| Metric | 12349858:btcusd:triple_med_gx:lsma105_50 | 12349858:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -16.72% | 29.12% |
| Max Drawdown | -16.72% | -26.0% |
| Sharpe | -1.29 | 0.87 |
| Sortino | -1.6 | 1.34 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 0.64 | 1.13 |
| Common Sense Ratio | 0.19 | 1.2 |
| CPC Index | 0.24 | 0.58 |
| Tail Ratio | 0.3 | 1.06 |
| Outlier Win Ratio | 50.54 | 2.95 |
| Outlier Loss Ratio | 3.23 | 2.5 |
| Volatility (ann.) | 16.35% | 50.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -1.2 | 1.42 |
| Skew | -1.76 | 0.51 |
| Kurtosis | 19.14 | 2.47 |
| Expected Daily % | -0.06% | 0.09% |
| Expected Monthly % | -1.81% | 2.59% |
| Expected Yearly % | -8.74% | 13.63% |
| Kelly Criterion | -27.33% | 1.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -4.24% |
| Expected Shortfall (cVaR) | -1.47% | -4.24% |
| Year | 12349858:BTCUSD | 12349858:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -16.72 | -0.44 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12349858:btcusd:triple_med_gx:lsma105_50 | 12349858:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -0.52% | -8.05% |
| 6M | -5.09% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -16.72% | 29.12% |
| 3Y (ann.) | -20.14% | 36.89% |
| 5Y (ann.) | -20.14% | 36.89% |
| Metric | 12349858:btcusd:triple_med_gx:lsma105_50 | 12349858:BTCUSD |
|---|---|---|
| Max Drawdown | -16.72% | -26.0% |
| Longest DD Days | 282.0 | 145.0 |
| Avg. Drawdown | -16.72% | -8.01% |
| Avg. Drawdown Days | 282.0 | 25.0 |
| Recovery Factor | -1.0 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-16 | 2025-03-25 | -16.72 | 282 |
| Metric | 12349858:btcusd:triple_med_gx:lsma105_50 | 12349858:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 11.89% |
| Worst Day | -5.77% | -8.6% |
| Best Week | 4.36% | 18.93% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 4.02% | 37.42% |
| Worst Month | -7.86% | -17.69% |
| Best Year | 0.0% | 37.85% |
| Worst Year | -16.72% | -6.34% |
| Avg. Up Day | 1.64% | 1.66% |
| Avg. Down Day | -1.58% | -1.61% |
| Avg. Up Week | 2.44% | 4.91% |
| Avg. Down Week | -4.01% | -4.43% |
| Avg. Up Month | 4.02% | 10.89% |
| Avg. Down Month | -6.57% | -6.47% |
| Win Days % | 35.19% | 49.83% |
| Win Month % | 16.67% | 60.0% |
| Win Week % | 25.0% | 52.27% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |