| Metric | 12344381:btcusd:triple_med_gx:lsma110_30 | 12344381:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 2.67% | 29.12% |
| Max Drawdown | -21.06% | -26.0% |
| Sharpe | 0.26 | 0.87 |
| Sortino | 0.41 | 1.34 |
| Payoff Ratio | 1.52 | 1.31 |
| Profit Factor | 1.08 | 1.13 |
| Common Sense Ratio | 1.17 | 1.2 |
| CPC Index | 0.67 | 0.74 |
| Tail Ratio | 1.08 | 1.06 |
| Outlier Win Ratio | 30.13 | 3.31 |
| Outlier Loss Ratio | 3.53 | 2.55 |
| Volatility (ann.) | 21.27% | 50.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.16 | 1.42 |
| Skew | 1.82 | 0.51 |
| Kurtosis | 21.69 | 2.47 |
| Expected Daily % | 0.01% | 0.09% |
| Expected Monthly % | 0.26% | 2.59% |
| Expected Yearly % | 1.33% | 13.63% |
| Kelly Criterion | 1.5% | 11.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.24% |
| Expected Shortfall (cVaR) | -1.82% | -4.24% |
| Year | 12344381:BTCUSD | 12344381:btcusd:triple_med_gx:lsma110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 2.67 | 0.07 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12344381:btcusd:triple_med_gx:lsma110_30 | 12344381:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 28.27% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | 2.67% | 29.12% |
| 3Y (ann.) | 3.29% | 36.89% |
| 5Y (ann.) | 3.29% | 36.89% |
| Metric | 12344381:btcusd:triple_med_gx:lsma110_30 | 12344381:BTCUSD |
|---|---|---|
| Max Drawdown | -21.06% | -26.0% |
| Longest DD Days | 193.0 | 145.0 |
| Avg. Drawdown | -21.06% | -8.01% |
| Avg. Drawdown Days | 193.0 | 25.0 |
| Recovery Factor | 0.13 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-12-15 | -21.06 | 193 |
| Metric | 12344381:btcusd:triple_med_gx:lsma110_30 | 12344381:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -5.93% | -8.6% |
| Best Week | 10.02% | 18.93% |
| Worst Week | -7.35% | -12.33% |
| Best Month | 12.74% | 37.42% |
| Worst Month | -10.35% | -17.69% |
| Best Year | 2.67% | 37.85% |
| Worst Year | 0.0% | -6.34% |
| Avg. Up Day | 2.05% | 2.08% |
| Avg. Down Day | -1.35% | -1.59% |
| Avg. Up Week | 5.09% | 5.92% |
| Avg. Down Week | -4.95% | -6.02% |
| Avg. Up Month | 9.01% | 24.15% |
| Avg. Down Month | -8.5% | -8.09% |
| Win Days % | 40.58% | 49.83% |
| Win Month % | 42.86% | 60.0% |
| Win Week % | 53.33% | 52.27% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |