| Metric | 12344501:btcusd:triple_med_gx:lsma150_30 | 12344501:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 44.2% | 29.12% |
| Max Drawdown | -12.19% | -26.0% |
| Sharpe | 1.97 | 0.87 |
| Sortino | 3.95 | 1.34 |
| Payoff Ratio | 1.82 | 1.39 |
| Profit Factor | 2.08 | 1.13 |
| Common Sense Ratio | 6.31 | 1.2 |
| CPC Index | 1.92 | 0.79 |
| Tail Ratio | 3.03 | 1.06 |
| Outlier Win Ratio | 24.96 | 3.42 |
| Outlier Loss Ratio | 3.74 | 2.7 |
| Volatility (ann.) | 24.19% | 50.6% |
| R^2 | 0.23 | 0.23 |
| Calmar | 4.66 | 1.42 |
| Skew | 2.84 | 0.51 |
| Kurtosis | 26.98 | 2.47 |
| Expected Daily % | 0.12% | 0.09% |
| Expected Monthly % | 3.73% | 2.59% |
| Expected Yearly % | 20.09% | 13.63% |
| Kelly Criterion | 23.84% | 13.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.95% | -4.24% |
| Expected Shortfall (cVaR) | -1.95% | -4.24% |
| Year | 12344501:BTCUSD | 12344501:btcusd:triple_med_gx:lsma150_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 44.20 | 1.17 | + |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12344501:btcusd:triple_med_gx:lsma150_30 | 12344501:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -1.14% | -8.05% |
| 6M | 56.73% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | 44.2% | 29.12% |
| 3Y (ann.) | 56.81% | 36.89% |
| 5Y (ann.) | 56.81% | 36.89% |
| Metric | 12344501:btcusd:triple_med_gx:lsma150_30 | 12344501:BTCUSD |
|---|---|---|
| Max Drawdown | -12.19% | -26.0% |
| Longest DD Days | 89.0 | 145.0 |
| Avg. Drawdown | -2.79% | -8.01% |
| Avg. Drawdown Days | 18.0 | 25.0 |
| Recovery Factor | 3.63 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2024-10-15 | -12.19 | 74 |
| 2024-12-26 | 2025-03-25 | -5.38 | 89 |
| 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 |
| 2024-12-17 | 2024-12-24 | -0.66 | 7 |
| 2024-10-17 | 2024-10-18 | -0.30 | 1 |
| 2024-11-04 | 2024-11-05 | -0.18 | 1 |
| 2024-12-14 | 2024-12-15 | -0.03 | 1 |
| Metric | 12344501:btcusd:triple_med_gx:lsma150_30 | 12344501: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 | 44.2% | 37.85% |
| Worst Year | 0.0% | -6.34% |
| Avg. Up Day | 2.59% | 2.61% |
| Avg. Down Day | -1.42% | -1.87% |
| Avg. Up Week | 7.06% | 7.21% |
| Avg. Down Week | -3.01% | -3.93% |
| Avg. Up Month | 14.64% | 18.55% |
| Avg. Down Month | -10.53% | -8.73% |
| Win Days % | 50.88% | 49.83% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 69.23% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |