| Metric | 12392517:btcusd:triple_med_gx:lsma95_40 | 12392517:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 1.9% | 29.12% |
| Max Drawdown | -11.63% | -26.0% |
| Sharpe | 0.24 | 0.87 |
| Sortino | 0.37 | 1.34 |
| Payoff Ratio | 1.64 | 1.55 |
| Profit Factor | 1.11 | 1.13 |
| Common Sense Ratio | 0.0 | 1.2 |
| CPC Index | 0.6 | 0.87 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 62.49 | 2.96 |
| Outlier Loss Ratio | 4.61 | 2.34 |
| Volatility (ann.) | 12.95% | 50.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.2 | 1.42 |
| Skew | 0.95 | 0.51 |
| Kurtosis | 25.62 | 2.47 |
| Expected Daily % | 0.01% | 0.09% |
| Expected Monthly % | 0.19% | 2.59% |
| Expected Yearly % | 0.95% | 13.63% |
| Kelly Criterion | -7.44% | 17.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -4.24% |
| Expected Shortfall (cVaR) | -1.11% | -4.24% |
| Year | 12392517:BTCUSD | 12392517:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 12.36 | 0.33 | - |
| 2025 | -6.34 | -9.31 | 1.47 | - |
| Metric | 12392517:btcusd:triple_med_gx:lsma95_40 | 12392517:BTCUSD |
|---|---|---|
| MTD | 0.1% | 3.72% |
| 3M | -9.31% | -8.05% |
| 6M | -1.57% | 37.53% |
| YTD | -9.31% | -6.34% |
| 1Y | 1.9% | 29.12% |
| 3Y (ann.) | 2.34% | 36.89% |
| 5Y (ann.) | 2.34% | 36.89% |
| Metric | 12392517:btcusd:triple_med_gx:lsma95_40 | 12392517:BTCUSD |
|---|---|---|
| Max Drawdown | -11.63% | -26.0% |
| Longest DD Days | 146.0 | 145.0 |
| Avg. Drawdown | -4.21% | -8.01% |
| Avg. Drawdown Days | 59.0 | 25.0 |
| Recovery Factor | 0.16 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-03-25 | -11.63 | 146 |
| 2024-08-03 | 2024-10-28 | -4.71 | 86 |
| 2024-07-17 | 2024-07-19 | -0.34 | 2 |
| 2024-07-13 | 2024-07-14 | -0.18 | 1 |
| Metric | 12392517:btcusd:triple_med_gx:lsma95_40 | 12392517:BTCUSD |
|---|---|---|
| Best Day | 4.33% | 11.89% |
| Worst Day | -4.37% | -8.6% |
| Best Week | 6.3% | 18.93% |
| Worst Week | -5.02% | -12.33% |
| Best Month | 8.45% | 37.42% |
| Worst Month | -7.88% | -17.69% |
| Best Year | 12.36% | 37.85% |
| Worst Year | -9.31% | -6.34% |
| Avg. Up Day | 2.01% | 2.08% |
| Avg. Down Day | -1.23% | -1.34% |
| Avg. Up Week | 3.55% | 6.05% |
| Avg. Down Week | -2.56% | -2.75% |
| Avg. Up Month | 4.24% | 13.78% |
| Avg. Down Month | -6.21% | -13.21% |
| Win Days % | 33.33% | 49.83% |
| Win Month % | 57.14% | 60.0% |
| Win Week % | 46.15% | 52.27% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |