| Metric | 12408086:btcusd:triple_med_gx:lsma70_90 | 12408086:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 2.59% | 29.12% |
| Max Drawdown | -13.09% | -26.0% |
| Sharpe | 0.29 | 0.87 |
| Sortino | 0.45 | 1.34 |
| Payoff Ratio | 1.83 | 1.35 |
| Profit Factor | 1.12 | 1.13 |
| Common Sense Ratio | 1.24 | 1.2 |
| CPC Index | 0.74 | 0.76 |
| Tail Ratio | 1.11 | 1.06 |
| Outlier Win Ratio | 52.94 | 3.15 |
| Outlier Loss Ratio | 4.78 | 2.4 |
| Volatility (ann.) | 14.39% | 50.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.24 | 1.42 |
| Skew | 1.06 | 0.51 |
| Kurtosis | 22.56 | 2.47 |
| Expected Daily % | 0.01% | 0.09% |
| Expected Monthly % | 0.26% | 2.59% |
| Expected Yearly % | 1.29% | 13.63% |
| Kelly Criterion | 0.98% | 12.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -4.24% |
| Expected Shortfall (cVaR) | -1.23% | -4.24% |
| Year | 12408086:BTCUSD | 12408086:btcusd:triple_med_gx:lsma70_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -2.52 | -0.07 | - |
| 2025 | -6.34 | 5.25 | -0.83 | + |
| Metric | 12408086:btcusd:triple_med_gx:lsma70_90 | 12408086:BTCUSD |
|---|---|---|
| MTD | 1.19% | 3.72% |
| 3M | 5.25% | -8.05% |
| 6M | 16.85% | 37.53% |
| YTD | 5.25% | -6.34% |
| 1Y | 2.59% | 29.12% |
| 3Y (ann.) | 3.2% | 36.89% |
| 5Y (ann.) | 3.2% | 36.89% |
| Metric | 12408086:btcusd:triple_med_gx:lsma70_90 | 12408086:BTCUSD |
|---|---|---|
| Max Drawdown | -13.09% | -26.0% |
| Longest DD Days | 219.0 | 145.0 |
| Avg. Drawdown | -5.62% | -8.01% |
| Avg. Drawdown Days | 95.0 | 25.0 |
| Recovery Factor | 0.2 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-01-15 | -13.09 | 219 |
| 2025-01-19 | 2025-03-25 | -3.24 | 65 |
| 2025-01-16 | 2025-01-17 | -0.53 | 1 |
| Metric | 12408086:btcusd:triple_med_gx:lsma70_90 | 12408086:BTCUSD |
|---|---|---|
| Best Day | 5.12% | 11.89% |
| Worst Day | -4.78% | -8.6% |
| Best Week | 9.93% | 18.93% |
| Worst Week | -6.14% | -12.33% |
| Best Month | 11.02% | 37.42% |
| Worst Month | -12.2% | -17.69% |
| Best Year | 5.25% | 37.85% |
| Worst Year | -2.52% | -6.34% |
| Avg. Up Day | 1.78% | 1.81% |
| Avg. Down Day | -0.98% | -1.35% |
| Avg. Up Week | 4.99% | 6.02% |
| Avg. Down Week | -3.22% | -3.71% |
| Avg. Up Month | 5.66% | 8.11% |
| Avg. Down Month | -6.46% | -12.57% |
| Win Days % | 36.0% | 49.83% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 45.45% | 52.27% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |