| Metric | 12344478:btcusd:triple_med_gx:lsma20_30 | 12344478:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 23.9% | 55.9% |
| Max Drawdown | -21.74% | -28.17% |
| Sharpe | 0.8 | 1.14 |
| Sortino | 1.33 | 1.8 |
| Payoff Ratio | 1.34 | 1.14 |
| Profit Factor | 1.23 | 1.18 |
| Common Sense Ratio | 1.55 | 1.32 |
| CPC Index | 0.74 | 0.68 |
| Tail Ratio | 1.26 | 1.12 |
| Outlier Win Ratio | 15.24 | 3.97 |
| Outlier Loss Ratio | 3.37 | 2.98 |
| Volatility (ann.) | 33.75% | 49.74% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.11 | 2.0 |
| Skew | 1.48 | 0.52 |
| Kurtosis | 13.56 | 2.46 |
| Expected Daily % | 0.06% | 0.12% |
| Expected Monthly % | 1.8% | 3.77% |
| Expected Yearly % | 11.31% | 24.86% |
| Kelly Criterion | 3.98% | 7.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.83% | -4.13% |
| Expected Shortfall (cVaR) | -2.83% | -4.13% |
| Year | 12344478:BTCUSD | 12344478:btcusd:triple_med_gx:lsma20_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 13.23 | 0.35 | - |
| 2025 | 13.09 | 9.42 | 0.72 | - |
| Metric | 12344478:btcusd:triple_med_gx:lsma20_30 | 12344478:BTCUSD |
|---|---|---|
| MTD | 4.79% | 12.09% |
| 3M | 4.64% | 19.18% |
| 6M | 11.16% | 14.84% |
| YTD | 9.42% | 13.09% |
| 1Y | 23.9% | 55.9% |
| 3Y (ann.) | 24.12% | 56.47% |
| 5Y (ann.) | 24.12% | 56.47% |
| Metric | 12344478:btcusd:triple_med_gx:lsma20_30 | 12344478:BTCUSD |
|---|---|---|
| Max Drawdown | -21.74% | -28.17% |
| Longest DD Days | 152.0 | 145.0 |
| Avg. Drawdown | -6.12% | -7.43% |
| Avg. Drawdown Days | 35.0 | 25.0 |
| Recovery Factor | 1.1 | 1.98 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-05 | -21.74 | 152 |
| 2025-03-03 | 2025-05-29 | -16.66 | 87 |
| 2024-12-26 | 2025-03-02 | -6.77 | 66 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-11-29 | 2024-12-04 | -1.85 | 5 |
| 2024-12-05 | 2024-12-06 | -1.72 | 1 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| 2024-12-22 | 2024-12-24 | -0.52 | 2 |
| 2024-06-04 | 2024-06-05 | -0.18 | 1 |
| Metric | 12344478:btcusd:triple_med_gx:lsma20_30 | 12344478:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.71% | -12.33% |
| Best Month | 10.9% | 37.42% |
| Worst Month | -10.3% | -17.69% |
| Best Year | 13.23% | 37.85% |
| Worst Year | 9.42% | 13.09% |
| Avg. Up Day | 2.29% | 2.31% |
| Avg. Down Day | -1.72% | -2.03% |
| Avg. Up Week | 4.14% | 5.17% |
| Avg. Down Week | -2.4% | -3.87% |
| Avg. Up Month | 6.9% | 15.26% |
| Avg. Down Month | -5.11% | -8.99% |
| Win Days % | 45.07% | 50.83% |
| Win Month % | 63.64% | 58.33% |
| Win Week % | 48.48% | 54.72% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |