| Metric | 12404451:btcusd:triple_med_gx:lsma60_80 | 12404451:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -7.7% | 29.12% |
| Max Drawdown | -13.66% | -26.0% |
| Sharpe | -0.77 | 0.87 |
| Sortino | -0.97 | 1.34 |
| Payoff Ratio | 0.89 | 0.86 |
| Profit Factor | 0.74 | 1.13 |
| Common Sense Ratio | 0.65 | 1.2 |
| CPC Index | 0.26 | 0.49 |
| Tail Ratio | 0.88 | 1.06 |
| Outlier Win Ratio | 72.94 | 2.78 |
| Outlier Loss Ratio | 4.32 | 2.55 |
| Volatility (ann.) | 11.87% | 50.6% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.69 | 1.42 |
| Skew | -1.42 | 0.51 |
| Kurtosis | 23.1 | 2.47 |
| Expected Daily % | -0.03% | 0.09% |
| Expected Monthly % | -0.8% | 2.59% |
| Expected Yearly % | -3.93% | 13.63% |
| Kelly Criterion | -27.05% | -8.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.05% | -4.24% |
| Expected Shortfall (cVaR) | -1.05% | -4.24% |
| Year | 12404451:BTCUSD | 12404451:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -6.91 | -0.18 | - |
| 2025 | -6.34 | -0.85 | 0.13 | + |
| Metric | 12404451:btcusd:triple_med_gx:lsma60_80 | 12404451:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -3.79% | -8.05% |
| 6M | -7.68% | 37.53% |
| YTD | -0.85% | -6.34% |
| 1Y | -7.7% | 29.12% |
| 3Y (ann.) | -9.38% | 36.89% |
| 5Y (ann.) | -9.38% | 36.89% |
| Metric | 12404451:btcusd:triple_med_gx:lsma60_80 | 12404451:BTCUSD |
|---|---|---|
| Max Drawdown | -13.66% | -26.0% |
| Longest DD Days | 292.0 | 145.0 |
| Avg. Drawdown | -6.92% | -8.01% |
| Avg. Drawdown Days | 146.0 | 25.0 |
| Recovery Factor | -0.56 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -13.66 | 292 |
| 2024-06-02 | 2024-06-03 | -0.18 | 1 |
| Metric | 12404451:btcusd:triple_med_gx:lsma60_80 | 12404451:BTCUSD |
|---|---|---|
| Best Day | 4.04% | 11.89% |
| Worst Day | -3.97% | -8.6% |
| Best Week | 2.26% | 18.93% |
| Worst Week | -5.62% | -12.33% |
| Best Month | 0.98% | 37.42% |
| Worst Month | -2.96% | -17.69% |
| Best Year | -0.85% | 37.85% |
| Worst Year | -6.91% | -6.34% |
| Avg. Up Day | 1.16% | 1.2% |
| Avg. Down Day | -1.3% | -1.4% |
| Avg. Up Week | 1.34% | 3.65% |
| Avg. Down Week | -2.23% | -3.71% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -2.03% | -5.98% |
| Win Days % | 40.0% | 49.83% |
| Win Month % | 16.67% | 60.0% |
| Win Week % | 33.33% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |