| Metric | 12420238:btcusd:triple_med_gx:lsma145_120 | 12420238:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | -2.35% | 55.9% |
| Max Drawdown | -17.64% | -28.17% |
| Sharpe | -0.01 | 1.14 |
| Sortino | -0.01 | 1.8 |
| Payoff Ratio | 1.27 | 1.09 |
| Profit Factor | 1.0 | 1.18 |
| Common Sense Ratio | 0.9 | 1.32 |
| CPC Index | 0.53 | 0.65 |
| Tail Ratio | 0.9 | 1.12 |
| Outlier Win Ratio | 28.65 | 3.21 |
| Outlier Loss Ratio | 3.87 | 2.77 |
| Volatility (ann.) | 21.24% | 49.74% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.13 | 2.0 |
| Skew | -0.28 | 0.52 |
| Kurtosis | 14.39 | 2.46 |
| Expected Daily % | -0.01% | 0.12% |
| Expected Monthly % | -0.2% | 3.77% |
| Expected Yearly % | -1.18% | 24.86% |
| Kelly Criterion | -4.46% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -4.13% |
| Expected Shortfall (cVaR) | -1.83% | -4.13% |
| Year | 12420238:BTCUSD | 12420238:btcusd:triple_med_gx:lsma145_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | -8.82 | -0.23 | - |
| 2025 | 13.09 | 7.10 | 0.54 | - |
| Metric | 12420238:btcusd:triple_med_gx:lsma145_120 | 12420238:BTCUSD |
|---|---|---|
| MTD | 0.0% | 12.09% |
| 3M | 7.98% | 19.18% |
| 6M | 9.35% | 14.84% |
| YTD | 7.1% | 13.09% |
| 1Y | -2.35% | 55.9% |
| 3Y (ann.) | -2.37% | 56.47% |
| 5Y (ann.) | -2.37% | 56.47% |
| Metric | 12420238:btcusd:triple_med_gx:lsma145_120 | 12420238:BTCUSD |
|---|---|---|
| Max Drawdown | -17.64% | -28.17% |
| Longest DD Days | 311.0 | 145.0 |
| Avg. Drawdown | -8.91% | -7.43% |
| Avg. Drawdown Days | 156.0 | 25.0 |
| Recovery Factor | -0.13 | 1.98 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-05-29 | -17.64 | 311 |
| 2024-07-18 | 2024-07-19 | -0.18 | 1 |
| Metric | 12420238:btcusd:triple_med_gx:lsma145_120 | 12420238:BTCUSD |
|---|---|---|
| Best Day | 6.13% | 11.89% |
| Worst Day | -7.06% | -8.6% |
| Best Week | 5.94% | 18.93% |
| Worst Week | -7.96% | -12.33% |
| Best Month | 4.29% | 37.42% |
| Worst Month | -10.11% | -17.69% |
| Best Year | 7.1% | 37.85% |
| Worst Year | -8.82% | 13.09% |
| Avg. Up Day | 1.75% | 1.79% |
| Avg. Down Day | -1.38% | -1.65% |
| Avg. Up Week | 2.81% | 5.49% |
| Avg. Down Week | -3.62% | -4.65% |
| Avg. Up Month | 2.08% | 8.61% |
| Avg. Down Month | -10.11% | -8.73% |
| Win Days % | 41.49% | 50.83% |
| Win Month % | 57.14% | 58.33% |
| Win Week % | 52.17% | 54.72% |
| Win Quarter % | 75.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |