| Metric | 12406362:btcusd:triple_med_gx:lsma55_85 | 12406362:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -8.04% | 29.12% |
| Max Drawdown | -20.28% | -26.0% |
| Sharpe | -0.56 | 0.87 |
| Sortino | -0.71 | 1.34 |
| Payoff Ratio | 0.92 | 0.94 |
| Profit Factor | 0.82 | 1.13 |
| Common Sense Ratio | 1.53 | 1.2 |
| CPC Index | 0.31 | 0.53 |
| Tail Ratio | 1.87 | 1.06 |
| Outlier Win Ratio | 47.54 | 2.93 |
| Outlier Loss Ratio | 3.86 | 2.65 |
| Volatility (ann.) | 16.09% | 50.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.48 | 1.42 |
| Skew | -1.53 | 0.51 |
| Kurtosis | 19.7 | 2.47 |
| Expected Daily % | -0.03% | 0.09% |
| Expected Monthly % | -0.84% | 2.59% |
| Expected Yearly % | -4.11% | 13.63% |
| Kelly Criterion | -22.77% | -3.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -4.24% |
| Expected Shortfall (cVaR) | -1.41% | -4.24% |
| Year | 12406362:BTCUSD | 12406362:btcusd:triple_med_gx:lsma55_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -12.05 | -0.32 | - |
| 2025 | -6.34 | 4.55 | -0.72 | + |
| Metric | 12406362:btcusd:triple_med_gx:lsma55_85 | 12406362:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 5.05% | -8.05% |
| 6M | 3.27% | 37.53% |
| YTD | 4.55% | -6.34% |
| 1Y | -8.04% | 29.12% |
| 3Y (ann.) | -9.79% | 36.89% |
| 5Y (ann.) | -9.79% | 36.89% |
| Metric | 12406362:btcusd:triple_med_gx:lsma55_85 | 12406362:BTCUSD |
|---|---|---|
| Max Drawdown | -20.28% | -26.0% |
| Longest DD Days | 292.0 | 145.0 |
| Avg. Drawdown | -10.23% | -8.01% |
| Avg. Drawdown Days | 146.0 | 25.0 |
| Recovery Factor | -0.4 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -20.28 | 292 |
| 2024-06-02 | 2024-06-03 | -0.18 | 1 |
| Metric | 12406362:btcusd:triple_med_gx:lsma55_85 | 12406362:BTCUSD |
|---|---|---|
| Best Day | 4.13% | 11.89% |
| Worst Day | -5.6% | -8.6% |
| Best Week | 5.12% | 18.93% |
| Worst Week | -8.06% | -12.33% |
| Best Month | 4.55% | 37.42% |
| Worst Month | -10.36% | -17.69% |
| Best Year | 4.55% | 37.85% |
| Worst Year | -12.05% | -6.34% |
| Avg. Up Day | 1.44% | 1.48% |
| Avg. Down Day | -1.56% | -1.57% |
| Avg. Up Week | 2.86% | 6.77% |
| Avg. Down Week | -2.84% | -5.3% |
| Avg. Up Month | 4.55% | 9.7% |
| Avg. Down Month | -5.99% | -8.09% |
| Win Days % | 41.07% | 49.83% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 44.44% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |