| Metric | 12344487:btcusd:triple_med_gx:lsma70_30 | 12344487:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 28.01% | 29.12% |
| Max Drawdown | -17.88% | -26.0% |
| Sharpe | 1.33 | 0.87 |
| Sortino | 2.91 | 1.34 |
| Payoff Ratio | 2.15 | 1.68 |
| Profit Factor | 1.79 | 1.13 |
| Common Sense Ratio | 3.01 | 1.2 |
| CPC Index | 1.66 | 0.95 |
| Tail Ratio | 1.68 | 1.06 |
| Outlier Win Ratio | 30.6 | 3.45 |
| Outlier Loss Ratio | 3.56 | 2.36 |
| Volatility (ann.) | 25.04% | 50.6% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.98 | 1.42 |
| Skew | 4.56 | 0.51 |
| Kurtosis | 42.38 | 2.47 |
| Expected Daily % | 0.08% | 0.09% |
| Expected Monthly % | 2.5% | 2.59% |
| Expected Yearly % | 13.14% | 13.63% |
| Kelly Criterion | 16.68% | 19.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.06% | -4.24% |
| Expected Shortfall (cVaR) | -2.06% | -4.24% |
| Year | 12344487:BTCUSD | 12344487:btcusd:triple_med_gx:lsma70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 30.15 | 0.80 | - |
| 2025 | -6.34 | -1.64 | 0.26 | + |
| Metric | 12344487:btcusd:triple_med_gx:lsma70_30 | 12344487:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -1.64% | -8.05% |
| 6M | 35.88% | 37.53% |
| YTD | -1.64% | -6.34% |
| 1Y | 28.01% | 29.12% |
| 3Y (ann.) | 35.46% | 36.89% |
| 5Y (ann.) | 35.46% | 36.89% |
| Metric | 12344487:btcusd:triple_med_gx:lsma70_30 | 12344487:BTCUSD |
|---|---|---|
| Max Drawdown | -17.88% | -26.0% |
| Longest DD Days | 153.0 | 145.0 |
| Avg. Drawdown | -4.66% | -8.01% |
| Avg. Drawdown Days | 42.0 | 25.0 |
| Recovery Factor | 1.57 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-06 | -17.88 | 153 |
| 2024-11-29 | 2024-12-04 | -1.85 | 5 |
| 2024-12-05 | 2024-12-06 | -1.72 | 1 |
| 2025-02-04 | 2025-03-25 | -1.64 | 49 |
| 2024-06-04 | 2024-06-05 | -0.18 | 1 |
| Metric | 12344487:btcusd:triple_med_gx:lsma70_30 | 12344487:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -7.06% | -8.6% |
| Best Week | 15.73% | 18.93% |
| Worst Week | -4.88% | -12.33% |
| Best Month | 28.84% | 37.42% |
| Worst Month | -5.89% | -17.69% |
| Best Year | 30.15% | 37.85% |
| Worst Year | -1.64% | -6.34% |
| Avg. Up Day | 2.8% | 2.85% |
| Avg. Down Day | -1.3% | -1.7% |
| Avg. Up Week | 6.48% | 8.35% |
| Avg. Down Week | -1.72% | -5.44% |
| Avg. Up Month | 16.29% | 24.15% |
| Avg. Down Month | -3.76% | -12.57% |
| Win Days % | 43.14% | 49.83% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 61.54% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |