| Metric | 12362298:btcusd:triple_med_gx:lsma70_90 | 12362298:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -6.32% | 29.12% |
| Max Drawdown | -8.01% | -26.0% |
| Sharpe | -0.9 | 0.87 |
| Sortino | -1.16 | 1.34 |
| Payoff Ratio | 1.03 | 0.92 |
| Profit Factor | 0.67 | 1.13 |
| Common Sense Ratio | 0.0 | 1.2 |
| CPC Index | 0.26 | 0.52 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 117.58 | 2.68 |
| Outlier Loss Ratio | 4.21 | 2.24 |
| Volatility (ann.) | 8.49% | 50.6% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.96 | 1.42 |
| Skew | -1.01 | 0.51 |
| Kurtosis | 23.53 | 2.47 |
| Expected Daily % | -0.02% | 0.09% |
| Expected Monthly % | -0.65% | 2.59% |
| Expected Yearly % | -3.21% | 13.63% |
| Kelly Criterion | -23.23% | -4.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -4.24% |
| Expected Shortfall (cVaR) | -0.75% | -4.24% |
| Year | 12362298:BTCUSD | 12362298:btcusd:triple_med_gx:lsma70_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 0.34 | 0.01 | - |
| 2025 | -6.34 | -6.64 | 1.05 | - |
| Metric | 12362298:btcusd:triple_med_gx:lsma70_90 | 12362298:BTCUSD |
|---|---|---|
| MTD | -0.18% | 3.72% |
| 3M | -6.64% | -8.05% |
| 6M | -6.64% | 37.53% |
| YTD | -6.64% | -6.34% |
| 1Y | -6.32% | 29.12% |
| 3Y (ann.) | -7.7% | 36.89% |
| 5Y (ann.) | -7.7% | 36.89% |
| Metric | 12362298:btcusd:triple_med_gx:lsma70_90 | 12362298:BTCUSD |
|---|---|---|
| Max Drawdown | -8.01% | -26.0% |
| Longest DD Days | 62.0 | 145.0 |
| Avg. Drawdown | -4.27% | -8.01% |
| Avg. Drawdown Days | 41.0 | 25.0 |
| Recovery Factor | -0.79 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-03-25 | -8.01 | 59 |
| 2024-07-21 | 2024-09-21 | -4.63 | 62 |
| 2025-01-22 | 2025-01-23 | -0.18 | 1 |
| Metric | 12362298:btcusd:triple_med_gx:lsma70_90 | 12362298:BTCUSD |
|---|---|---|
| Best Day | 2.55% | 11.89% |
| Worst Day | -3.1% | -8.6% |
| Best Week | 4.61% | 18.93% |
| Worst Week | -5.07% | -12.33% |
| Best Month | 5.03% | 37.42% |
| Worst Month | -5.15% | -17.69% |
| Best Year | 0.34% | 37.85% |
| Worst Year | -6.64% | -6.34% |
| Avg. Up Day | 1.07% | 1.08% |
| Avg. Down Day | -1.04% | -1.18% |
| Avg. Up Week | 1.99% | 3.07% |
| Avg. Down Week | -3.7% | -4.03% |
| Avg. Up Month | 5.03% | 7.35% |
| Avg. Down Month | -5.15% | -17.69% |
| Win Days % | 37.5% | 49.83% |
| Win Month % | 20.0% | 60.0% |
| Win Week % | 37.5% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |