| Metric | 12344520:btcusd:triple_med_gx:lsma245_30 | 12344520:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 220.6% | 352.52% |
| Max Drawdown | -14.42% | -29.65% |
| Sharpe | 1.8 | 1.43 |
| Sortino | 3.5 | 2.25 |
| Payoff Ratio | 1.64 | 1.41 |
| Profit Factor | 1.7 | 1.25 |
| Common Sense Ratio | 2.95 | 1.59 |
| CPC Index | 1.36 | 0.88 |
| Tail Ratio | 1.74 | 1.27 |
| Outlier Win Ratio | 19.95 | 3.9 |
| Outlier Loss Ratio | 4.06 | 3.19 |
| Volatility (ann.) | 27.5% | 50.21% |
| R^2 | 0.3 | 0.3 |
| Calmar | 4.03 | 2.73 |
| Skew | 2.52 | 0.32 |
| Kurtosis | 18.72 | 3.56 |
| Expected Daily % | 0.13% | 0.16% |
| Expected Monthly % | 3.83% | 4.99% |
| Expected Yearly % | 33.81% | 45.85% |
| Kelly Criterion | 17.84% | 14.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.23% | -4.13% |
| Expected Shortfall (cVaR) | -2.23% | -4.13% |
| Year | 12344520:BTCUSD | 12344520:btcusd:triple_med_gx:lsma245_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -14.45 | 13.13 | -0.91 | + |
| 2023 | 155.54 | 75.15 | 0.48 | - |
| 2024 | 121.00 | 62.46 | 0.52 | - |
| 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 | 38.9% | 30.1% |
| 3Y (ann.) | 58.05% | 80.97% |
| 5Y (ann.) | 58.05% | 80.97% |
| Metric | 12344520:btcusd:triple_med_gx:lsma245_30 | 12344520:BTCUSD |
|---|---|---|
| Max Drawdown | -14.42% | -29.65% |
| Longest DD Days | 219.0 | 231.0 |
| Avg. Drawdown | -3.52% | -5.94% |
| Avg. Drawdown Days | 23.0 | 19.0 |
| Recovery Factor | 15.3 | 11.89 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-03-13 | -14.42 | 122 |
| 2024-04-01 | 2024-11-06 | -11.27 | 219 |
| 2025-01-07 | 2025-03-25 | -9.52 | 77 |
| 2023-05-06 | 2023-10-23 | -6.78 | 170 |
| 2024-12-26 | 2025-01-06 | -6.77 | 11 |
| 2024-01-17 | 2024-03-04 | -6.34 | 47 |
| 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 |
| 2023-04-28 | 2023-05-05 | -4.77 | 7 |
| Metric | 12344520:btcusd:triple_med_gx:lsma245_30 | 12344520:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -6.3% | -14.33% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -9.9% | -19.4% |
| Best Month | 28.84% | 43.77% |
| Worst Month | -10.42% | -17.69% |
| Best Year | 75.15% | 155.54% |
| Worst Year | -0.4% | -14.45% |
| Avg. Up Day | 2.24% | 2.26% |
| Avg. Down Day | -1.36% | -1.6% |
| Avg. Up Week | 6.29% | 7.39% |
| Avg. Down Week | -2.96% | -3.89% |
| Avg. Up Month | 9.63% | 14.0% |
| Avg. Down Month | -4.83% | -10.84% |
| Win Days % | 48.93% | 50.0% |
| Win Month % | 80.95% | 67.74% |
| Win Week % | 59.32% | 52.55% |
| Win Quarter % | 80.0% | 63.64% |
| Win Year % | 75.0% | 50.0% |