| Metric | 12362248:btcusd:triple_med_gx:lsma65_90 | 12362248:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 14.86% | 29.12% |
| Max Drawdown | -7.99% | -26.0% |
| Sharpe | 1.49 | 0.87 |
| Sortino | 2.87 | 1.34 |
| Payoff Ratio | 1.5 | 1.23 |
| Profit Factor | 1.88 | 1.13 |
| Common Sense Ratio | 5.02 | 1.2 |
| CPC Index | 1.54 | 0.7 |
| Tail Ratio | 2.67 | 1.06 |
| Outlier Win Ratio | 58.13 | 3.13 |
| Outlier Loss Ratio | 3.93 | 2.24 |
| Volatility (ann.) | 11.9% | 50.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.32 | 1.42 |
| Skew | 2.77 | 0.51 |
| Kurtosis | 23.25 | 2.47 |
| Expected Daily % | 0.05% | 0.09% |
| Expected Monthly % | 1.39% | 2.59% |
| Expected Yearly % | 7.17% | 13.63% |
| Kelly Criterion | 23.88% | 9.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -4.24% |
| Expected Shortfall (cVaR) | -0.98% | -4.24% |
| Year | 12362248:BTCUSD | 12362248:btcusd:triple_med_gx:lsma65_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 12.71 | 0.34 | - |
| 2025 | -6.34 | 1.91 | -0.30 | + |
| Metric | 12362248:btcusd:triple_med_gx:lsma65_90 | 12362248:BTCUSD |
|---|---|---|
| MTD | 1.38% | 3.72% |
| 3M | 1.91% | -8.05% |
| 6M | 1.91% | 37.53% |
| YTD | 1.91% | -6.34% |
| 1Y | 14.86% | 29.12% |
| 3Y (ann.) | 18.56% | 36.89% |
| 5Y (ann.) | 18.56% | 36.89% |
| Metric | 12362248:btcusd:triple_med_gx:lsma65_90 | 12362248:BTCUSD |
|---|---|---|
| Max Drawdown | -7.99% | -26.0% |
| Longest DD Days | 62.0 | 145.0 |
| Avg. Drawdown | -2.79% | -8.01% |
| Avg. Drawdown Days | 30.0 | 25.0 |
| Recovery Factor | 1.86 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-03-25 | -7.99 | 62 |
| 2024-07-22 | 2024-09-17 | -2.82 | 57 |
| 2024-07-18 | 2024-07-19 | -0.18 | 1 |
| 2025-01-19 | 2025-01-20 | -0.18 | 1 |
| Metric | 12362248:btcusd:triple_med_gx:lsma65_90 | 12362248:BTCUSD |
|---|---|---|
| Best Day | 4.26% | 11.89% |
| Worst Day | -2.93% | -8.6% |
| Best Week | 6.7% | 18.93% |
| Worst Week | -2.33% | -12.33% |
| Best Month | 7.13% | 37.42% |
| Worst Month | -0.47% | -17.69% |
| Best Year | 12.71% | 37.85% |
| Worst Year | 1.91% | -6.34% |
| Avg. Up Day | 1.62% | 1.65% |
| Avg. Down Day | -1.08% | -1.33% |
| Avg. Up Week | 2.53% | 4.46% |
| Avg. Down Week | -1.72% | -4.03% |
| Avg. Up Month | 3.68% | 5.97% |
| Avg. Down Month | -0.47% | -17.69% |
| Win Days % | 54.29% | 49.83% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 77.78% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |