| Metric | 12395470:btcusd:triple_med_gx:lsma120_50 | 12395470:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -15.17% | 29.12% |
| Max Drawdown | -23.45% | -26.0% |
| Sharpe | -0.55 | 0.87 |
| Sortino | -0.79 | 1.34 |
| Payoff Ratio | 1.15 | 1.07 |
| Profit Factor | 0.83 | 1.13 |
| Common Sense Ratio | 0.49 | 1.2 |
| CPC Index | 0.36 | 0.61 |
| Tail Ratio | 0.59 | 1.06 |
| Outlier Win Ratio | 27.98 | 3.39 |
| Outlier Loss Ratio | 3.11 | 3.23 |
| Volatility (ann.) | 29.08% | 50.6% |
| R^2 | 0.33 | 0.33 |
| Calmar | -0.78 | 1.42 |
| Skew | 1.13 | 0.51 |
| Kurtosis | 23.8 | 2.47 |
| Expected Daily % | -0.06% | 0.09% |
| Expected Monthly % | -1.63% | 2.59% |
| Expected Yearly % | -7.89% | 13.63% |
| Kelly Criterion | -16.31% | 3.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.55% | -4.24% |
| Expected Shortfall (cVaR) | -2.55% | -4.24% |
| Year | 12395470:BTCUSD | 12395470:btcusd:triple_med_gx:lsma120_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -17.13 | -0.45 | - |
| 2025 | -6.34 | 2.37 | -0.37 | + |
| Metric | 12395470:btcusd:triple_med_gx:lsma120_50 | 12395470:BTCUSD |
|---|---|---|
| MTD | 3.3% | 3.72% |
| 3M | 2.37% | -8.05% |
| 6M | -0.6% | 37.53% |
| YTD | 2.37% | -6.34% |
| 1Y | -15.17% | 29.12% |
| 3Y (ann.) | -18.3% | 36.89% |
| 5Y (ann.) | -18.3% | 36.89% |
| Metric | 12395470:btcusd:triple_med_gx:lsma120_50 | 12395470:BTCUSD |
|---|---|---|
| Max Drawdown | -23.45% | -26.0% |
| Longest DD Days | 239.0 | 145.0 |
| Avg. Drawdown | -8.68% | -8.01% |
| Avg. Drawdown Days | 90.0 | 25.0 |
| Recovery Factor | -0.65 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-03-25 | -23.45 | 239 |
| 2024-06-25 | 2024-07-26 | -2.57 | 31 |
| 2024-07-27 | 2024-07-28 | -0.03 | 1 |
| Metric | 12395470:btcusd:triple_med_gx:lsma120_50 | 12395470:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -8.76% | -8.6% |
| Best Week | 3.95% | 18.93% |
| Worst Week | -6.88% | -12.33% |
| Best Month | 5.67% | 37.42% |
| Worst Month | -14.39% | -17.69% |
| Best Year | 2.37% | 37.85% |
| Worst Year | -17.13% | -6.34% |
| Avg. Up Day | 2.53% | 2.56% |
| Avg. Down Day | -2.21% | -2.38% |
| Avg. Up Week | 2.12% | 5.43% |
| Avg. Down Week | -3.52% | -6.28% |
| Avg. Up Month | 2.44% | 3.41% |
| Avg. Down Month | -5.72% | -11.29% |
| Win Days % | 37.88% | 49.83% |
| Win Month % | 37.5% | 60.0% |
| Win Week % | 45.0% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |