| Metric | 12343736:btcusd:triple_med_gx:lsma80_25 | 12343736:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -25.24% | 29.12% |
| Max Drawdown | -28.19% | -26.0% |
| Sharpe | -2.18 | 0.87 |
| Sortino | -2.39 | 1.34 |
| Payoff Ratio | 0.65 | 0.65 |
| Profit Factor | 0.32 | 1.13 |
| Common Sense Ratio | 0.0 | 1.2 |
| CPC Index | 0.06 | 0.37 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 107.11 | 2.51 |
| Outlier Loss Ratio | 2.47 | 2.85 |
| Volatility (ann.) | 15.76% | 50.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -1.07 | 1.42 |
| Skew | -4.31 | 0.51 |
| Kurtosis | 36.31 | 2.47 |
| Expected Daily % | -0.1% | 0.09% |
| Expected Monthly % | -2.87% | 2.59% |
| Expected Yearly % | -13.54% | 13.63% |
| Kelly Criterion | -75.83% | -26.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -4.24% |
| Expected Shortfall (cVaR) | -1.45% | -4.24% |
| Year | 12343736:BTCUSD | 12343736:btcusd:triple_med_gx:lsma80_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -25.24 | -0.67 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12343736:btcusd:triple_med_gx:lsma80_25 | 12343736:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 0.0% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -25.24% | 29.12% |
| 3Y (ann.) | -30.06% | 36.89% |
| 5Y (ann.) | -30.06% | 36.89% |
| Metric | 12343736:btcusd:triple_med_gx:lsma80_25 | 12343736:BTCUSD |
|---|---|---|
| Max Drawdown | -28.19% | -26.0% |
| Longest DD Days | 239.0 | 145.0 |
| Avg. Drawdown | -10.54% | -8.01% |
| Avg. Drawdown Days | 81.0 | 25.0 |
| Recovery Factor | -0.9 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-03-25 | -28.19 | 239 |
| 2024-07-22 | 2024-07-26 | -3.40 | 4 |
| 2024-07-27 | 2024-07-28 | -0.03 | 1 |
| Metric | 12343736:btcusd:triple_med_gx:lsma80_25 | 12343736:BTCUSD |
|---|---|---|
| Best Day | 3.74% | 11.89% |
| Worst Day | -7.06% | -8.6% |
| Best Week | 0.4% | 18.93% |
| Worst Week | -10.37% | -12.33% |
| Best Month | 0.33% | 37.42% |
| Worst Month | -21.94% | -17.69% |
| Best Year | 0.0% | 37.85% |
| Worst Year | -25.24% | -6.34% |
| Avg. Up Day | 1.47% | 1.51% |
| Avg. Down Day | -2.27% | -2.3% |
| Avg. Up Week | 0.38% | 2.95% |
| Avg. Down Week | -7.06% | -6.74% |
| Avg. Up Month | 0.33% | 7.35% |
| Avg. Down Month | -21.94% | -8.73% |
| Win Days % | 31.03% | 49.83% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 28.57% | 52.27% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |