| Metric | 12395461:btcusd:triple_med_gx:lsma65_50 | 12395461:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -4.35% | 29.12% |
| Max Drawdown | -13.12% | -26.0% |
| Sharpe | -0.24 | 0.87 |
| Sortino | -0.34 | 1.34 |
| Payoff Ratio | 1.49 | 1.15 |
| Profit Factor | 0.93 | 1.13 |
| Common Sense Ratio | 0.71 | 1.2 |
| CPC Index | 0.44 | 0.65 |
| Tail Ratio | 0.76 | 1.06 |
| Outlier Win Ratio | 37.7 | 3.11 |
| Outlier Loss Ratio | 4.94 | 2.53 |
| Volatility (ann.) | 17.04% | 50.6% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.41 | 1.42 |
| Skew | 0.48 | 0.51 |
| Kurtosis | 14.71 | 2.47 |
| Expected Daily % | -0.01% | 0.09% |
| Expected Monthly % | -0.44% | 2.59% |
| Expected Yearly % | -2.2% | 13.63% |
| Kelly Criterion | -13.87% | 6.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -4.24% |
| Expected Shortfall (cVaR) | -1.48% | -4.24% |
| Year | 12395461:BTCUSD | 12395461:btcusd:triple_med_gx:lsma65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 1.16 | 0.03 | - |
| 2025 | -6.34 | -5.45 | 0.86 | + |
| Metric | 12395461:btcusd:triple_med_gx:lsma65_50 | 12395461:BTCUSD |
|---|---|---|
| MTD | 1.25% | 3.72% |
| 3M | -5.45% | -8.05% |
| 6M | -7.28% | 37.53% |
| YTD | -5.45% | -6.34% |
| 1Y | -4.35% | 29.12% |
| 3Y (ann.) | -5.32% | 36.89% |
| 5Y (ann.) | -5.32% | 36.89% |
| Metric | 12395461:btcusd:triple_med_gx:lsma65_50 | 12395461:BTCUSD |
|---|---|---|
| Max Drawdown | -13.12% | -26.0% |
| Longest DD Days | 169.0 | 145.0 |
| Avg. Drawdown | -3.36% | -8.01% |
| Avg. Drawdown Days | 39.0 | 25.0 |
| Recovery Factor | -0.33 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-03-25 | -13.12 | 169 |
| 2024-06-13 | 2024-08-06 | -5.67 | 54 |
| 2024-06-10 | 2024-06-12 | -0.58 | 2 |
| 2024-09-27 | 2024-10-04 | -0.43 | 7 |
| 2024-06-07 | 2024-06-09 | -0.31 | 2 |
| 2024-10-05 | 2024-10-06 | -0.06 | 1 |
| Metric | 12395461:btcusd:triple_med_gx:lsma65_50 | 12395461:BTCUSD |
|---|---|---|
| Best Day | 5.04% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 3.7% | 18.93% |
| Worst Week | -7.67% | -12.33% |
| Best Month | 4.01% | 37.42% |
| Worst Month | -4.05% | -17.69% |
| Best Year | 1.16% | 37.85% |
| Worst Year | -5.45% | -6.34% |
| Avg. Up Day | 1.81% | 1.87% |
| Avg. Down Day | -1.22% | -1.62% |
| Avg. Up Week | 1.67% | 6.69% |
| Avg. Down Week | -3.15% | -4.28% |
| Avg. Up Month | 1.97% | 14.75% |
| Avg. Down Month | -3.97% | -12.57% |
| Win Days % | 31.94% | 49.83% |
| Win Month % | 44.44% | 60.0% |
| Win Week % | 54.17% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |