| Metric | 12349856:btcusd:triple_med_gx:lsma110_50 | 12349856:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -11.69% | 29.12% |
| Max Drawdown | -11.69% | -26.0% |
| Sharpe | -1.0 | 0.87 |
| Sortino | -1.27 | 1.34 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 0.7 | 1.13 |
| Common Sense Ratio | 0.19 | 1.2 |
| CPC Index | 0.28 | 0.6 |
| Tail Ratio | 0.27 | 1.06 |
| Outlier Win Ratio | 56.27 | 2.86 |
| Outlier Loss Ratio | 3.46 | 2.44 |
| Volatility (ann.) | 14.27% | 50.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -1.21 | 1.42 |
| Skew | -1.53 | 0.51 |
| Kurtosis | 21.31 | 2.47 |
| Expected Daily % | -0.04% | 0.09% |
| Expected Monthly % | -1.24% | 2.59% |
| Expected Yearly % | -6.03% | 13.63% |
| Kelly Criterion | -22.12% | 2.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -4.24% |
| Expected Shortfall (cVaR) | -1.27% | -4.24% |
| Year | 12349856:BTCUSD | 12349856:btcusd:triple_med_gx:lsma110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -11.69 | -0.31 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12349856:btcusd:triple_med_gx:lsma110_50 | 12349856:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -0.52% | -8.05% |
| 6M | -5.09% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -11.69% | 29.12% |
| 3Y (ann.) | -14.17% | 36.89% |
| 5Y (ann.) | -14.17% | 36.89% |
| Metric | 12349856:btcusd:triple_med_gx:lsma110_50 | 12349856:BTCUSD |
|---|---|---|
| Max Drawdown | -11.69% | -26.0% |
| Longest DD Days | 282.0 | 145.0 |
| Avg. Drawdown | -11.69% | -8.01% |
| Avg. Drawdown Days | 282.0 | 25.0 |
| Recovery Factor | -1.0 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-16 | 2025-03-25 | -11.69 | 282 |
| Metric | 12349856:btcusd:triple_med_gx:lsma110_50 | 12349856:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 11.89% |
| Worst Day | -5.64% | -8.6% |
| Best Week | 4.36% | 18.93% |
| Worst Week | -4.03% | -12.33% |
| Best Month | 4.02% | 37.42% |
| Worst Month | -7.86% | -17.69% |
| Best Year | 0.0% | 37.85% |
| Worst Year | -11.69% | -6.34% |
| Avg. Up Day | 1.53% | 1.55% |
| Avg. Down Day | -1.42% | -1.46% |
| Avg. Up Week | 1.66% | 4.91% |
| Avg. Down Week | -3.25% | -3.76% |
| Avg. Up Month | 4.02% | 10.89% |
| Avg. Down Month | -7.28% | -5.34% |
| Win Days % | 36.73% | 49.83% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 27.27% | 52.27% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |