| Metric | 12344481:btcusd:triple_med_gx:lsma40_30 | 12344481:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -6.05% | 29.12% |
| Max Drawdown | -18.17% | -26.0% |
| Sharpe | -0.4 | 0.87 |
| Sortino | -0.56 | 1.34 |
| Payoff Ratio | 1.08 | 0.82 |
| Profit Factor | 0.79 | 1.13 |
| Common Sense Ratio | 0.0 | 1.2 |
| CPC Index | 0.32 | 0.46 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 79.07 | 2.78 |
| Outlier Loss Ratio | 2.69 | 2.55 |
| Volatility (ann.) | 15.98% | 50.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.41 | 1.42 |
| Skew | 1.12 | 0.51 |
| Kurtosis | 65.13 | 2.47 |
| Expected Daily % | -0.02% | 0.09% |
| Expected Monthly % | -0.62% | 2.59% |
| Expected Yearly % | -3.07% | 13.63% |
| Kelly Criterion | -20.22% | -11.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -4.24% |
| Expected Shortfall (cVaR) | -1.39% | -4.24% |
| Year | 12344481:BTCUSD | 12344481:btcusd:triple_med_gx:lsma40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -6.05 | -0.16 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12344481:btcusd:triple_med_gx:lsma40_30 | 12344481:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 13.85% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -6.05% | 29.12% |
| 3Y (ann.) | -7.39% | 36.89% |
| 5Y (ann.) | -7.39% | 36.89% |
| Metric | 12344481:btcusd:triple_med_gx:lsma40_30 | 12344481:BTCUSD |
|---|---|---|
| Max Drawdown | -18.17% | -26.0% |
| Longest DD Days | 292.0 | 145.0 |
| Avg. Drawdown | -9.17% | -8.01% |
| Avg. Drawdown Days | 146.0 | 25.0 |
| Recovery Factor | -0.33 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -18.17 | 292 |
| 2024-06-04 | 2024-06-05 | -0.18 | 1 |
| Metric | 12344481:btcusd:triple_med_gx:lsma40_30 | 12344481:BTCUSD |
|---|---|---|
| Best Day | 8.84% | 11.89% |
| Worst Day | -7.22% | -8.6% |
| Best Week | 11.16% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 9.79% | 37.42% |
| Worst Month | -12.35% | -17.69% |
| Best Year | 0.0% | 37.85% |
| Worst Year | -6.05% | -6.34% |
| Avg. Up Day | 2.24% | 2.32% |
| Avg. Down Day | -2.07% | -2.84% |
| Avg. Up Week | 4.11% | 7.71% |
| Avg. Down Week | -4.64% | -5.19% |
| Avg. Up Month | 6.41% | 24.15% |
| Avg. Down Month | -6.19% | -8.09% |
| Win Days % | 37.5% | 49.83% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 40.0% | 52.27% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |