| Metric | 12398279:btcusd:triple_med_gx:lsma100_60 | 12398279:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -6.62% | 29.12% |
| Max Drawdown | -23.52% | -26.0% |
| Sharpe | -0.3 | 0.87 |
| Sortino | -0.46 | 1.34 |
| Payoff Ratio | 1.28 | 1.1 |
| Profit Factor | 0.87 | 1.13 |
| Common Sense Ratio | 0.22 | 1.2 |
| CPC Index | 0.39 | 0.62 |
| Tail Ratio | 0.26 | 1.06 |
| Outlier Win Ratio | 44.98 | 2.97 |
| Outlier Loss Ratio | 3.77 | 2.68 |
| Volatility (ann.) | 20.91% | 50.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.34 | 1.42 |
| Skew | 2.81 | 0.51 |
| Kurtosis | 55.47 | 2.47 |
| Expected Daily % | -0.02% | 0.09% |
| Expected Monthly % | -0.68% | 2.59% |
| Expected Yearly % | -3.36% | 13.63% |
| Kelly Criterion | -16.4% | 4.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.24% |
| Expected Shortfall (cVaR) | -1.82% | -4.24% |
| Year | 12398279:BTCUSD | 12398279:btcusd:triple_med_gx:lsma100_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -9.74 | -0.26 | - |
| 2025 | -6.34 | 3.46 | -0.55 | + |
| Metric | 12398279:btcusd:triple_med_gx:lsma100_60 | 12398279:BTCUSD |
|---|---|---|
| MTD | 3.07% | 3.72% |
| 3M | 3.46% | -8.05% |
| 6M | 13.92% | 37.53% |
| YTD | 3.46% | -6.34% |
| 1Y | -6.62% | 29.12% |
| 3Y (ann.) | -8.07% | 36.89% |
| 5Y (ann.) | -8.07% | 36.89% |
| Metric | 12398279:btcusd:triple_med_gx:lsma100_60 | 12398279:BTCUSD |
|---|---|---|
| Max Drawdown | -23.52% | -26.0% |
| Longest DD Days | 280.0 | 145.0 |
| Avg. Drawdown | -23.52% | -8.01% |
| Avg. Drawdown Days | 280.0 | 25.0 |
| Recovery Factor | -0.28 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-18 | 2025-03-25 | -23.52 | 280 |
| Metric | 12398279:btcusd:triple_med_gx:lsma100_60 | 12398279:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -7.22% | -8.6% |
| Best Week | 4.86% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 4.92% | 37.42% |
| Worst Month | -12.12% | -17.69% |
| Best Year | 3.46% | 37.85% |
| Worst Year | -9.74% | -6.34% |
| Avg. Up Day | 2.09% | 2.18% |
| Avg. Down Day | -1.64% | -1.98% |
| Avg. Up Week | 1.94% | 5.76% |
| Avg. Down Week | -3.85% | -5.79% |
| Avg. Up Month | 2.67% | 17.34% |
| Avg. Down Month | -6.94% | -8.09% |
| Win Days % | 34.69% | 49.83% |
| Win Month % | 62.5% | 60.0% |
| Win Week % | 53.33% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |