| Metric | 12362251:btcusd:triple_med_gx:lsma70_90 | 12362251:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 0.89% | 29.12% |
| Max Drawdown | -7.99% | -26.0% |
| Sharpe | 0.16 | 0.87 |
| Sortino | 0.25 | 1.34 |
| Payoff Ratio | 1.05 | 0.9 |
| Profit Factor | 1.08 | 1.13 |
| Common Sense Ratio | 0.0 | 1.2 |
| CPC Index | 0.51 | 0.51 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 92.41 | 2.61 |
| Outlier Loss Ratio | 4.29 | 2.24 |
| Volatility (ann.) | 9.22% | 50.6% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.14 | 1.42 |
| Skew | 1.97 | 0.51 |
| Kurtosis | 36.3 | 2.47 |
| Expected Daily % | 0.0% | 0.09% |
| Expected Monthly % | 0.09% | 2.59% |
| Expected Yearly % | 0.44% | 13.63% |
| Kelly Criterion | -7.74% | -6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -4.24% |
| Expected Shortfall (cVaR) | -0.79% | -4.24% |
| Year | 12362251:BTCUSD | 12362251:btcusd:triple_med_gx:lsma70_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 1.57 | 0.04 | - |
| 2025 | -6.34 | -0.67 | 0.11 | + |
| Metric | 12362251:btcusd:triple_med_gx:lsma70_90 | 12362251:BTCUSD |
|---|---|---|
| MTD | -0.28% | 3.72% |
| 3M | -0.67% | -8.05% |
| 6M | -0.67% | 37.53% |
| YTD | -0.67% | -6.34% |
| 1Y | 0.89% | 29.12% |
| 3Y (ann.) | 1.09% | 36.89% |
| 5Y (ann.) | 1.09% | 36.89% |
| Metric | 12362251:btcusd:triple_med_gx:lsma70_90 | 12362251:BTCUSD |
|---|---|---|
| Max Drawdown | -7.99% | -26.0% |
| Longest DD Days | 62.0 | 145.0 |
| Avg. Drawdown | -2.41% | -8.01% |
| Avg. Drawdown Days | 31.0 | 25.0 |
| Recovery Factor | 0.11 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-03-25 | -7.99 | 62 |
| 2024-07-22 | 2024-09-21 | -1.27 | 61 |
| 2025-01-20 | 2025-01-21 | -0.18 | 1 |
| 2024-07-20 | 2024-07-21 | -0.18 | 1 |
| Metric | 12362251:btcusd:triple_med_gx:lsma70_90 | 12362251:BTCUSD |
|---|---|---|
| Best Day | 3.93% | 11.89% |
| Worst Day | -2.93% | -8.6% |
| Best Week | 2.47% | 18.93% |
| Worst Week | -2.33% | -12.33% |
| Best Month | 0.72% | 37.42% |
| Worst Month | -0.47% | -17.69% |
| Best Year | 1.57% | 37.85% |
| Worst Year | -0.67% | -6.34% |
| Avg. Up Day | 1.24% | 1.3% |
| Avg. Down Day | -1.18% | -1.45% |
| Avg. Up Week | 0.79% | 2.4% |
| Avg. Down Week | -1.72% | -4.03% |
| Avg. Up Month | 0.31% | 6.72% |
| Avg. Down Month | -0.47% | -17.69% |
| Win Days % | 44.83% | 49.83% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 66.67% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |