| Metric | 12351318:btcusd:triple_med_gx:lsma85_55 | 12351318:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -11.53% | 29.12% |
| Max Drawdown | -12.71% | -26.0% |
| Sharpe | -0.65 | 0.87 |
| Sortino | -0.96 | 1.34 |
| Payoff Ratio | 1.07 | 1.09 |
| Profit Factor | 0.79 | 1.13 |
| Common Sense Ratio | 0.17 | 1.2 |
| CPC Index | 0.33 | 0.62 |
| Tail Ratio | 0.21 | 1.06 |
| Outlier Win Ratio | 43.17 | 3.13 |
| Outlier Loss Ratio | 3.21 | 2.7 |
| Volatility (ann.) | 20.04% | 50.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -1.1 | 1.42 |
| Skew | 1.68 | 0.51 |
| Kurtosis | 29.96 | 2.47 |
| Expected Daily % | -0.04% | 0.09% |
| Expected Monthly % | -1.22% | 2.59% |
| Expected Yearly % | -5.94% | 13.63% |
| Kelly Criterion | -18.39% | 3.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -4.24% |
| Expected Shortfall (cVaR) | -1.76% | -4.24% |
| Year | 12351318:BTCUSD | 12351318:btcusd:triple_med_gx:lsma85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -9.36 | -0.25 | - |
| 2025 | -6.34 | -2.39 | 0.38 | + |
| Metric | 12351318:btcusd:triple_med_gx:lsma85_55 | 12351318:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -2.39% | -8.05% |
| 6M | -3.58% | 37.53% |
| YTD | -2.39% | -6.34% |
| 1Y | -11.53% | 29.12% |
| 3Y (ann.) | -13.98% | 36.89% |
| 5Y (ann.) | -13.98% | 36.89% |
| Metric | 12351318:btcusd:triple_med_gx:lsma85_55 | 12351318:BTCUSD |
|---|---|---|
| Max Drawdown | -12.71% | -26.0% |
| Longest DD Days | 179.0 | 145.0 |
| Avg. Drawdown | -12.13% | -8.01% |
| Avg. Drawdown Days | 138.0 | 25.0 |
| Recovery Factor | -0.91 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-25 | -12.71 | 97 |
| 2024-06-20 | 2024-12-16 | -11.54 | 179 |
| Metric | 12351318:btcusd:triple_med_gx:lsma85_55 | 12351318:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -5.64% | -8.6% |
| Best Week | 10.22% | 18.93% |
| Worst Week | -7.93% | -12.33% |
| Best Month | 9.11% | 37.42% |
| Worst Month | -9.29% | -17.69% |
| Best Year | -2.39% | 37.85% |
| Worst Year | -9.36% | -6.34% |
| Avg. Up Day | 1.86% | 1.86% |
| Avg. Down Day | -1.74% | -1.71% |
| Avg. Up Week | 4.12% | 9.28% |
| Avg. Down Week | -4.45% | -4.41% |
| Avg. Up Month | 6.12% | 24.15% |
| Avg. Down Month | -5.0% | -9.28% |
| Win Days % | 38.89% | 49.83% |
| Win Month % | 28.57% | 60.0% |
| Win Week % | 41.67% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |