| Metric | 12392513:btcusd:triple_med_gx:lsma85_40 | 12392513:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 10.02% | 29.12% |
| Max Drawdown | -7.63% | -26.0% |
| Sharpe | 1.06 | 0.87 |
| Sortino | 1.95 | 1.34 |
| Payoff Ratio | 1.8 | 1.55 |
| Profit Factor | 1.67 | 1.13 |
| Common Sense Ratio | 0.0 | 1.2 |
| CPC Index | 1.22 | 0.87 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 66.36 | 2.96 |
| Outlier Loss Ratio | 4.5 | 2.0 |
| Volatility (ann.) | 11.64% | 50.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.63 | 1.42 |
| Skew | 2.58 | 0.51 |
| Kurtosis | 30.79 | 2.47 |
| Expected Daily % | 0.03% | 0.09% |
| Expected Monthly % | 0.96% | 2.59% |
| Expected Yearly % | 4.89% | 13.63% |
| Kelly Criterion | 7.57% | 17.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -4.24% |
| Expected Shortfall (cVaR) | -0.97% | -4.24% |
| Year | 12392513:BTCUSD | 12392513:btcusd:triple_med_gx:lsma85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 17.88 | 0.47 | - |
| 2025 | -6.34 | -6.66 | 1.05 | - |
| Metric | 12392513:btcusd:triple_med_gx:lsma85_40 | 12392513:BTCUSD |
|---|---|---|
| MTD | 0.1% | 3.72% |
| 3M | -6.66% | -8.05% |
| 6M | 1.45% | 37.53% |
| YTD | -6.66% | -6.34% |
| 1Y | 10.02% | 29.12% |
| 3Y (ann.) | 12.46% | 36.89% |
| 5Y (ann.) | 12.46% | 36.89% |
| Metric | 12392513:btcusd:triple_med_gx:lsma85_40 | 12392513:BTCUSD |
|---|---|---|
| Max Drawdown | -7.63% | -26.0% |
| Longest DD Days | 92.0 | 145.0 |
| Avg. Drawdown | -2.44% | -8.01% |
| Avg. Drawdown Days | 25.0 | 25.0 |
| Recovery Factor | 1.31 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-31 | 2025-03-25 | -7.63 | 53 |
| 2024-10-30 | 2025-01-30 | -5.02 | 92 |
| 2024-10-21 | 2024-10-24 | -1.28 | 3 |
| 2024-07-17 | 2024-07-19 | -0.34 | 2 |
| 2024-10-26 | 2024-10-27 | -0.18 | 1 |
| 2024-07-13 | 2024-07-14 | -0.18 | 1 |
| Metric | 12392513:btcusd:triple_med_gx:lsma85_40 | 12392513:BTCUSD |
|---|---|---|
| Best Day | 4.33% | 11.89% |
| Worst Day | -3.61% | -8.6% |
| Best Week | 6.3% | 18.93% |
| Worst Week | -5.19% | -12.33% |
| Best Month | 8.45% | 37.42% |
| Worst Month | -5.19% | -17.69% |
| Best Year | 17.88% | 37.85% |
| Worst Year | -6.66% | -6.34% |
| Avg. Up Day | 1.94% | 2.01% |
| Avg. Down Day | -1.08% | -1.3% |
| Avg. Up Week | 3.51% | 6.05% |
| Avg. Down Week | -2.34% | -3.76% |
| Avg. Up Month | 4.27% | 13.78% |
| Avg. Down Month | -5.19% | -17.69% |
| Win Days % | 40.62% | 49.83% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 60.0% | 52.27% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |