| Metric | 12395465:btcusd:triple_med_gx:lsma85_50 | 12395465:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -23.98% | 29.12% |
| Max Drawdown | -26.35% | -26.0% |
| Sharpe | -1.19 | 0.87 |
| Sortino | -1.6 | 1.34 |
| Payoff Ratio | 1.11 | 1.03 |
| Profit Factor | 0.65 | 1.13 |
| Common Sense Ratio | 0.29 | 1.2 |
| CPC Index | 0.22 | 0.58 |
| Tail Ratio | 0.45 | 1.06 |
| Outlier Win Ratio | 35.06 | 3.16 |
| Outlier Loss Ratio | 3.74 | 3.15 |
| Volatility (ann.) | 25.45% | 50.6% |
| R^2 | 0.25 | 0.25 |
| Calmar | -1.09 | 1.42 |
| Skew | 0.6 | 0.51 |
| Kurtosis | 31.53 | 2.47 |
| Expected Daily % | -0.09% | 0.09% |
| Expected Monthly % | -2.7% | 2.59% |
| Expected Yearly % | -12.81% | 13.63% |
| Kelly Criterion | -31.14% | 0.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.27% | -4.24% |
| Expected Shortfall (cVaR) | -2.27% | -4.24% |
| Year | 12395465:BTCUSD | 12395465:btcusd:triple_med_gx:lsma85_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -12.98 | -0.34 | - |
| 2025 | -6.34 | -12.64 | 1.99 | - |
| Metric | 12395465:btcusd:triple_med_gx:lsma85_50 | 12395465:BTCUSD |
|---|---|---|
| MTD | -7.79% | 3.72% |
| 3M | -12.64% | -8.05% |
| 6M | -16.98% | 37.53% |
| YTD | -12.64% | -6.34% |
| 1Y | -23.98% | 29.12% |
| 3Y (ann.) | -28.61% | 36.89% |
| 5Y (ann.) | -28.61% | 36.89% |
| Metric | 12395465:btcusd:triple_med_gx:lsma85_50 | 12395465:BTCUSD |
|---|---|---|
| Max Drawdown | -26.35% | -26.0% |
| Longest DD Days | 239.0 | 145.0 |
| Avg. Drawdown | -9.81% | -8.01% |
| Avg. Drawdown Days | 96.0 | 25.0 |
| Recovery Factor | -0.91 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-03-25 | -26.35 | 239 |
| 2024-06-07 | 2024-07-26 | -3.04 | 49 |
| 2024-07-27 | 2024-07-28 | -0.03 | 1 |
| Metric | 12395465:btcusd:triple_med_gx:lsma85_50 | 12395465:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -8.76% | -8.6% |
| Best Week | 3.7% | 18.93% |
| Worst Week | -8.93% | -12.33% |
| Best Month | 2.6% | 37.42% |
| Worst Month | -7.79% | -17.69% |
| Best Year | -12.64% | 37.85% |
| Worst Year | -12.98% | -6.34% |
| Avg. Up Day | 2.18% | 2.23% |
| Avg. Down Day | -1.96% | -2.17% |
| Avg. Up Week | 1.64% | 7.16% |
| Avg. Down Week | -2.98% | -5.57% |
| Avg. Up Month | 1.25% | 6.4% |
| Avg. Down Month | -5.39% | -11.29% |
| Win Days % | 30.88% | 49.83% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 41.67% | 52.27% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |