| Metric | 12351316:btcusd:triple_med_gx:lsma80_55 | 12351316:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -4.5% | 29.12% |
| Max Drawdown | -11.05% | -26.0% |
| Sharpe | -0.19 | 0.87 |
| Sortino | -0.29 | 1.34 |
| Payoff Ratio | 1.03 | 1.06 |
| Profit Factor | 0.93 | 1.13 |
| Common Sense Ratio | 0.41 | 1.2 |
| CPC Index | 0.42 | 0.6 |
| Tail Ratio | 0.44 | 1.06 |
| Outlier Win Ratio | 41.23 | 3.13 |
| Outlier Loss Ratio | 3.27 | 2.7 |
| Volatility (ann.) | 19.8% | 50.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.5 | 1.42 |
| Skew | 1.76 | 0.51 |
| Kurtosis | 31.26 | 2.47 |
| Expected Daily % | -0.02% | 0.09% |
| Expected Monthly % | -0.46% | 2.59% |
| Expected Yearly % | -2.27% | 13.63% |
| Kelly Criterion | -11.36% | 2.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -4.24% |
| Expected Shortfall (cVaR) | -1.72% | -4.24% |
| Year | 12351316:BTCUSD | 12351316:btcusd:triple_med_gx:lsma80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -4.88 | -0.13 | - |
| 2025 | -6.34 | 0.41 | -0.06 | + |
| Metric | 12351316:btcusd:triple_med_gx:lsma80_55 | 12351316:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.41% | -8.05% |
| 6M | 1.42% | 37.53% |
| YTD | 0.41% | -6.34% |
| 1Y | -4.5% | 29.12% |
| 3Y (ann.) | -5.5% | 36.89% |
| 5Y (ann.) | -5.5% | 36.89% |
| Metric | 12351316:btcusd:triple_med_gx:lsma80_55 | 12351316:BTCUSD |
|---|---|---|
| Max Drawdown | -11.05% | -26.0% |
| Longest DD Days | 97.0 | 145.0 |
| Avg. Drawdown | -7.26% | -8.01% |
| Avg. Drawdown Days | 59.0 | 25.0 |
| Recovery Factor | -0.41 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-26 | 2024-11-08 | -11.05 | 74 |
| 2024-12-18 | 2025-03-25 | -10.58 | 97 |
| 2024-06-20 | 2024-08-23 | -7.23 | 64 |
| 2024-12-15 | 2024-12-16 | -0.18 | 1 |
| Metric | 12351316:btcusd:triple_med_gx:lsma80_55 | 12351316:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -5.64% | -8.6% |
| Best Week | 10.22% | 18.93% |
| Worst Week | -7.5% | -12.33% |
| Best Month | 9.11% | 37.42% |
| Worst Month | -7.24% | -17.69% |
| Best Year | 0.41% | 37.85% |
| Worst Year | -4.88% | -6.34% |
| Avg. Up Day | 1.79% | 1.83% |
| Avg. Down Day | -1.74% | -1.72% |
| Avg. Up Week | 4.12% | 9.28% |
| Avg. Down Week | -4.02% | -4.91% |
| Avg. Up Month | 6.12% | 24.15% |
| Avg. Down Month | -4.37% | -6.47% |
| Win Days % | 43.4% | 49.83% |
| Win Month % | 42.86% | 60.0% |
| Win Week % | 50.0% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |