| Metric | 12344480:btcusd:triple_med_gx:lsma45_30 | 12344480:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 6.45% | 29.12% |
| Max Drawdown | -19.87% | -26.0% |
| Sharpe | 0.46 | 0.87 |
| Sortino | 0.81 | 1.34 |
| Payoff Ratio | 1.57 | 1.16 |
| Profit Factor | 1.23 | 1.13 |
| Common Sense Ratio | 1.6 | 1.2 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.3 | 1.06 |
| Outlier Win Ratio | 41.65 | 3.17 |
| Outlier Loss Ratio | 3.04 | 2.55 |
| Volatility (ann.) | 21.38% | 50.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.4 | 1.42 |
| Skew | 3.36 | 0.51 |
| Kurtosis | 44.39 | 2.47 |
| Expected Daily % | 0.02% | 0.09% |
| Expected Monthly % | 0.63% | 2.59% |
| Expected Yearly % | 3.17% | 13.63% |
| Kelly Criterion | 3.42% | 6.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -4.24% |
| Expected Shortfall (cVaR) | -1.81% | -4.24% |
| Year | 12344480:BTCUSD | 12344480:btcusd:triple_med_gx:lsma45_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 8.11 | 0.21 | - |
| 2025 | -6.34 | -1.54 | 0.24 | + |
| Metric | 12344480:btcusd:triple_med_gx:lsma45_30 | 12344480:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -1.54% | -8.05% |
| 6M | 25.04% | 37.53% |
| YTD | -1.54% | -6.34% |
| 1Y | 6.45% | 29.12% |
| 3Y (ann.) | 7.98% | 36.89% |
| 5Y (ann.) | 7.98% | 36.89% |
| Metric | 12344480:btcusd:triple_med_gx:lsma45_30 | 12344480:BTCUSD |
|---|---|---|
| Max Drawdown | -19.87% | -26.0% |
| Longest DD Days | 158.0 | 145.0 |
| Avg. Drawdown | -7.86% | -8.01% |
| Avg. Drawdown Days | 92.0 | 25.0 |
| Recovery Factor | 0.32 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-11 | -19.87 | 158 |
| 2024-11-29 | 2025-03-25 | -3.53 | 116 |
| 2024-06-04 | 2024-06-05 | -0.18 | 1 |
| Metric | 12344480:btcusd:triple_med_gx:lsma45_30 | 12344480:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 11.89% |
| Worst Day | -7.22% | -8.6% |
| Best Week | 15.73% | 18.93% |
| Worst Week | -12.19% | -12.33% |
| Best Month | 28.84% | 37.42% |
| Worst Month | -12.35% | -17.69% |
| Best Year | 8.11% | 37.85% |
| Worst Year | -1.54% | -6.34% |
| Avg. Up Day | 2.65% | 2.68% |
| Avg. Down Day | -1.69% | -2.3% |
| Avg. Up Week | 11.34% | 13.79% |
| Avg. Down Week | -3.4% | -5.23% |
| Avg. Up Month | 28.84% | 37.42% |
| Avg. Down Month | -4.2% | -9.28% |
| Win Days % | 41.03% | 49.83% |
| Win Month % | 14.29% | 60.0% |
| Win Week % | 30.77% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |