| Metric | 12391246:btcusd:triple_med_gx:lsma60_35 | 12391246:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 6.95% | 29.12% |
| Max Drawdown | -12.27% | -26.0% |
| Sharpe | 0.58 | 0.87 |
| Sortino | 0.98 | 1.34 |
| Payoff Ratio | 1.66 | 1.47 |
| Profit Factor | 1.23 | 1.13 |
| Common Sense Ratio | 2.52 | 1.2 |
| CPC Index | 0.72 | 0.83 |
| Tail Ratio | 2.06 | 1.06 |
| Outlier Win Ratio | 39.92 | 3.24 |
| Outlier Loss Ratio | 5.23 | 2.54 |
| Volatility (ann.) | 16.54% | 50.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.7 | 1.42 |
| Skew | 1.93 | 0.51 |
| Kurtosis | 19.48 | 2.47 |
| Expected Daily % | 0.02% | 0.09% |
| Expected Monthly % | 0.67% | 2.59% |
| Expected Yearly % | 3.42% | 13.63% |
| Kelly Criterion | -3.28% | 15.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -4.24% |
| Expected Shortfall (cVaR) | -1.4% | -4.24% |
| Year | 12391246:BTCUSD | 12391246:btcusd:triple_med_gx:lsma60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 15.25 | 0.40 | - |
| 2025 | -6.34 | -7.20 | 1.14 | - |
| Metric | 12391246:btcusd:triple_med_gx:lsma60_35 | 12391246:BTCUSD |
|---|---|---|
| MTD | 0.46% | 3.72% |
| 3M | -8.06% | -8.05% |
| 6M | -5.53% | 37.53% |
| YTD | -7.2% | -6.34% |
| 1Y | 6.95% | 29.12% |
| 3Y (ann.) | 8.61% | 36.89% |
| 5Y (ann.) | 8.61% | 36.89% |
| Metric | 12391246:btcusd:triple_med_gx:lsma60_35 | 12391246:BTCUSD |
|---|---|---|
| Max Drawdown | -12.27% | -26.0% |
| Longest DD Days | 95.0 | 145.0 |
| Avg. Drawdown | -3.56% | -8.01% |
| Avg. Drawdown Days | 27.0 | 25.0 |
| Recovery Factor | 0.57 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-20 | 2025-03-25 | -12.27 | 95 |
| 2024-09-29 | 2024-11-21 | -7.96 | 53 |
| 2024-06-07 | 2024-07-14 | -3.79 | 37 |
| 2024-07-17 | 2024-07-19 | -0.34 | 2 |
| 2024-09-26 | 2024-09-27 | -0.18 | 1 |
| 2024-09-19 | 2024-09-20 | -0.18 | 1 |
| 2024-08-16 | 2024-08-17 | -0.18 | 1 |
| Metric | 12391246:btcusd:triple_med_gx:lsma60_35 | 12391246:BTCUSD |
|---|---|---|
| Best Day | 6.3% | 11.89% |
| Worst Day | -3.67% | -8.6% |
| Best Week | 15.77% | 18.93% |
| Worst Week | -5.19% | -12.33% |
| Best Month | 15.65% | 37.42% |
| Worst Month | -5.19% | -17.69% |
| Best Year | 15.25% | 37.85% |
| Worst Year | -7.2% | -6.34% |
| Avg. Up Day | 1.93% | 2.02% |
| Avg. Down Day | -1.16% | -1.38% |
| Avg. Up Week | 4.13% | 8.61% |
| Avg. Down Week | -1.95% | -4.21% |
| Avg. Up Month | 8.74% | 14.75% |
| Avg. Down Month | -3.27% | -9.46% |
| Win Days % | 35.48% | 49.83% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 39.13% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |