| Metric | 12362697:btcusd:triple_med_gx:lsma60_90 | 12362697:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 40.95% | 29.12% |
| Max Drawdown | -16.66% | -26.0% |
| Sharpe | 1.58 | 0.87 |
| Sortino | 2.56 | 1.34 |
| Payoff Ratio | 1.4 | 1.32 |
| Profit Factor | 1.49 | 1.13 |
| Common Sense Ratio | 2.01 | 1.2 |
| CPC Index | 1.07 | 0.75 |
| Tail Ratio | 1.35 | 1.06 |
| Outlier Win Ratio | 15.24 | 3.48 |
| Outlier Loss Ratio | 3.04 | 2.69 |
| Volatility (ann.) | 29.42% | 50.6% |
| R^2 | 0.34 | 0.34 |
| Calmar | 3.15 | 1.42 |
| Skew | 0.6 | 0.51 |
| Kurtosis | 11.15 | 2.47 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.49% | 2.59% |
| Expected Yearly % | 18.72% | 13.63% |
| Kelly Criterion | 16.11% | 11.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.41% | -4.24% |
| Expected Shortfall (cVaR) | -2.41% | -4.24% |
| Year | 12362697:BTCUSD | 12362697:btcusd:triple_med_gx:lsma60_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 31.01 | 0.82 | - |
| 2025 | -6.34 | 7.59 | -1.20 | + |
| Metric | 12362697:btcusd:triple_med_gx:lsma60_90 | 12362697:BTCUSD |
|---|---|---|
| MTD | 3.72% | 3.72% |
| 3M | 7.15% | -8.05% |
| 6M | 7.15% | 37.53% |
| YTD | 7.59% | -6.34% |
| 1Y | 40.95% | 29.12% |
| 3Y (ann.) | 52.48% | 36.89% |
| 5Y (ann.) | 52.48% | 36.89% |
| Metric | 12362697:btcusd:triple_med_gx:lsma60_90 | 12362697:BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -26.0% |
| Longest DD Days | 53.0 | 145.0 |
| Avg. Drawdown | -5.09% | -8.01% |
| Avg. Drawdown Days | 14.0 | 25.0 |
| Recovery Factor | 2.46 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-25 | -16.66 | 22 |
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2025-01-22 | 2025-03-02 | -9.37 | 39 |
| 2024-07-22 | 2024-09-13 | -4.11 | 53 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| 2025-01-19 | 2025-01-21 | -3.09 | 2 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-07-10 | 2024-07-13 | -1.22 | 3 |
| 2024-12-29 | 2025-01-01 | -1.19 | 3 |
| 2024-07-07 | 2024-07-08 | -0.18 | 1 |
| Metric | 12362697:btcusd:triple_med_gx:lsma60_90 | 12362697:BTCUSD |
|---|---|---|
| Best Day | 9.59% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 15.19% | 18.93% |
| Worst Week | -5.88% | -12.33% |
| Best Month | 21.13% | 37.42% |
| Worst Month | -5.45% | -17.69% |
| Best Year | 31.01% | 37.85% |
| Worst Year | 7.59% | -6.34% |
| Avg. Up Day | 2.26% | 2.27% |
| Avg. Down Day | -1.61% | -1.72% |
| Avg. Up Week | 4.03% | 4.91% |
| Avg. Down Week | -2.24% | -5.36% |
| Avg. Up Month | 10.79% | 5.97% |
| Avg. Down Month | -2.93% | -10.46% |
| Win Days % | 51.0% | 49.83% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 65.0% | 52.27% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |