| Metric | 12395460:btcusd:triple_med_gx:lsma60_50 | 12395460:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -20.2% | 29.12% |
| Max Drawdown | -21.61% | -26.0% |
| Sharpe | -1.53 | 0.87 |
| Sortino | -1.92 | 1.34 |
| Payoff Ratio | 0.86 | 0.83 |
| Profit Factor | 0.6 | 1.13 |
| Common Sense Ratio | 0.21 | 1.2 |
| CPC Index | 0.18 | 0.47 |
| Tail Ratio | 0.36 | 1.06 |
| Outlier Win Ratio | 46.64 | 2.84 |
| Outlier Loss Ratio | 3.75 | 2.58 |
| Volatility (ann.) | 17.12% | 50.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -1.12 | 1.42 |
| Skew | -0.76 | 0.51 |
| Kurtosis | 16.67 | 2.47 |
| Expected Daily % | -0.08% | 0.09% |
| Expected Monthly % | -2.23% | 2.59% |
| Expected Yearly % | -10.67% | 13.63% |
| Kelly Criterion | -40.96% | -10.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -4.24% |
| Expected Shortfall (cVaR) | -1.55% | -4.24% |
| Year | 12395460:BTCUSD | 12395460:btcusd:triple_med_gx:lsma60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -13.95 | -0.37 | - |
| 2025 | -6.34 | -7.26 | 1.15 | - |
| Metric | 12395460:btcusd:triple_med_gx:lsma60_50 | 12395460:BTCUSD |
|---|---|---|
| MTD | 1.43% | 3.72% |
| 3M | -7.26% | -8.05% |
| 6M | -14.06% | 37.53% |
| YTD | -7.26% | -6.34% |
| 1Y | -20.2% | 29.12% |
| 3Y (ann.) | -24.22% | 36.89% |
| 5Y (ann.) | -24.22% | 36.89% |
| Metric | 12395460:btcusd:triple_med_gx:lsma60_50 | 12395460:BTCUSD |
|---|---|---|
| Max Drawdown | -21.61% | -26.0% |
| Longest DD Days | 288.0 | 145.0 |
| Avg. Drawdown | -10.96% | -8.01% |
| Avg. Drawdown Days | 145.0 | 25.0 |
| Recovery Factor | -0.93 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-03-25 | -21.61 | 288 |
| 2024-06-07 | 2024-06-09 | -0.31 | 2 |
| Metric | 12395460:btcusd:triple_med_gx:lsma60_50 | 12395460:BTCUSD |
|---|---|---|
| Best Day | 5.04% | 11.89% |
| Worst Day | -5.28% | -8.6% |
| Best Week | 1.96% | 18.93% |
| Worst Week | -5.24% | -12.33% |
| Best Month | 1.43% | 37.42% |
| Worst Month | -6.82% | -17.69% |
| Best Year | -7.26% | 37.85% |
| Worst Year | -13.95% | -6.34% |
| Avg. Up Day | 1.37% | 1.41% |
| Avg. Down Day | -1.59% | -1.7% |
| Avg. Up Week | 0.93% | 7.24% |
| Avg. Down Week | -2.93% | -4.93% |
| Avg. Up Month | 0.93% | 3.41% |
| Avg. Down Month | -3.84% | -11.29% |
| Win Days % | 34.85% | 49.83% |
| Win Month % | 22.22% | 60.0% |
| Win Week % | 37.5% | 52.27% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |