| Metric | 12404679:btcusd:triple_med_gx:lsma70_80 | 12404679:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | -4.83% | 29.12% |
| Max Drawdown | -17.79% | -26.0% |
| Sharpe | -0.41 | 0.87 |
| Sortino | -0.59 | 1.34 |
| Payoff Ratio | 1.68 | 1.24 |
| Profit Factor | 0.85 | 1.13 |
| Common Sense Ratio | 0.0 | 1.2 |
| CPC Index | 0.44 | 0.7 |
| Tail Ratio | 0.0 | 1.06 |
| Outlier Win Ratio | 62.38 | 2.82 |
| Outlier Loss Ratio | 4.81 | 2.41 |
| Volatility (ann.) | 12.79% | 50.6% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.33 | 1.42 |
| Skew | 0.63 | 0.51 |
| Kurtosis | 20.99 | 2.47 |
| Expected Daily % | -0.02% | 0.09% |
| Expected Monthly % | -0.49% | 2.59% |
| Expected Yearly % | -2.45% | 13.63% |
| Kelly Criterion | -10.86% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -4.24% |
| Expected Shortfall (cVaR) | -1.12% | -4.24% |
| Year | 12404679:BTCUSD | 12404679:btcusd:triple_med_gx:lsma70_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -13.26 | -0.35 | - |
| 2025 | -6.34 | 9.72 | -1.53 | + |
| Metric | 12404679:btcusd:triple_med_gx:lsma70_80 | 12404679:BTCUSD |
|---|---|---|
| MTD | 1.19% | 3.72% |
| 3M | 9.72% | -8.05% |
| 6M | 2.08% | 37.53% |
| YTD | 9.72% | -6.34% |
| 1Y | -4.83% | 29.12% |
| 3Y (ann.) | -5.91% | 36.89% |
| 5Y (ann.) | -5.91% | 36.89% |
| Metric | 12404679:btcusd:triple_med_gx:lsma70_80 | 12404679:BTCUSD |
|---|---|---|
| Max Drawdown | -17.79% | -26.0% |
| Longest DD Days | 288.0 | 145.0 |
| Avg. Drawdown | -8.98% | -8.01% |
| Avg. Drawdown Days | 144.0 | 25.0 |
| Recovery Factor | -0.27 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-10 | 2025-03-25 | -17.79 | 288 |
| 2024-06-08 | 2024-06-09 | -0.18 | 1 |
| Metric | 12404679:btcusd:triple_med_gx:lsma70_80 | 12404679:BTCUSD |
|---|---|---|
| Best Day | 4.13% | 11.89% |
| Worst Day | -3.81% | -8.6% |
| Best Week | 9.93% | 18.93% |
| Worst Week | -4.93% | -12.33% |
| Best Month | 4.76% | 37.42% |
| Worst Month | -6.78% | -17.69% |
| Best Year | 9.72% | 37.85% |
| Worst Year | -13.26% | -6.34% |
| Avg. Up Day | 1.74% | 1.77% |
| Avg. Down Day | -1.03% | -1.43% |
| Avg. Up Week | 5.56% | 6.97% |
| Avg. Down Week | -3.19% | -3.76% |
| Avg. Up Month | 2.98% | 6.71% |
| Avg. Down Month | -5.79% | -5.34% |
| Win Days % | 30.43% | 49.83% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 40.0% | 52.27% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |