| Metric | 12408034:btcusd:triple_med_gx:lsma60_90 | 12408034:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -6.75% | 29.12% |
| Max Drawdown | -9.52% | -26.0% |
| Sharpe | -0.47 | 0.87 |
| Sortino | -0.65 | 1.34 |
| Payoff Ratio | 1.08 | 1.08 |
| Profit Factor | 0.85 | 1.13 |
| Common Sense Ratio | 1.26 | 1.2 |
| CPC Index | 0.35 | 0.61 |
| Tail Ratio | 1.48 | 1.06 |
| Outlier Win Ratio | 44.82 | 2.9 |
| Outlier Loss Ratio | 4.19 | 2.55 |
| Volatility (ann.) | 15.68% | 50.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.87 | 1.42 |
| Skew | 0.24 | 0.51 |
| Kurtosis | 22.24 | 2.47 |
| Expected Daily % | -0.02% | 0.09% |
| Expected Monthly % | -0.7% | 2.59% |
| Expected Yearly % | -3.44% | 13.63% |
| Kelly Criterion | -19.02% | 3.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -4.24% |
| Expected Shortfall (cVaR) | -1.37% | -4.24% |
| Year | 12408034:BTCUSD | 12408034:btcusd:triple_med_gx:lsma60_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -6.03 | -0.16 | - |
| 2025 | -6.34 | -0.77 | 0.12 | + |
| Metric | 12408034:btcusd:triple_med_gx:lsma60_90 | 12408034:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -1.81% | -8.05% |
| 6M | -3.55% | 37.53% |
| YTD | -0.77% | -6.34% |
| 1Y | -6.75% | 29.12% |
| 3Y (ann.) | -8.23% | 36.89% |
| 5Y (ann.) | -8.23% | 36.89% |
| Metric | 12408034:btcusd:triple_med_gx:lsma60_90 | 12408034:BTCUSD |
|---|---|---|
| Max Drawdown | -9.52% | -26.0% |
| Longest DD Days | 214.0 | 145.0 |
| Avg. Drawdown | -4.83% | -8.01% |
| Avg. Drawdown Days | 73.0 | 25.0 |
| Recovery Factor | -0.71 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-25 | -9.52 | 77 |
| 2024-06-06 | 2025-01-06 | -9.46 | 214 |
| 2024-06-02 | 2024-06-03 | -0.18 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 1 |
| Metric | 12408034:btcusd:triple_med_gx:lsma60_90 | 12408034:BTCUSD |
|---|---|---|
| Best Day | 6.13% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 5.12% | 18.93% |
| Worst Week | -5.62% | -12.33% |
| Best Month | 3.64% | 37.42% |
| Worst Month | -3.64% | -17.69% |
| Best Year | -0.77% | 37.85% |
| Worst Year | -6.03% | -6.34% |
| Avg. Up Day | 1.49% | 1.52% |
| Avg. Down Day | -1.38% | -1.4% |
| Avg. Up Week | 3.47% | 6.87% |
| Avg. Down Week | -2.11% | -4.37% |
| Avg. Up Month | 1.11% | 9.7% |
| Avg. Down Month | -2.19% | -9.46% |
| Win Days % | 38.33% | 49.83% |
| Win Month % | 28.57% | 60.0% |
| Win Week % | 25.0% | 52.27% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |