| Metric | 12344494:btcusd:triple_med_gx:lsma110_30 | 12344494:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 128.17% | 111.34% |
| Max Drawdown | -28.22% | -61.91% |
| Sharpe | 1.27 | 0.75 |
| Sortino | 2.39 | 1.1 |
| Payoff Ratio | 1.68 | 1.35 |
| Profit Factor | 1.53 | 1.12 |
| Common Sense Ratio | 2.31 | 1.28 |
| CPC Index | 1.18 | 0.74 |
| Tail Ratio | 1.51 | 1.14 |
| Outlier Win Ratio | 24.8 | 3.43 |
| Outlier Loss Ratio | 4.53 | 3.07 |
| Volatility (ann.) | 24.51% | 53.49% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.15 | 0.47 |
| Skew | 2.8 | -0.09 |
| Kurtosis | 25.54 | 4.14 |
| Expected Daily % | 0.08% | 0.07% |
| Expected Monthly % | 2.32% | 2.1% |
| Expected Yearly % | 22.9% | 20.57% |
| Kelly Criterion | 13.31% | 10.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -4.5% |
| Expected Shortfall (cVaR) | -2.02% | -4.5% |
| Year | 12344494:BTCUSD | 12344494:btcusd:triple_med_gx:lsma110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.04 | 16.94 | -0.28 | + |
| 2023 | 155.54 | 38.88 | 0.25 | - |
| 2024 | 121.00 | 40.49 | 0.33 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12344494:btcusd:triple_med_gx:lsma110_30 | 12344494:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 58.82% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | 22.09% | 30.1% |
| 3Y (ann.) | 32.5% | 29.08% |
| 5Y (ann.) | 32.5% | 29.08% |
| Metric | 12344494:btcusd:triple_med_gx:lsma110_30 | 12344494:BTCUSD |
|---|---|---|
| Max Drawdown | -28.22% | -61.91% |
| Longest DD Days | 224.0 | 592.0 |
| Avg. Drawdown | -3.98% | -9.17% |
| Avg. Drawdown Days | 32.0 | 49.0 |
| Recovery Factor | 4.54 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-11 | -28.22 | 224 |
| 2022-11-11 | 2023-04-04 | -13.53 | 144 |
| 2023-07-14 | 2023-11-09 | -11.35 | 118 |
| 2022-08-26 | 2022-11-10 | -9.42 | 76 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-03-21 | 2024-03-25 | -5.96 | 4 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 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 | 12344494:btcusd:triple_med_gx:lsma110_30 | 12344494:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -7.06% | -15.42% |
| Best Week | 15.73% | 35.75% |
| Worst Week | -8.91% | -29.64% |
| Best Month | 28.84% | 43.77% |
| Worst Month | -9.07% | -37.12% |
| Best Year | 40.49% | 155.54% |
| Worst Year | 0.0% | -60.04% |
| Avg. Up Day | 2.18% | 2.2% |
| Avg. Down Day | -1.3% | -1.64% |
| Avg. Up Week | 6.34% | 7.72% |
| Avg. Down Week | -2.59% | -3.84% |
| Avg. Up Month | 10.7% | 16.24% |
| Avg. Down Month | -4.61% | -7.96% |
| Win Days % | 45.63% | 48.92% |
| Win Month % | 61.9% | 58.33% |
| Win Week % | 49.15% | 50.32% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |