| Metric | 12393826:btcusd:triple_med_gx:lsma95_45 | 12393826:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -1.01% | 29.12% |
| Max Drawdown | -11.39% | -26.0% |
| Sharpe | -0.04 | 0.87 |
| Sortino | -0.05 | 1.34 |
| Payoff Ratio | 1.89 | 1.41 |
| Profit Factor | 0.98 | 1.13 |
| Common Sense Ratio | 0.0 | 1.2 |
| CPC Index | 0.54 | 0.8 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 70.67 | 2.96 |
| Outlier Loss Ratio | 4.54 | 2.2 |
| Volatility (ann.) | 12.59% | 50.6% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.11 | 1.42 |
| Skew | 0.99 | 0.51 |
| Kurtosis | 28.83 | 2.47 |
| Expected Daily % | -0.0% | 0.09% |
| Expected Monthly % | -0.1% | 2.59% |
| Expected Yearly % | -0.5% | 13.63% |
| Kelly Criterion | -8.62% | 14.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -4.24% |
| Expected Shortfall (cVaR) | -1.08% | -4.24% |
| Year | 12393826:BTCUSD | 12393826:btcusd:triple_med_gx:lsma95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 7.38 | 0.19 | - |
| 2025 | -6.34 | -7.81 | 1.23 | - |
| Metric | 12393826:btcusd:triple_med_gx:lsma95_45 | 12393826:BTCUSD |
|---|---|---|
| MTD | 0.1% | 3.72% |
| 3M | -7.81% | -8.05% |
| 6M | -3.21% | 37.53% |
| YTD | -7.81% | -6.34% |
| 1Y | -1.01% | 29.12% |
| 3Y (ann.) | -1.24% | 36.89% |
| 5Y (ann.) | -1.24% | 36.89% |
| Metric | 12393826:btcusd:triple_med_gx:lsma95_45 | 12393826:BTCUSD |
|---|---|---|
| Max Drawdown | -11.39% | -26.0% |
| Longest DD Days | 146.0 | 145.0 |
| Avg. Drawdown | -4.44% | -8.01% |
| Avg. Drawdown Days | 59.0 | 25.0 |
| Recovery Factor | -0.09 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-30 | 2025-03-25 | -11.39 | 146 |
| 2024-08-02 | 2024-10-29 | -5.86 | 88 |
| 2024-07-17 | 2024-07-19 | -0.34 | 2 |
| 2024-07-13 | 2024-07-14 | -0.18 | 1 |
| Metric | 12393826:btcusd:triple_med_gx:lsma95_45 | 12393826:BTCUSD |
|---|---|---|
| Best Day | 4.33% | 11.89% |
| Worst Day | -4.37% | -8.6% |
| Best Week | 6.3% | 18.93% |
| Worst Week | -5.52% | -12.33% |
| Best Month | 8.45% | 37.42% |
| Worst Month | -7.11% | -17.69% |
| Best Year | 7.38% | 37.85% |
| Worst Year | -7.81% | -6.34% |
| Avg. Up Day | 2.09% | 2.16% |
| Avg. Down Day | -1.11% | -1.53% |
| Avg. Up Week | 3.55% | 6.05% |
| Avg. Down Week | -2.07% | -3.88% |
| Avg. Up Month | 3.38% | 13.78% |
| Avg. Down Month | -6.4% | -13.21% |
| Win Days % | 28.95% | 49.83% |
| Win Month % | 57.14% | 60.0% |
| Win Week % | 38.46% | 52.27% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |