| Metric | 12410311:btcusd:triple_med_gx:lsma120_95 | 12410311:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -10.3% | 29.12% |
| Max Drawdown | -19.69% | -26.0% |
| Sharpe | -0.5 | 0.87 |
| Sortino | -0.67 | 1.34 |
| Payoff Ratio | 1.14 | 0.95 |
| Profit Factor | 0.84 | 1.13 |
| Common Sense Ratio | 0.76 | 1.2 |
| CPC Index | 0.37 | 0.53 |
| Tail Ratio | 0.9 | 1.06 |
| Outlier Win Ratio | 32.67 | 3.03 |
| Outlier Loss Ratio | 3.61 | 2.82 |
| Volatility (ann.) | 21.93% | 50.6% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.63 | 1.42 |
| Skew | -0.04 | 0.51 |
| Kurtosis | 30.54 | 2.47 |
| Expected Daily % | -0.04% | 0.09% |
| Expected Monthly % | -1.08% | 2.59% |
| Expected Yearly % | -5.29% | 13.63% |
| Kelly Criterion | -16.52% | -3.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -4.24% |
| Expected Shortfall (cVaR) | -1.92% | -4.24% |
| Year | 12410311:BTCUSD | 12410311:btcusd:triple_med_gx:lsma120_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -16.84 | -0.44 | - |
| 2025 | -6.34 | 7.87 | -1.24 | + |
| Metric | 12410311:btcusd:triple_med_gx:lsma120_95 | 12410311:BTCUSD |
|---|---|---|
| MTD | 7.08% | 3.72% |
| 3M | 11.32% | -8.05% |
| 6M | 7.03% | 37.53% |
| YTD | 7.87% | -6.34% |
| 1Y | -10.3% | 29.12% |
| 3Y (ann.) | -12.5% | 36.89% |
| 5Y (ann.) | -12.5% | 36.89% |
| Metric | 12410311:btcusd:triple_med_gx:lsma120_95 | 12410311:BTCUSD |
|---|---|---|
| Max Drawdown | -19.69% | -26.0% |
| Longest DD Days | 273.0 | 145.0 |
| Avg. Drawdown | -19.69% | -8.01% |
| Avg. Drawdown Days | 273.0 | 25.0 |
| Recovery Factor | -0.52 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-25 | 2025-03-25 | -19.69 | 273 |
| Metric | 12410311:btcusd:triple_med_gx:lsma120_95 | 12410311:BTCUSD |
|---|---|---|
| Best Day | 9.59% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 7.29% | 18.93% |
| Worst Week | -9.7% | -12.33% |
| Best Month | 7.08% | 37.42% |
| Worst Month | -10.61% | -17.69% |
| Best Year | 7.87% | 37.85% |
| Worst Year | -16.84% | -6.34% |
| Avg. Up Day | 1.93% | 1.98% |
| Avg. Down Day | -1.69% | -2.1% |
| Avg. Up Week | 3.24% | 6.25% |
| Avg. Down Week | -3.42% | -6.6% |
| Avg. Up Month | 4.0% | 6.71% |
| Avg. Down Month | -1.46% | -11.29% |
| Win Days % | 37.88% | 49.83% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 38.89% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |