| Metric | 12352725:btcusd:triple_med_gx:lsma90_60 | 12352725:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -2.91% | 29.12% |
| Max Drawdown | -8.69% | -26.0% |
| Sharpe | -0.1 | 0.87 |
| Sortino | -0.15 | 1.34 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 0.96 | 1.13 |
| Common Sense Ratio | 0.0 | 1.2 |
| CPC Index | 0.46 | 0.66 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 53.37 | 3.13 |
| Outlier Loss Ratio | 2.58 | 2.5 |
| Volatility (ann.) | 18.89% | 50.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.41 | 1.42 |
| Skew | 2.1 | 0.51 |
| Kurtosis | 38.01 | 2.47 |
| Expected Daily % | -0.01% | 0.09% |
| Expected Monthly % | -0.3% | 2.59% |
| Expected Yearly % | -1.47% | 13.63% |
| Kelly Criterion | -8.71% | 6.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.24% |
| Expected Shortfall (cVaR) | -1.63% | -4.24% |
| Year | 12352725:BTCUSD | 12352725:btcusd:triple_med_gx:lsma90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -2.91 | -0.08 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12352725:btcusd:triple_med_gx:lsma90_60 | 12352725:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 3.08% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -2.91% | 29.12% |
| 3Y (ann.) | -3.57% | 36.89% |
| 5Y (ann.) | -3.57% | 36.89% |
| Metric | 12352725:btcusd:triple_med_gx:lsma90_60 | 12352725:BTCUSD |
|---|---|---|
| Max Drawdown | -8.69% | -26.0% |
| Longest DD Days | 99.0 | 145.0 |
| Avg. Drawdown | -5.96% | -8.01% |
| Avg. Drawdown Days | 46.0 | 25.0 |
| Recovery Factor | -0.34 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-16 | 2025-03-25 | -8.69 | 99 |
| 2024-08-26 | 2024-10-29 | -7.82 | 64 |
| 2024-10-30 | 2024-11-06 | -6.76 | 7 |
| 2024-06-23 | 2024-08-23 | -6.35 | 61 |
| 2024-06-21 | 2024-06-22 | -0.18 | 1 |
| Metric | 12352725:btcusd:triple_med_gx:lsma90_60 | 12352725:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -5.77% | -8.6% |
| Best Week | 9.09% | 18.93% |
| Worst Week | -8.02% | -12.33% |
| Best Month | 7.96% | 37.42% |
| Worst Month | -8.69% | -17.69% |
| Best Year | 0.0% | 37.85% |
| Worst Year | -2.91% | -6.34% |
| Avg. Up Day | 2.36% | 2.37% |
| Avg. Down Day | -2.0% | -2.03% |
| Avg. Up Week | 6.72% | 7.8% |
| Avg. Down Week | -4.33% | -4.77% |
| Avg. Up Month | 6.26% | 24.15% |
| Avg. Down Month | -4.84% | -6.47% |
| Win Days % | 41.18% | 49.83% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 37.5% | 52.27% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |