| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -30.41% | 53.66% |
| Max Drawdown | -32.23% | -30.99% |
| Sharpe | -0.32 | 0.23 |
| Sortino | -0.44 | 0.32 |
| Payoff Ratio | 1.04 | 0.96 |
| Profit Factor | 0.88 | 1.04 |
| Common Sense Ratio | 0.69 | 1.05 |
| CPC Index | 0.4 | 0.51 |
| Tail Ratio | 0.78 | 1.01 |
| Outlier Win Ratio | 37.82 | 3.35 |
| Outlier Loss Ratio | 3.29 | 3.51 |
| Volatility (ann.) | 4.59% | 10.68% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.98 | 1.83 |
| Skew | -1.28 | 0.01 |
| Kurtosis | 67.02 | 9.34 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -2.98% | 3.64% |
| Expected Yearly % | -16.58% | 23.96% |
| Kelly Criterion | -9.59% | -0.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -0.91% |
| Expected Shortfall (cVaR) | -0.4% | -0.91% |
| Year | 12173975:BTCUSD | 12173975:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | -16.58 | -0.43 | - |
| 2025 | 11.24 | -16.59 | -1.48 | - |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| MTD | -3.6% | 10.27% |
| 3M | -17.02% | 7.48% |
| 6M | -22.4% | 14.76% |
| YTD | -16.59% | 11.24% |
| 1Y | -30.41% | 53.66% |
| 3Y (ann.) | -31.56% | 56.71% |
| 5Y (ann.) | -31.56% | 56.71% |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Max Drawdown | -32.23% | -30.99% |
| Longest DD Days | 346.0 | 149.0 |
| Avg. Drawdown | -8.53% | -2.52% |
| Avg. Drawdown Days | 87.0 | 6.0 |
| Recovery Factor | -0.94 | 1.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-05-16 | -32.23 | 346 |
| 2024-06-01 | 2024-06-03 | -1.30 | 2 |
| 2024-06-03 | 2024-06-03 | -0.34 | 0 |
| 2024-06-03 | 2024-06-03 | -0.25 | 0 |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Best Day | 3.42% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 4.54% | 18.93% |
| Worst Week | -7.78% | -12.33% |
| Best Month | 5.5% | 37.42% |
| Worst Month | -13.53% | -17.69% |
| Best Year | -16.58% | 38.13% |
| Worst Year | -16.59% | 11.24% |
| Avg. Up Day | 0.43% | 0.45% |
| Avg. Down Day | -0.41% | -0.46% |
| Avg. Up Week | 1.83% | 6.8% |
| Avg. Down Week | -2.96% | -3.67% |
| Avg. Up Month | 3.17% | 17.14% |
| Avg. Down Month | -10.16% | -4.2% |
| Win Days % | 44.0% | 50.7% |
| Win Month % | 41.67% | 58.33% |
| Win Week % | 45.1% | 54.9% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |