| Metric | 12355771:btcusd:triple_med_gx:lsma50_70 | 12355771:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 6.03% | 29.12% |
| Max Drawdown | -10.32% | -26.0% |
| Sharpe | 0.53 | 0.87 |
| Sortino | 1.04 | 1.34 |
| Payoff Ratio | 1.58 | 1.48 |
| Profit Factor | 1.31 | 1.13 |
| Common Sense Ratio | 0.0 | 1.2 |
| CPC Index | 0.82 | 0.84 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 62.54 | 3.21 |
| Outlier Loss Ratio | 3.44 | 2.39 |
| Volatility (ann.) | 15.72% | 50.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.72 | 1.42 |
| Skew | 5.1 | 0.51 |
| Kurtosis | 59.02 | 2.47 |
| Expected Daily % | 0.02% | 0.09% |
| Expected Monthly % | 0.59% | 2.59% |
| Expected Yearly % | 2.97% | 13.63% |
| Kelly Criterion | 1.91% | 16.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -4.24% |
| Expected Shortfall (cVaR) | -1.33% | -4.24% |
| Year | 12355771:BTCUSD | 12355771:btcusd:triple_med_gx:lsma50_70 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 8.41 | 0.22 | - |
| 2025 | -6.34 | -2.20 | 0.35 | + |
| Metric | 12355771:btcusd:triple_med_gx:lsma50_70 | 12355771:BTCUSD |
|---|---|---|
| MTD | -0.3% | 3.72% |
| 3M | -2.2% | -8.05% |
| 6M | 6.64% | 37.53% |
| YTD | -2.2% | -6.34% |
| 1Y | 6.03% | 29.12% |
| 3Y (ann.) | 7.46% | 36.89% |
| 5Y (ann.) | 7.46% | 36.89% |
| Metric | 12355771:btcusd:triple_med_gx:lsma50_70 | 12355771:BTCUSD |
|---|---|---|
| Max Drawdown | -10.32% | -26.0% |
| Longest DD Days | 53.0 | 145.0 |
| Avg. Drawdown | -3.55% | -8.01% |
| Avg. Drawdown Days | 28.0 | 25.0 |
| Recovery Factor | 0.58 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-09-13 | -10.32 | 53 |
| 2025-01-25 | 2025-03-19 | -4.53 | 53 |
| 2025-03-20 | 2025-03-25 | -3.40 | 5 |
| 2024-09-14 | 2024-11-06 | -2.68 | 53 |
| 2024-07-20 | 2024-07-21 | -0.18 | 1 |
| 2025-01-22 | 2025-01-23 | -0.18 | 1 |
| Metric | 12355771:btcusd:triple_med_gx:lsma50_70 | 12355771:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -3.93% | -8.6% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.1% | -12.33% |
| Best Month | 9.04% | 37.42% |
| Worst Month | -2.18% | -17.69% |
| Best Year | 8.41% | 37.85% |
| Worst Year | -2.2% | -6.34% |
| Avg. Up Day | 2.43% | 2.44% |
| Avg. Down Day | -1.54% | -1.65% |
| Avg. Up Week | 7.41% | 7.72% |
| Avg. Down Week | -4.97% | -5.53% |
| Avg. Up Month | 5.34% | 22.39% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 40.0% | 49.83% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 37.5% | 52.27% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |