| Metric | 12343283:btcusd:triple_med_gx:lsma110_25 | 12343283:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -18.71% | 29.12% |
| Max Drawdown | -38.63% | -26.0% |
| Sharpe | -0.95 | 0.87 |
| Sortino | -1.31 | 1.34 |
| Payoff Ratio | 1.24 | 1.04 |
| Profit Factor | 0.75 | 1.13 |
| Common Sense Ratio | 0.52 | 1.2 |
| CPC Index | 0.34 | 0.59 |
| Tail Ratio | 0.69 | 1.06 |
| Outlier Win Ratio | 29.59 | 3.31 |
| Outlier Loss Ratio | 3.44 | 2.81 |
| Volatility (ann.) | 23.67% | 50.6% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.58 | 1.42 |
| Skew | 0.42 | 0.51 |
| Kurtosis | 17.95 | 2.47 |
| Expected Daily % | -0.07% | 0.09% |
| Expected Monthly % | -2.05% | 2.59% |
| Expected Yearly % | -9.84% | 13.63% |
| Kelly Criterion | -13.93% | 1.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.1% | -4.24% |
| Expected Shortfall (cVaR) | -2.1% | -4.24% |
| Year | 12343283:BTCUSD | 12343283:btcusd:triple_med_gx:lsma110_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -18.71 | -0.49 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12343283:btcusd:triple_med_gx:lsma110_25 | 12343283:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 15.68% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -18.71% | 29.12% |
| 3Y (ann.) | -22.48% | 36.89% |
| 5Y (ann.) | -22.48% | 36.89% |
| Metric | 12343283:btcusd:triple_med_gx:lsma110_25 | 12343283:BTCUSD |
|---|---|---|
| Max Drawdown | -38.63% | -26.0% |
| Longest DD Days | 292.0 | 145.0 |
| Avg. Drawdown | -38.63% | -8.01% |
| Avg. Drawdown Days | 292.0 | 25.0 |
| Recovery Factor | -0.48 | 1.12 |
| Ulcer Index | 1.1 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -38.63 | 292 |
| Metric | 12343283:btcusd:triple_med_gx:lsma110_25 | 12343283:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -7.22% | -8.6% |
| Best Week | 9.09% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 11.79% | 37.42% |
| Worst Month | -17.33% | -17.69% |
| Best Year | 0.0% | 37.85% |
| Worst Year | -18.71% | -6.34% |
| Avg. Up Day | 1.87% | 1.89% |
| Avg. Down Day | -1.51% | -1.81% |
| Avg. Up Week | 4.0% | 4.47% |
| Avg. Down Week | -4.71% | -5.3% |
| Avg. Up Month | 7.54% | 24.15% |
| Avg. Down Month | -10.16% | -8.09% |
| Win Days % | 37.04% | 49.83% |
| Win Month % | 42.86% | 60.0% |
| Win Week % | 41.18% | 52.27% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |