| Metric | 12360526:btcusd:triple_med_gx:lsma65_85 | 12360526:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 14.67% | 29.12% |
| Max Drawdown | -4.92% | -26.0% |
| Sharpe | 1.75 | 0.87 |
| Sortino | 4.06 | 1.34 |
| Payoff Ratio | 1.88 | 1.35 |
| Profit Factor | 2.47 | 1.13 |
| Common Sense Ratio | inf | 1.2 |
| CPC Index | 2.48 | 0.76 |
| Tail Ratio | inf | 1.06 |
| Outlier Win Ratio | 69.96 | 2.87 |
| Outlier Loss Ratio | 4.77 | 1.97 |
| Volatility (ann.) | 9.83% | 50.6% |
| R^2 | 0.04 | 0.04 |
| Calmar | 3.72 | 1.42 |
| Skew | 4.46 | 0.51 |
| Kurtosis | 37.63 | 2.47 |
| Expected Daily % | 0.05% | 0.09% |
| Expected Monthly % | 1.38% | 2.59% |
| Expected Yearly % | 7.09% | 13.63% |
| Kelly Criterion | 28.86% | 12.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.8% | -4.24% |
| Expected Shortfall (cVaR) | -0.8% | -4.24% |
| Year | 12360526:BTCUSD | 12360526:btcusd:triple_med_gx:lsma65_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 12.71 | 0.34 | - |
| 2025 | -6.34 | 1.75 | -0.28 | + |
| Metric | 12360526:btcusd:triple_med_gx:lsma65_85 | 12360526:BTCUSD |
|---|---|---|
| MTD | 1.38% | 3.72% |
| 3M | 1.75% | -8.05% |
| 6M | 1.75% | 37.53% |
| YTD | 1.75% | -6.34% |
| 1Y | 14.67% | 29.12% |
| 3Y (ann.) | 18.32% | 36.89% |
| 5Y (ann.) | 18.32% | 36.89% |
| Metric | 12360526:btcusd:triple_med_gx:lsma65_85 | 12360526:BTCUSD |
|---|---|---|
| Max Drawdown | -4.92% | -26.0% |
| Longest DD Days | 62.0 | 145.0 |
| Avg. Drawdown | -2.02% | -8.01% |
| Avg. Drawdown Days | 30.0 | 25.0 |
| Recovery Factor | 2.98 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-03-25 | -4.92 | 62 |
| 2024-07-22 | 2024-09-17 | -2.82 | 57 |
| 2024-07-18 | 2024-07-19 | -0.18 | 1 |
| 2025-01-19 | 2025-01-20 | -0.18 | 1 |
| Metric | 12360526:btcusd:triple_med_gx:lsma65_85 | 12360526:BTCUSD |
|---|---|---|
| Best Day | 4.26% | 11.89% |
| Worst Day | -2.35% | -8.6% |
| Best Week | 6.7% | 18.93% |
| Worst Week | -3.56% | -12.33% |
| Best Month | 7.13% | 37.42% |
| Worst Month | -0.27% | -17.69% |
| Best Year | 12.71% | 37.85% |
| Worst Year | 1.75% | -6.34% |
| Avg. Up Day | 1.58% | 1.6% |
| Avg. Down Day | -0.84% | -1.19% |
| Avg. Up Week | 2.53% | 4.46% |
| Avg. Down Week | -3.56% | -2.33% |
| Avg. Up Month | 4.57% | 4.72% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 53.57% | 49.83% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 87.5% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |