| Metric | 12349854:btcusd:triple_med_gx:lsma90_50 | 12349854:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -11.1% | 29.12% |
| Max Drawdown | -11.75% | -26.0% |
| Sharpe | -0.73 | 0.87 |
| Sortino | -0.99 | 1.34 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 0.78 | 1.13 |
| Common Sense Ratio | 0.3 | 1.2 |
| CPC Index | 0.33 | 0.64 |
| Tail Ratio | 0.38 | 1.06 |
| Outlier Win Ratio | 43.59 | 2.98 |
| Outlier Loss Ratio | 3.23 | 2.5 |
| Volatility (ann.) | 17.59% | 50.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -1.15 | 1.42 |
| Skew | -0.43 | 0.51 |
| Kurtosis | 20.51 | 2.47 |
| Expected Daily % | -0.04% | 0.09% |
| Expected Monthly % | -1.17% | 2.59% |
| Expected Yearly % | -5.71% | 13.63% |
| Kelly Criterion | -17.79% | 5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -4.24% |
| Expected Shortfall (cVaR) | -1.55% | -4.24% |
| Year | 12349854:BTCUSD | 12349854:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -10.45 | -0.28 | - |
| 2025 | -6.34 | -0.72 | 0.11 | + |
| Metric | 12349854:btcusd:triple_med_gx:lsma90_50 | 12349854:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -0.72% | -8.05% |
| 6M | -3.33% | 37.53% |
| YTD | -0.72% | -6.34% |
| 1Y | -11.1% | 29.12% |
| 3Y (ann.) | -13.46% | 36.89% |
| 5Y (ann.) | -13.46% | 36.89% |
| Metric | 12349854:btcusd:triple_med_gx:lsma90_50 | 12349854:BTCUSD |
|---|---|---|
| Max Drawdown | -11.75% | -26.0% |
| Longest DD Days | 282.0 | 145.0 |
| Avg. Drawdown | -11.75% | -8.01% |
| Avg. Drawdown Days | 282.0 | 25.0 |
| Recovery Factor | -0.94 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-16 | 2025-03-25 | -11.75 | 282 |
| Metric | 12349854:btcusd:triple_med_gx:lsma90_50 | 12349854:BTCUSD |
|---|---|---|
| Best Day | 6.13% | 11.89% |
| Worst Day | -5.77% | -8.6% |
| Best Week | 9.42% | 18.93% |
| Worst Week | -7.42% | -12.33% |
| Best Month | 4.02% | 37.42% |
| Worst Month | -9.05% | -17.69% |
| Best Year | -0.72% | 37.85% |
| Worst Year | -10.45% | -6.34% |
| Avg. Up Day | 1.83% | 1.85% |
| Avg. Down Day | -1.59% | -1.62% |
| Avg. Up Week | 4.61% | 4.91% |
| Avg. Down Week | -3.73% | -4.43% |
| Avg. Up Month | 4.02% | 10.89% |
| Avg. Down Month | -4.68% | -9.46% |
| Win Days % | 37.04% | 49.83% |
| Win Month % | 28.57% | 60.0% |
| Win Week % | 25.0% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |