| Metric | 12395777:btcusd:triple_med_gx:lsma70_50 | 12395777:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | -14.91% | 21.88% |
| Max Drawdown | -15.86% | -26.0% |
| Sharpe | -2.14 | 0.72 |
| Sortino | -2.38 | 1.11 |
| Payoff Ratio | 0.92 | 0.93 |
| Profit Factor | 0.33 | 1.11 |
| Common Sense Ratio | 0.0 | 1.18 |
| CPC Index | 0.07 | 0.51 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 177.41 | 2.48 |
| Outlier Loss Ratio | 3.8 | 2.3 |
| Volatility (ann.) | 8.86% | 50.3% |
| R^2 | 0.03 | 0.03 |
| Calmar | -1.11 | 1.04 |
| Skew | -3.79 | 0.52 |
| Kurtosis | 31.93 | 2.52 |
| Expected Daily % | -0.05% | 0.07% |
| Expected Monthly % | -1.6% | 2.0% |
| Expected Yearly % | -7.75% | 10.4% |
| Kelly Criterion | -58.06% | -5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.81% | -4.23% |
| Expected Shortfall (cVaR) | -0.81% | -4.23% |
| Year | 12395777:BTCUSD | 12395777:btcusd:triple_med_gx:lsma70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -6.26 | -0.17 | - |
| 2025 | -11.59 | -9.23 | 0.80 | + |
| Metric | 12395777:btcusd:triple_med_gx:lsma70_50 | 12395777:BTCUSD |
|---|---|---|
| MTD | -6.15% | -2.09% |
| 3M | -9.23% | -13.24% |
| 6M | -13.89% | 25.32% |
| YTD | -9.23% | -11.59% |
| 1Y | -14.91% | 21.88% |
| 3Y (ann.) | -17.67% | 26.91% |
| 5Y (ann.) | -17.67% | 26.91% |
| Metric | 12395777:btcusd:triple_med_gx:lsma70_50 | 12395777:BTCUSD |
|---|---|---|
| Max Drawdown | -15.86% | -26.0% |
| Longest DD Days | 276.0 | 145.0 |
| Avg. Drawdown | -8.02% | -8.01% |
| Avg. Drawdown Days | 138.0 | 25.0 |
| Recovery Factor | -0.94 | 0.84 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-28 | 2025-03-31 | -15.86 | 276 |
| 2024-06-26 | 2024-06-27 | -0.18 | 1 |
| Metric | 12395777:btcusd:triple_med_gx:lsma70_50 | 12395777:BTCUSD |
|---|---|---|
| Best Day | 2.18% | 11.89% |
| Worst Day | -3.79% | -8.6% |
| Best Week | 1.01% | 18.93% |
| Worst Week | -4.82% | -12.33% |
| Best Month | 0.0% | 37.42% |
| Worst Month | -6.15% | -17.69% |
| Best Year | -6.26% | 37.85% |
| Worst Year | -9.23% | -11.59% |
| Avg. Up Day | 1.13% | 1.16% |
| Avg. Down Day | -1.22% | -1.25% |
| Avg. Up Week | 1.01% | 1.01% |
| Avg. Down Week | -2.0% | -3.8% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -3.54% | -9.08% |
| Win Days % | 24.14% | 49.5% |
| Win Month % | 0.0% | 50.0% |
| Win Week % | 12.5% | 51.11% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |