| Metric | 12408084:btcusd:triple_med_gx:lsma60_90 | 12408084:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -15.89% | 29.12% |
| Max Drawdown | -19.42% | -26.0% |
| Sharpe | -1.36 | 0.87 |
| Sortino | -1.67 | 1.34 |
| Payoff Ratio | 1.06 | 0.88 |
| Profit Factor | 0.58 | 1.13 |
| Common Sense Ratio | 0.01 | 1.2 |
| CPC Index | 0.2 | 0.5 |
| Tail Ratio | 0.02 | 1.06 |
| Outlier Win Ratio | 69.9 | 2.89 |
| Outlier Loss Ratio | 3.78 | 2.65 |
| Volatility (ann.) | 14.73% | 50.6% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.99 | 1.42 |
| Skew | -1.8 | 0.51 |
| Kurtosis | 21.11 | 2.47 |
| Expected Daily % | -0.06% | 0.09% |
| Expected Monthly % | -1.72% | 2.59% |
| Expected Yearly % | -8.29% | 13.63% |
| Kelly Criterion | -31.05% | -7.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -4.24% |
| Expected Shortfall (cVaR) | -1.32% | -4.24% |
| Year | 12408084:BTCUSD | 12408084:btcusd:triple_med_gx:lsma60_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -15.15 | -0.40 | - |
| 2025 | -6.34 | -0.88 | 0.14 | + |
| Metric | 12408084:btcusd:triple_med_gx:lsma60_90 | 12408084:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -0.88% | -8.05% |
| 6M | -3.08% | 37.53% |
| YTD | -0.88% | -6.34% |
| 1Y | -15.89% | 29.12% |
| 3Y (ann.) | -19.16% | 36.89% |
| 5Y (ann.) | -19.16% | 36.89% |
| Metric | 12408084:btcusd:triple_med_gx:lsma60_90 | 12408084:BTCUSD |
|---|---|---|
| Max Drawdown | -19.42% | -26.0% |
| Longest DD Days | 293.0 | 145.0 |
| Avg. Drawdown | -19.42% | -8.01% |
| Avg. Drawdown Days | 293.0 | 25.0 |
| Recovery Factor | -0.82 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-25 | -19.42 | 293 |
| Metric | 12408084:btcusd:triple_med_gx:lsma60_90 | 12408084:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 3.79% | 18.93% |
| Worst Week | -6.52% | -12.33% |
| Best Month | 0.86% | 37.42% |
| Worst Month | -12.47% | -17.69% |
| Best Year | -0.88% | 37.85% |
| Worst Year | -15.15% | -6.34% |
| Avg. Up Day | 1.49% | 1.53% |
| Avg. Down Day | -1.41% | -1.74% |
| Avg. Up Week | 2.46% | 3.3% |
| Avg. Down Week | -3.02% | -5.4% |
| Avg. Up Month | 0.86% | 10.89% |
| Avg. Down Month | -4.72% | -11.29% |
| Win Days % | 32.61% | 49.83% |
| Win Month % | 16.67% | 60.0% |
| Win Week % | 30.77% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |