| Metric | 12344491:btcusd:triple_med_gx:lsma95_30 | 12344491:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 17.09% | 29.12% |
| Max Drawdown | -24.05% | -26.0% |
| Sharpe | 0.9 | 0.87 |
| Sortino | 1.59 | 1.34 |
| Payoff Ratio | 1.49 | 1.28 |
| Profit Factor | 1.35 | 1.13 |
| Common Sense Ratio | 1.55 | 1.2 |
| CPC Index | 0.92 | 0.72 |
| Tail Ratio | 1.15 | 1.06 |
| Outlier Win Ratio | 25.56 | 3.42 |
| Outlier Loss Ratio | 3.54 | 2.73 |
| Volatility (ann.) | 24.73% | 50.6% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.89 | 1.42 |
| Skew | 2.49 | 0.51 |
| Kurtosis | 25.13 | 2.47 |
| Expected Daily % | 0.05% | 0.09% |
| Expected Monthly % | 1.59% | 2.59% |
| Expected Yearly % | 8.21% | 13.63% |
| Kelly Criterion | 9.27% | 10.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.07% | -4.24% |
| Expected Shortfall (cVaR) | -2.07% | -4.24% |
| Year | 12344491:BTCUSD | 12344491:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 17.09 | 0.45 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12344491:btcusd:triple_med_gx:lsma95_30 | 12344491:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 51.73% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | 17.09% | 29.12% |
| 3Y (ann.) | 21.4% | 36.89% |
| 5Y (ann.) | 21.4% | 36.89% |
| Metric | 12344491:btcusd:triple_med_gx:lsma95_30 | 12344491:BTCUSD |
|---|---|---|
| Max Drawdown | -24.05% | -26.0% |
| Longest DD Days | 157.0 | 145.0 |
| Avg. Drawdown | -4.8% | -8.01% |
| Avg. Drawdown Days | 38.0 | 25.0 |
| Recovery Factor | 0.71 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-10 | -24.05 | 157 |
| 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 |
| 2024-12-14 | 2025-03-25 | -0.21 | 101 |
| 2024-06-04 | 2024-06-05 | -0.18 | 1 |
| Metric | 12344491:btcusd:triple_med_gx:lsma95_30 | 12344491:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 11.89% |
| Worst Day | -7.06% | -8.6% |
| Best Week | 15.73% | 18.93% |
| Worst Week | -10.37% | -12.33% |
| Best Month | 28.84% | 37.42% |
| Worst Month | -10.53% | -17.69% |
| Best Year | 17.09% | 37.85% |
| Worst Year | 0.0% | -6.34% |
| Avg. Up Day | 2.21% | 2.22% |
| Avg. Down Day | -1.48% | -1.74% |
| Avg. Up Week | 6.08% | 7.93% |
| Avg. Down Week | -3.4% | -4.59% |
| Avg. Up Month | 20.54% | 24.15% |
| Avg. Down Month | -9.47% | -8.09% |
| Win Days % | 45.71% | 49.83% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 50.0% | 52.27% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |