| Metric | 12408083:btcusd:triple_med_gx:lsma55_90 | 12408083:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -8.89% | 29.12% |
| Max Drawdown | -24.6% | -26.0% |
| Sharpe | -0.55 | 0.87 |
| Sortino | -0.72 | 1.34 |
| Payoff Ratio | 1.03 | 1.03 |
| Profit Factor | 0.82 | 1.13 |
| Common Sense Ratio | 1.46 | 1.2 |
| CPC Index | 0.34 | 0.58 |
| Tail Ratio | 1.77 | 1.06 |
| Outlier Win Ratio | 43.9 | 3.04 |
| Outlier Loss Ratio | 3.75 | 2.78 |
| Volatility (ann.) | 17.73% | 50.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.44 | 1.42 |
| Skew | -1.09 | 0.51 |
| Kurtosis | 17.56 | 2.47 |
| Expected Daily % | -0.03% | 0.09% |
| Expected Monthly % | -0.93% | 2.59% |
| Expected Yearly % | -4.55% | 13.63% |
| Kelly Criterion | -17.83% | 1.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -4.24% |
| Expected Shortfall (cVaR) | -1.55% | -4.24% |
| Year | 12408083:BTCUSD | 12408083:btcusd:triple_med_gx:lsma55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -12.86 | -0.34 | - |
| 2025 | -6.34 | 4.55 | -0.72 | + |
| Metric | 12408083:btcusd:triple_med_gx:lsma55_90 | 12408083:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 5.05% | -8.05% |
| 6M | 8.17% | 37.53% |
| YTD | 4.55% | -6.34% |
| 1Y | -8.89% | 29.12% |
| 3Y (ann.) | -10.81% | 36.89% |
| 5Y (ann.) | -10.81% | 36.89% |
| Metric | 12408083:btcusd:triple_med_gx:lsma55_90 | 12408083:BTCUSD |
|---|---|---|
| Max Drawdown | -24.6% | -26.0% |
| Longest DD Days | 292.0 | 145.0 |
| Avg. Drawdown | -12.39% | -8.01% |
| Avg. Drawdown Days | 146.0 | 25.0 |
| Recovery Factor | -0.36 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -24.60 | 292 |
| 2024-06-02 | 2024-06-03 | -0.18 | 1 |
| Metric | 12408083:btcusd:triple_med_gx:lsma55_90 | 12408083:BTCUSD |
|---|---|---|
| Best Day | 4.94% | 11.89% |
| Worst Day | -5.6% | -8.6% |
| Best Week | 5.12% | 18.93% |
| Worst Week | -8.06% | -12.33% |
| Best Month | 4.55% | 37.42% |
| Worst Month | -8.88% | -17.69% |
| Best Year | 4.55% | 37.85% |
| Worst Year | -12.86% | -6.34% |
| Avg. Up Day | 1.61% | 1.64% |
| Avg. Down Day | -1.57% | -1.59% |
| Avg. Up Week | 3.2% | 7.21% |
| Avg. Down Week | -3.43% | -5.37% |
| Avg. Up Month | 3.3% | 10.3% |
| Avg. Down Month | -8.67% | -8.09% |
| Win Days % | 40.35% | 49.83% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 44.44% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |