| Metric | 12408032:btcusd:triple_med_gx:lsma65_90 | 12408032:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | -3.29% | 29.12% |
| Max Drawdown | -12.95% | -26.0% |
| Sharpe | -0.21 | 0.87 |
| Sortino | -0.29 | 1.34 |
| Payoff Ratio | 1.36 | 1.22 |
| Profit Factor | 0.93 | 1.13 |
| Common Sense Ratio | 1.53 | 1.2 |
| CPC Index | 0.47 | 0.69 |
| Tail Ratio | 1.64 | 1.06 |
| Outlier Win Ratio | 48.08 | 2.9 |
| Outlier Loss Ratio | 4.34 | 2.4 |
| Volatility (ann.) | 14.67% | 50.6% |
| R^2 | 0.08 | 0.08 |
| Calmar | -0.31 | 1.42 |
| Skew | -0.12 | 0.51 |
| Kurtosis | 21.18 | 2.47 |
| Expected Daily % | -0.01% | 0.09% |
| Expected Monthly % | -0.33% | 2.59% |
| Expected Yearly % | -1.66% | 13.63% |
| Kelly Criterion | -8.48% | 8.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -4.24% |
| Expected Shortfall (cVaR) | -1.27% | -4.24% |
| Year | 12408032:BTCUSD | 12408032:btcusd:triple_med_gx:lsma65_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -5.94 | -0.16 | - |
| 2025 | -6.34 | 2.82 | -0.45 | + |
| Metric | 12408032:btcusd:triple_med_gx:lsma65_90 | 12408032:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.72% | -8.05% |
| 6M | 1.91% | 37.53% |
| YTD | 2.82% | -6.34% |
| 1Y | -3.29% | 29.12% |
| 3Y (ann.) | -4.03% | 36.89% |
| 5Y (ann.) | -4.03% | 36.89% |
| Metric | 12408032:btcusd:triple_med_gx:lsma65_90 | 12408032:BTCUSD |
|---|---|---|
| Max Drawdown | -12.95% | -26.0% |
| Longest DD Days | 292.0 | 145.0 |
| Avg. Drawdown | -6.56% | -8.01% |
| Avg. Drawdown Days | 146.0 | 25.0 |
| Recovery Factor | -0.25 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -12.95 | 292 |
| 2024-06-04 | 2024-06-05 | -0.18 | 1 |
| Metric | 12408032:btcusd:triple_med_gx:lsma65_90 | 12408032:BTCUSD |
|---|---|---|
| Best Day | 4.94% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 5.94% | 18.93% |
| Worst Week | -7.67% | -12.33% |
| Best Month | 4.37% | 37.42% |
| Worst Month | -5.1% | -17.69% |
| Best Year | 2.82% | 37.85% |
| Worst Year | -5.94% | -6.34% |
| Avg. Up Day | 1.53% | 1.57% |
| Avg. Down Day | -1.13% | -1.29% |
| Avg. Up Week | 3.64% | 5.85% |
| Avg. Down Week | -3.75% | -3.56% |
| Avg. Up Month | 3.59% | 10.3% |
| Avg. Down Month | -3.57% | -5.34% |
| Win Days % | 37.5% | 49.83% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 50.0% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |