| Metric | 12344491:btcusd:triple_med_gx:lsma95_30 | 12344491:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 71.73% | 92.17% |
| Max Drawdown | -24.66% | -65.36% |
| Sharpe | 0.9 | 0.68 |
| Sortino | 1.61 | 1.0 |
| Payoff Ratio | 1.67 | 1.25 |
| Profit Factor | 1.36 | 1.11 |
| Common Sense Ratio | 1.81 | 1.25 |
| CPC Index | 0.97 | 0.68 |
| Tail Ratio | 1.33 | 1.13 |
| Outlier Win Ratio | 27.48 | 3.36 |
| Outlier Loss Ratio | 4.53 | 3.04 |
| Volatility (ann.) | 23.3% | 53.47% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.81 | 0.38 |
| Skew | 2.71 | -0.1 |
| Kurtosis | 27.84 | 4.08 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.51% | 1.83% |
| Expected Yearly % | 14.48% | 17.74% |
| Kelly Criterion | 8.7% | 7.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -4.5% |
| Expected Shortfall (cVaR) | -1.95% | -4.5% |
| Year | 12344491:BTCUSD | 12344491:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.67 | 6.32 | -0.10 | + |
| 2023 | 155.54 | 15.45 | 0.10 | - |
| 2024 | 121.00 | 39.90 | 0.33 | - |
| 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 | 21.57% | 30.1% |
| 3Y (ann.) | 19.95% | 24.58% |
| 5Y (ann.) | 19.95% | 24.58% |
| Metric | 12344491:btcusd:triple_med_gx:lsma95_30 | 12344491:BTCUSD |
|---|---|---|
| Max Drawdown | -24.66% | -65.36% |
| Longest DD Days | 364.0 | 642.0 |
| Avg. Drawdown | -4.96% | -10.16% |
| Avg. Drawdown Days | 48.0 | 58.0 |
| Recovery Factor | 2.91 | 1.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2024-11-10 | -24.66 | 226 |
| 2022-11-11 | 2023-11-10 | -15.03 | 364 |
| 2022-08-26 | 2022-11-10 | -10.85 | 76 |
| 2022-04-10 | 2022-07-18 | -8.32 | 99 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-03-21 | 2024-03-25 | -5.96 | 4 |
| 2023-11-16 | 2023-12-20 | -5.63 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2022-07-28 | 2022-08-12 | -4.21 | 15 |
| Metric | 12344491:btcusd:triple_med_gx:lsma95_30 | 12344491:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -7.06% | -15.42% |
| Best Week | 15.73% | 35.75% |
| Worst Week | -10.37% | -29.64% |
| Best Month | 28.84% | 43.77% |
| Worst Month | -10.53% | -37.12% |
| Best Year | 39.9% | 155.54% |
| Worst Year | 0.0% | -63.67% |
| Avg. Up Day | 2.15% | 2.17% |
| Avg. Down Day | -1.29% | -1.74% |
| Avg. Up Week | 5.71% | 8.08% |
| Avg. Down Week | -2.78% | -4.11% |
| Avg. Up Month | 8.61% | 16.11% |
| Avg. Down Month | -5.5% | -9.14% |
| Win Days % | 42.91% | 48.89% |
| Win Month % | 65.22% | 58.33% |
| Win Week % | 46.67% | 49.69% |
| Win Quarter % | 54.55% | 50.0% |
| Win Year % | 100.0% | 50.0% |