| Metric | 12344520:btcusd:triple_med_gx:lsma245_30 | 12344520:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 46.17% | 29.12% |
| Max Drawdown | -9.52% | -26.0% |
| Sharpe | 2.14 | 0.87 |
| Sortino | 4.69 | 1.34 |
| Payoff Ratio | 1.73 | 1.48 |
| Profit Factor | 2.14 | 1.13 |
| Common Sense Ratio | 4.48 | 1.2 |
| CPC Index | 1.94 | 0.83 |
| Tail Ratio | 2.09 | 1.06 |
| Outlier Win Ratio | 24.43 | 3.39 |
| Outlier Loss Ratio | 3.8 | 2.41 |
| Volatility (ann.) | 22.9% | 50.6% |
| R^2 | 0.21 | 0.21 |
| Calmar | 6.25 | 1.42 |
| Skew | 3.64 | 0.51 |
| Kurtosis | 29.77 | 2.47 |
| Expected Daily % | 0.13% | 0.09% |
| Expected Monthly % | 3.87% | 2.59% |
| Expected Yearly % | 20.9% | 13.63% |
| Kelly Criterion | 24.81% | 15.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -4.24% |
| Expected Shortfall (cVaR) | -1.84% | -4.24% |
| Year | 12344520:BTCUSD | 12344520:btcusd:triple_med_gx:lsma245_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 46.76 | 1.24 | + |
| 2025 | -6.34 | -0.40 | 0.06 | + |
| Metric | 12344520:btcusd:triple_med_gx:lsma245_30 | 12344520:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -2.22% | -8.05% |
| 6M | 46.17% | 37.53% |
| YTD | -0.4% | -6.34% |
| 1Y | 46.17% | 29.12% |
| 3Y (ann.) | 59.44% | 36.89% |
| 5Y (ann.) | 59.44% | 36.89% |
| Metric | 12344520:btcusd:triple_med_gx:lsma245_30 | 12344520:BTCUSD |
|---|---|---|
| Max Drawdown | -9.52% | -26.0% |
| Longest DD Days | 77.0 | 145.0 |
| Avg. Drawdown | -2.38% | -8.01% |
| Avg. Drawdown Days | 9.0 | 25.0 |
| Recovery Factor | 4.85 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-25 | -9.52 | 77 |
| 2024-12-26 | 2025-01-06 | -6.77 | 11 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-10-07 | 2024-10-15 | -4.03 | 8 |
| 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 |
| Metric | 12344520:btcusd:triple_med_gx:lsma245_30 | 12344520:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 15.73% | 18.93% |
| Worst Week | -3.67% | -12.33% |
| Best Month | 28.84% | 37.42% |
| Worst Month | -1.64% | -17.69% |
| Best Year | 46.76% | 37.85% |
| Worst Year | -0.4% | -6.34% |
| Avg. Up Day | 2.21% | 2.23% |
| Avg. Down Day | -1.27% | -1.51% |
| Avg. Up Week | 5.9% | 6.92% |
| Avg. Down Week | -1.5% | -3.07% |
| Avg. Up Month | 11.98% | 19.34% |
| Avg. Down Month | -1.64% | -17.69% |
| Win Days % | 52.31% | 49.83% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 64.29% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |