| Metric | 12392509:btcusd:triple_med_gx:lsma60_40 | 12392509:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -11.42% | 29.12% |
| Max Drawdown | -15.65% | -26.0% |
| Sharpe | -1.1 | 0.87 |
| Sortino | -1.4 | 1.34 |
| Payoff Ratio | 1.15 | 1.01 |
| Profit Factor | 0.62 | 1.13 |
| Common Sense Ratio | 0.0 | 1.2 |
| CPC Index | 0.21 | 0.57 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 79.46 | 2.77 |
| Outlier Loss Ratio | 4.33 | 2.55 |
| Volatility (ann.) | 12.78% | 50.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.88 | 1.42 |
| Skew | -0.79 | 0.51 |
| Kurtosis | 24.25 | 2.47 |
| Expected Daily % | -0.04% | 0.09% |
| Expected Monthly % | -1.2% | 2.59% |
| Expected Yearly % | -5.88% | 13.63% |
| Kelly Criterion | -32.47% | -0.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -4.24% |
| Expected Shortfall (cVaR) | -1.14% | -4.24% |
| Year | 12392509:BTCUSD | 12392509:btcusd:triple_med_gx:lsma60_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -2.19 | -0.06 | - |
| 2025 | -6.34 | -9.43 | 1.49 | - |
| Metric | 12392509:btcusd:triple_med_gx:lsma60_40 | 12392509:BTCUSD |
|---|---|---|
| MTD | 0.1% | 3.72% |
| 3M | -10.27% | -8.05% |
| 6M | -14.68% | 37.53% |
| YTD | -9.43% | -6.34% |
| 1Y | -11.42% | 29.12% |
| 3Y (ann.) | -13.84% | 36.89% |
| 5Y (ann.) | -13.84% | 36.89% |
| Metric | 12392509:btcusd:triple_med_gx:lsma60_40 | 12392509:BTCUSD |
|---|---|---|
| Max Drawdown | -15.65% | -26.0% |
| Longest DD Days | 177.0 | 145.0 |
| Avg. Drawdown | -4.87% | -8.01% |
| Avg. Drawdown Days | 54.0 | 25.0 |
| Recovery Factor | -0.73 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-29 | 2025-03-25 | -15.65 | 177 |
| 2024-06-10 | 2024-07-14 | -3.31 | 34 |
| 2024-07-17 | 2024-07-19 | -0.34 | 2 |
| 2024-09-26 | 2024-09-27 | -0.18 | 1 |
| Metric | 12392509:btcusd:triple_med_gx:lsma60_40 | 12392509:BTCUSD |
|---|---|---|
| Best Day | 4.33% | 11.89% |
| Worst Day | -4.14% | -8.6% |
| Best Week | 6.11% | 18.93% |
| Worst Week | -7.76% | -12.33% |
| Best Month | 6.11% | 37.42% |
| Worst Month | -5.19% | -17.69% |
| Best Year | -2.19% | 37.85% |
| Worst Year | -9.43% | -6.34% |
| Avg. Up Day | 1.58% | 1.7% |
| Avg. Down Day | -1.38% | -1.69% |
| Avg. Up Week | 2.93% | 7.03% |
| Avg. Down Week | -3.09% | -4.14% |
| Avg. Up Month | 3.16% | 14.75% |
| Avg. Down Month | -2.76% | -9.46% |
| Win Days % | 29.27% | 49.83% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 40.0% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |