| Metric | 12357362:btcusd:triple_med_gx:lsma50_75 | 12357362:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 0.61% | 29.12% |
| Max Drawdown | -10.52% | -26.0% |
| Sharpe | 0.12 | 0.87 |
| Sortino | 0.19 | 1.34 |
| Payoff Ratio | 1.41 | 1.33 |
| Profit Factor | 1.05 | 1.13 |
| Common Sense Ratio | 0.0 | 1.2 |
| CPC Index | 0.58 | 0.75 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 66.72 | 3.08 |
| Outlier Loss Ratio | 3.38 | 2.34 |
| Volatility (ann.) | 13.06% | 50.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.07 | 1.42 |
| Skew | 1.75 | 0.51 |
| Kurtosis | 26.2 | 2.47 |
| Expected Daily % | 0.0% | 0.09% |
| Expected Monthly % | 0.06% | 2.59% |
| Expected Yearly % | 0.3% | 13.63% |
| Kelly Criterion | -3.69% | 12.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -4.24% |
| Expected Shortfall (cVaR) | -1.12% | -4.24% |
| Year | 12357362:BTCUSD | 12357362:btcusd:triple_med_gx:lsma50_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 1.20 | 0.03 | - |
| 2025 | -6.34 | -0.58 | 0.09 | + |
| Metric | 12357362:btcusd:triple_med_gx:lsma50_75 | 12357362:BTCUSD |
|---|---|---|
| MTD | -0.3% | 3.72% |
| 3M | -0.58% | -8.05% |
| 6M | -0.58% | 37.53% |
| YTD | -0.58% | -6.34% |
| 1Y | 0.61% | 29.12% |
| 3Y (ann.) | 0.75% | 36.89% |
| 5Y (ann.) | 0.75% | 36.89% |
| Metric | 12357362:btcusd:triple_med_gx:lsma50_75 | 12357362:BTCUSD |
|---|---|---|
| Max Drawdown | -10.52% | -26.0% |
| Longest DD Days | 132.0 | 145.0 |
| Avg. Drawdown | -4.27% | -8.01% |
| Avg. Drawdown Days | 49.0 | 25.0 |
| Recovery Factor | 0.06 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-09-13 | -10.52 | 53 |
| 2024-09-14 | 2025-01-24 | -3.86 | 132 |
| 2025-03-20 | 2025-03-25 | -3.40 | 5 |
| 2025-01-25 | 2025-03-19 | -3.39 | 53 |
| 2024-07-20 | 2024-07-21 | -0.18 | 1 |
| Metric | 12357362:btcusd:triple_med_gx:lsma50_75 | 12357362:BTCUSD |
|---|---|---|
| Best Day | 5.04% | 11.89% |
| Worst Day | -3.93% | -8.6% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -7.1% | -12.33% |
| Best Month | 3.67% | 37.42% |
| Worst Month | -2.39% | -17.69% |
| Best Year | 1.2% | 37.85% |
| Worst Year | -0.58% | -6.34% |
| Avg. Up Day | 2.0% | 2.05% |
| Avg. Down Day | -1.42% | -1.54% |
| Avg. Up Week | 6.59% | 6.47% |
| Avg. Down Week | -4.17% | -5.53% |
| Avg. Up Month | 3.67% | 7.35% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 39.39% | 49.83% |
| Win Month % | 25.0% | 60.0% |
| Win Week % | 28.57% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |