| Metric | 12404673:btcusd:triple_med_gx:lsma55_80 | 12404673:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 1.6% | 29.12% |
| Max Drawdown | -17.81% | -26.0% |
| Sharpe | 0.2 | 0.87 |
| Sortino | 0.3 | 1.34 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.08 | 1.13 |
| Common Sense Ratio | 2.16 | 1.2 |
| CPC Index | 0.51 | 0.65 |
| Tail Ratio | 2.0 | 1.06 |
| Outlier Win Ratio | 37.87 | 3.04 |
| Outlier Loss Ratio | 4.17 | 2.65 |
| Volatility (ann.) | 19.1% | 50.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.11 | 1.42 |
| Skew | 1.82 | 0.51 |
| Kurtosis | 35.14 | 2.47 |
| Expected Daily % | 0.01% | 0.09% |
| Expected Monthly % | 0.16% | 2.59% |
| Expected Yearly % | 0.8% | 13.63% |
| Kelly Criterion | -9.89% | 6.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.24% |
| Expected Shortfall (cVaR) | -1.63% | -4.24% |
| Year | 12404673:BTCUSD | 12404673:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -11.00 | -0.29 | - |
| 2025 | -6.34 | 14.16 | -2.23 | + |
| Metric | 12404673:btcusd:triple_med_gx:lsma55_80 | 12404673:BTCUSD |
|---|---|---|
| MTD | 9.19% | 3.72% |
| 3M | 14.71% | -8.05% |
| 6M | 10.67% | 37.53% |
| YTD | 14.16% | -6.34% |
| 1Y | 1.6% | 29.12% |
| 3Y (ann.) | 1.97% | 36.89% |
| 5Y (ann.) | 1.97% | 36.89% |
| Metric | 12404673:btcusd:triple_med_gx:lsma55_80 | 12404673:BTCUSD |
|---|---|---|
| Max Drawdown | -17.81% | -26.0% |
| Longest DD Days | 292.0 | 145.0 |
| Avg. Drawdown | -8.99% | -8.01% |
| Avg. Drawdown Days | 146.0 | 25.0 |
| Recovery Factor | 0.09 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -17.81 | 292 |
| 2024-06-02 | 2024-06-03 | -0.18 | 1 |
| Metric | 12404673:btcusd:triple_med_gx:lsma55_80 | 12404673:BTCUSD |
|---|---|---|
| Best Day | 9.39% | 11.89% |
| Worst Day | -5.6% | -8.6% |
| Best Week | 9.19% | 18.93% |
| Worst Week | -8.06% | -12.33% |
| Best Month | 9.19% | 37.42% |
| Worst Month | -9.44% | -17.69% |
| Best Year | 14.16% | 37.85% |
| Worst Year | -11.0% | -6.34% |
| Avg. Up Day | 1.78% | 1.82% |
| Avg. Down Day | -1.52% | -1.58% |
| Avg. Up Week | 3.94% | 6.12% |
| Avg. Down Week | -2.6% | -5.35% |
| Avg. Up Month | 6.87% | 6.71% |
| Avg. Down Month | -9.44% | -8.73% |
| Win Days % | 40.68% | 49.83% |
| Win Month % | 57.14% | 60.0% |
| Win Week % | 42.11% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |