Yearly % | -1.23% | 55.55% |
| Kelly Criterion | -3.27% | 5.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -0.9% |
| Expected Shortfall (cVaR) | -0.37% | -0.9% |
| Year | 12173975:BTCUSD | 12173975:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.08 | 2.57 | 0.05 | - |
| 2024 | 121.00 | 12.64 | 0.10 | - |
| 2025 | 11.24 | -16.59 | -1.48 | - |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| MTD | -3.6% | 10.27% |
| 3M | -17.02% | 7.48% |
| 6M | -22.4% | 14.76% |
| YTD | -16.59% | 11.24% |
| 1Y | -30.05% | 56.78% |
| 3Y (ann.) | -2.29% | 128.95% |
| 5Y (ann.) | -2.29% | 128.95% |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Max Drawdown | -33.73% | -32.34% |
| Longest DD Days | 357.0 | 236.0 |
| Avg. Drawdown | -2.22% | -2.28% |
| Avg. Drawdown Days | 15.0 | 5.0 |
| Recovery Factor | -0.11 | 8.55 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2025-05-16 | -33.73 | 357 |
| 2023-11-06 | 2024-01-08 | -5.74 | 62 |
| 2024-03-17 | 2024-04-19 | -5.60 | 32 |
| 2024-01-22 | 2024-02-05 | -3.77 | 14 |
| 2024-02-05 | 2024-02-12 | -2.74 | 7 |
| 2024-05-07 | 2024-05-13 | -2.29 | 6 |
| 2024-04-22 | 2024-04-29 | -2.20 | 7 |
| 2024-03-08 | 2024-03-17 | -2.18 | 8 |
| 2024-05-13 | 2024-05-20 | -2.15 | 6 |
| 2023-10-10 | 2023-10-16 | -1.68 | 6 |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Best Day | 4.1% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 6.59% | 23.06% |
| Worst Week | -7.78% | -12.33% |
| Best Month | 10.81% | 43.77% |
| Worst Month | -13.53% | -17.69% |
| Best Year | 12.64% | 121.0% |
| Worst Year | -16.59% | 11.24% |
| Avg. Up Day | 0.43% | 0.44% |
| Avg. Down Day | -0.37% | -0.41% |
| Avg. Up Week | 2.02% | 7.52% |
| Avg. Down Week | -2.37% | -3.33% |
| Avg. Up Month | 5.28% | 18.67% |
| Avg. Down Month | -10.16% | -4.15% |
| Win Days % | 44.75% | 51.1% |
| Win Month % | 55.0% | 70.0% |
| Win Week % | 50.59% | 55.81% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 66.67% | 100.0% |