| Metric | 12404674:btcusd:triple_med_gx:lsma60_80 | 12404674:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | -11.08% | 29.12% |
| Max Drawdown | -15.77% | -26.0% |
| Sharpe | -0.96 | 0.87 |
| Sortino | -1.23 | 1.34 |
| Payoff Ratio | 1.0 | 0.83 |
| Profit Factor | 0.68 | 1.13 |
| Common Sense Ratio | 0.16 | 1.2 |
| CPC Index | 0.25 | 0.47 |
| Tail Ratio | 0.24 | 1.06 |
| Outlier Win Ratio | 68.45 | 2.89 |
| Outlier Loss Ratio | 3.59 | 2.55 |
| Volatility (ann.) | 13.91% | 50.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.85 | 1.42 |
| Skew | -1.23 | 0.51 |
| Kurtosis | 21.62 | 2.47 |
| Expected Daily % | -0.04% | 0.09% |
| Expected Monthly % | -1.17% | 2.59% |
| Expected Yearly % | -5.7% | 13.63% |
| Kelly Criterion | -25.71% | -10.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -4.24% |
| Expected Shortfall (cVaR) | -1.23% | -4.24% |
| Year | 12404674:BTCUSD | 12404674:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -13.95 | -0.37 | - |
| 2025 | -6.34 | 3.33 | -0.52 | + |
| Metric | 12404674:btcusd:triple_med_gx:lsma60_80 | 12404674:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 3.33% | -8.05% |
| 6M | -3.29% | 37.53% |
| YTD | 3.33% | -6.34% |
| 1Y | -11.08% | 29.12% |
| 3Y (ann.) | -13.44% | 36.89% |
| 5Y (ann.) | -13.44% | 36.89% |
| Metric | 12404674:btcusd:triple_med_gx:lsma60_80 | 12404674:BTCUSD |
|---|---|---|
| Max Drawdown | -15.77% | -26.0% |
| Longest DD Days | 293.0 | 145.0 |
| Avg. Drawdown | -15.77% | -8.01% |
| Avg. Drawdown Days | 293.0 | 25.0 |
| Recovery Factor | -0.7 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-25 | -15.77 | 293 |
| Metric | 12404674:btcusd:triple_med_gx:lsma60_80 | 12404674:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 3.79% | 18.93% |
| Worst Week | -5.62% | -12.33% |
| Best Month | 3.5% | 37.42% |
| Worst Month | -7.27% | -17.69% |
| Best Year | 3.33% | 37.85% |
| Worst Year | -13.95% | -6.34% |
| Avg. Up Day | 1.45% | 1.49% |
| Avg. Down Day | -1.45% | -1.79% |
| Avg. Up Week | 2.27% | 4.6% |
| Avg. Down Week | -2.97% | -6.1% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -4.12% | -8.09% |
| Win Days % | 37.21% | 49.83% |
| Win Month % | 16.67% | 60.0% |
| Win Week % | 33.33% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |