| Metric | 12354220:btcusd:triple_med_gx:lsma50_65 | 12354220:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 12.72% | 29.12% |
| Max Drawdown | -8.12% | -26.0% |
| Sharpe | 1.03 | 0.87 |
| Sortino | 2.15 | 1.34 |
| Payoff Ratio | 1.42 | 1.3 |
| Profit Factor | 1.76 | 1.13 |
| Common Sense Ratio | NaN | 1.2 |
| CPC Index | 1.2 | 0.74 |
| Tail Ratio | NaN | 1.06 |
| Outlier Win Ratio | 61.97 | 3.21 |
| Outlier Loss Ratio | 3.4 | 2.3 |
| Volatility (ann.) | 15.3% | 50.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.95 | 1.42 |
| Skew | 5.53 | 0.51 |
| Kurtosis | 64.88 | 2.47 |
| Expected Daily % | 0.04% | 0.09% |
| Expected Monthly % | 1.2% | 2.59% |
| Expected Yearly % | 6.17% | 13.63% |
| Kelly Criterion | 11.56% | 11.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -4.24% |
| Expected Shortfall (cVaR) | -1.27% | -4.24% |
| Year | 12354220:BTCUSD | 12354220:btcusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 14.69 | 0.39 | - |
| 2025 | -6.34 | -1.72 | 0.27 | + |
| Metric | 12354220:btcusd:triple_med_gx:lsma50_65 | 12354220:BTCUSD |
|---|---|---|
| MTD | -0.3% | 3.72% |
| 3M | -1.72% | -8.05% |
| 6M | 8.08% | 37.53% |
| YTD | -1.72% | -6.34% |
| 1Y | 12.72% | 29.12% |
| 3Y (ann.) | 15.86% | 36.89% |
| 5Y (ann.) | 15.86% | 36.89% |
| Metric | 12354220:btcusd:triple_med_gx:lsma50_65 | 12354220:BTCUSD |
|---|---|---|
| Max Drawdown | -8.12% | -26.0% |
| Longest DD Days | 53.0 | 145.0 |
| Avg. Drawdown | -2.69% | -8.01% |
| Avg. Drawdown Days | 19.0 | 25.0 |
| Recovery Factor | 1.57 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-09-13 | -8.12 | 53 |
| 2025-01-25 | 2025-03-19 | -4.06 | 53 |
| 2025-03-20 | 2025-03-25 | -3.40 | 5 |
| 2024-07-20 | 2024-07-21 | -0.18 | 1 |
| 2025-01-22 | 2025-01-23 | -0.18 | 1 |
| 2024-11-05 | 2024-11-06 | -0.18 | 1 |
| Metric | 12354220:btcusd:triple_med_gx:lsma50_65 | 12354220:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -3.93% | -8.6% |
| Best Week | 12.02% | 18.93% |
| Worst Week | -7.1% | -12.33% |
| Best Month | 9.96% | 37.42% |
| Worst Month | -1.42% | -17.69% |
| Best Year | 14.69% | 37.85% |
| Worst Year | -1.72% | -6.34% |
| Avg. Up Day | 2.29% | 2.32% |
| Avg. Down Day | -1.62% | -1.78% |
| Avg. Up Week | 5.79% | 6.24% |
| Avg. Down Week | -4.73% | -5.53% |
| Avg. Up Month | 4.75% | 15.96% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 48.15% | 49.83% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 57.14% | 52.27% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |