| Metric | 12386171:btcusd:triple_med_gx:lsma140_10 | 12386171:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | -7.87% | 29.12% |
| Max Drawdown | -20.78% | -26.0% |
| Sharpe | -0.19 | 0.87 |
| Sortino | -0.27 | 1.34 |
| Payoff Ratio | 1.22 | 0.95 |
| Profit Factor | 0.95 | 1.13 |
| Common Sense Ratio | 0.9 | 1.2 |
| CPC Index | 0.48 | 0.54 |
| Tail Ratio | 0.95 | 1.06 |
| Outlier Win Ratio | 21.03 | 3.4 |
| Outlier Loss Ratio | 3.63 | 3.33 |
| Volatility (ann.) | 29.98% | 50.6% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.46 | 1.42 |
| Skew | 0.64 | 0.51 |
| Kurtosis | 17.4 | 2.47 |
| Expected Daily % | -0.03% | 0.09% |
| Expected Monthly % | -0.82% | 2.59% |
| Expected Yearly % | -4.01% | 13.63% |
| Kelly Criterion | -6.51% | -2.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.6% | -4.24% |
| Expected Shortfall (cVaR) | -2.6% | -4.24% |
| Year | 12386171:BTCUSD | 12386171:btcusd:triple_med_gx:lsma140_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 0.44 | 0.01 | - |
| 2025 | -6.34 | -8.27 | 1.30 | - |
| Metric | 12386171:btcusd:triple_med_gx:lsma140_10 | 12386171:BTCUSD |
|---|---|---|
| MTD | -3.43% | 3.72% |
| 3M | -8.75% | -8.05% |
| 6M | 7.87% | 37.53% |
| YTD | -8.27% | -6.34% |
| 1Y | -7.87% | 29.12% |
| 3Y (ann.) | -9.58% | 36.89% |
| 5Y (ann.) | -9.58% | 36.89% |
| Metric | 12386171:btcusd:triple_med_gx:lsma140_10 | 12386171:BTCUSD |
|---|---|---|
| Max Drawdown | -20.78% | -26.0% |
| Longest DD Days | 246.0 | 145.0 |
| Avg. Drawdown | -6.9% | -8.01% |
| Avg. Drawdown Days | 67.0 | 25.0 |
| Recovery Factor | -0.38 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-03-25 | -20.78 | 246 |
| 2024-07-07 | 2024-07-19 | -4.10 | 12 |
| 2024-06-26 | 2024-07-06 | -2.55 | 10 |
| 2024-06-24 | 2024-06-25 | -0.18 | 1 |
| Metric | 12386171:btcusd:triple_med_gx:lsma140_10 | 12386171:BTCUSD |
|---|---|---|
| Best Day | 10.37% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 13.05% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 17.15% | 37.42% |
| Worst Month | -16.53% | -17.69% |
| Best Year | 0.44% | 37.85% |
| Worst Year | -8.27% | -6.34% |
| Avg. Up Day | 2.18% | 2.22% |
| Avg. Down Day | -1.79% | -2.33% |
| Avg. Up Week | 2.87% | 6.56% |
| Avg. Down Week | -4.0% | -5.55% |
| Avg. Up Month | 9.42% | 20.26% |
| Avg. Down Month | -10.77% | -13.21% |
| Win Days % | 41.57% | 49.83% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 47.62% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |