| Metric | 12201506:btcusd:triple_med_gx:lsma125_115 | 12201506:BTCUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -16.0% | 53.66% |
| Max Drawdown | -17.18% | -30.99% |
| Sharpe | -0.45 | 0.23 |
| Sortino | -0.59 | 0.32 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 0.69 | 1.04 |
| Common Sense Ratio | NaN | 1.05 |
| CPC Index | 0.27 | 0.54 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 182.33 | 2.33 |
| Outlier Loss Ratio | 2.74 | 2.57 |
| Volatility (ann.) | 1.67% | 10.68% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.97 | 1.83 |
| Skew | -2.08 | 0.01 |
| Kurtosis | 155.76 | 9.34 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -1.44% | 3.64% |
| Expected Yearly % | -8.35% | 23.96% |
| Kelly Criterion | -23.64% | 2.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.15% | -0.91% |
| Expected Shortfall (cVaR) | -0.15% | -0.91% |
| Year | 12201506:BTCUSD | 12201506:btcusd:triple_med_gx:lsma125_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.13 | -9.06 | -0.24 | - |
| 2025 | 11.24 | -7.63 | -0.68 | - |
| Metric | 12201506:btcusd:triple_med_gx:lsma125_115 | 12201506:BTCUSD |
|---|---|---|
| MTD | -0.53% | 10.27% |
| 3M | -5.51% | 7.48% |
| 6M | -6.88% | 14.76% |
| YTD | -7.63% | 11.24% |
| 1Y | -16.0% | 53.66% |
| 3Y (ann.) | -16.67% | 56.71% |
| 5Y (ann.) | -16.67% | 56.71% |
| Metric | 12201506:btcusd:triple_med_gx:lsma125_115 | 12201506:BTCUSD |
|---|---|---|
| Max Drawdown | -17.18% | -30.99% |
| Longest DD Days | 346.0 | 149.0 |
| Avg. Drawdown | -8.68% | -2.52% |
| Avg. Drawdown Days | 173.0 | 6.0 |
| Recovery Factor | -0.93 | 1.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-03 | 2025-05-16 | -17.18 | 346 |
| 2024-06-03 | 2024-06-03 | -0.18 | 0 |
| Metric | 12201506:btcusd:triple_med_gx:lsma125_115 | 12201506:BTCUSD |
|---|---|---|
| Best Day | 1.51% | 5.11% |
| Worst Day | -1.8% | -4.9% |
| Best Week | 2.57% | 18.93% |
| Worst Week | -5.34% | -12.33% |
| Best Month | 1.71% | 37.42% |
| Worst Month | -4.77% | -17.69% |
| Best Year | -7.63% | 38.13% |
| Worst Year | -9.06% | 11.24% |
| Avg. Up Day | 0.41% | 0.43% |
| Avg. Down Day | -0.39% | -0.42% |
| Avg. Up Week | 0.88% | 7.54% |
| Avg. Down Week | -1.32% | -4.48% |
| Avg. Up Month | 1.26% | 37.42% |
| Avg. Down Month | -2.39% | -8.95% |
| Win Days % | 36.33% | 50.7% |
| Win Month % | 16.67% | 58.33% |
| Win Week % | 31.25% | 54.9% |
| Win Quarter % | 0.0% | 60.0% |
| Win Year % | 0.0% | 100.0% |