| Metric | 12391310:btcusd:triple_med_gx:lsma80_35 | 12391310:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 8.17% | 29.12% |
| Max Drawdown | -8.48% | -26.0% |
| Sharpe | 0.83 | 0.87 |
| Sortino | 1.45 | 1.34 |
| Payoff Ratio | 1.82 | 1.42 |
| Profit Factor | 1.37 | 1.13 |
| Common Sense Ratio | 4.56 | 1.2 |
| CPC Index | 0.98 | 0.8 |
| Tail Ratio | 3.33 | 1.06 |
| Outlier Win Ratio | 51.52 | 2.96 |
| Outlier Loss Ratio | 5.05 | 2.32 |
| Volatility (ann.) | 12.5% | 50.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | 1.19 | 1.42 |
| Skew | 2.19 | 0.51 |
| Kurtosis | 20.89 | 2.47 |
| Expected Daily % | 0.03% | 0.09% |
| Expected Monthly % | 0.79% | 2.59% |
| Expected Yearly % | 4.0% | 13.63% |
| Kelly Criterion | 5.71% | 14.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -4.24% |
| Expected Shortfall (cVaR) | -1.05% | -4.24% |
| Year | 12391310:BTCUSD | 12391310:btcusd:triple_med_gx:lsma80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 6.02 | 0.16 | - |
| 2025 | -6.34 | 2.02 | -0.32 | + |
| Metric | 12391310:btcusd:triple_med_gx:lsma80_35 | 12391310:BTCUSD |
|---|---|---|
| MTD | -0.31% | 3.72% |
| 3M | 2.02% | -8.05% |
| 6M | 7.75% | 37.53% |
| YTD | 2.02% | -6.34% |
| 1Y | 8.17% | 29.12% |
| 3Y (ann.) | 10.13% | 36.89% |
| 5Y (ann.) | 10.13% | 36.89% |
| Metric | 12391310:btcusd:triple_med_gx:lsma80_35 | 12391310:BTCUSD |
|---|---|---|
| Max Drawdown | -8.48% | -26.0% |
| Longest DD Days | 122.0 | 145.0 |
| Avg. Drawdown | -3.4% | -8.01% |
| Avg. Drawdown Days | 60.0 | 25.0 |
| Recovery Factor | 0.96 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-11-21 | -8.48 | 122 |
| 2025-02-05 | 2025-03-25 | -2.50 | 48 |
| 2024-11-23 | 2025-01-29 | -2.29 | 67 |
| 2024-07-17 | 2024-07-19 | -0.34 | 2 |
| Metric | 12391310:btcusd:triple_med_gx:lsma80_35 | 12391310:BTCUSD |
|---|---|---|
| Best Day | 4.33% | 11.89% |
| Worst Day | -2.94% | -8.6% |
| Best Week | 6.93% | 18.93% |
| Worst Week | -3.18% | -12.33% |
| Best Month | 4.18% | 37.42% |
| Worst Month | -2.09% | -17.69% |
| Best Year | 6.02% | 37.85% |
| Worst Year | 2.02% | -6.34% |
| Avg. Up Day | 1.75% | 1.79% |
| Avg. Down Day | -0.96% | -1.26% |
| Avg. Up Week | 5.13% | 9.43% |
| Avg. Down Week | -0.84% | -4.69% |
| Avg. Up Month | 3.01% | 15.28% |
| Avg. Down Month | -1.22% | -9.88% |
| Win Days % | 39.13% | 49.83% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 25.0% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |