| Metric | 12344381:btcusd:triple_med_gx:lsma110_30 | 12344381:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 61.57% | 111.34% |
| Max Drawdown | -22.9% | -61.91% |
| Sharpe | 0.8 | 0.75 |
| Sortino | 1.27 | 1.1 |
| Payoff Ratio | 1.63 | 1.34 |
| Profit Factor | 1.31 | 1.12 |
| Common Sense Ratio | 1.94 | 1.28 |
| CPC Index | 0.93 | 0.74 |
| Tail Ratio | 1.47 | 1.14 |
| Outlier Win Ratio | 26.76 | 3.35 |
| Outlier Loss Ratio | 4.34 | 3.07 |
| Volatility (ann.) | 24.34% | 53.49% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.78 | 0.47 |
| Skew | 0.69 | -0.09 |
| Kurtosis | 35.45 | 4.14 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.34% | 2.1% |
| Expected Yearly % | 12.74% | 20.57% |
| Kelly Criterion | 8.7% | 10.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -4.5% |
| Expected Shortfall (cVaR) | -2.04% | -4.5% |
| Year | 12344381:BTCUSD | 12344381:btcusd:triple_med_gx:lsma110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.04 | -9.60 | 0.16 | + |
| 2023 | 155.54 | 34.22 | 0.22 | - |
| 2024 | 121.00 | 33.16 | 0.27 | - |
| 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 | 5.64% | 30.1% |
| 3Y (ann.) | 17.78% | 29.08% |
| 5Y (ann.) | 17.78% | 29.08% |
| Metric | 12344381:btcusd:triple_med_gx:lsma110_30 | 12344381:BTCUSD |
|---|---|---|
| Max Drawdown | -22.9% | -61.91% |
| Longest DD Days | 438.0 | 592.0 |
| Avg. Drawdown | -4.81% | -9.17% |
| Avg. Drawdown Days | 48.0 | 49.0 |
| Recovery Factor | 2.69 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2024-12-15 | -22.90 | 261 |
| 2022-08-26 | 2023-11-07 | -20.80 | 438 |
| 2024-03-18 | 2024-03-25 | -9.42 | 7 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-07-31 | 2022-08-08 | -3.11 | 8 |
| 2022-08-09 | 2022-08-10 | -2.76 | 1 |
| 2024-02-29 | 2024-03-17 | -2.16 | 17 |
| 2023-12-17 | 2023-12-18 | -2.10 | 1 |
| 2022-08-14 | 2022-08-20 | -0.89 | 6 |
| Metric | 12344381:btcusd:triple_med_gx:lsma110_30 | 12344381:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 22.83% | 35.75% |
| Worst Week | -8.43% | -29.64% |
| Best Month | 20.33% | 43.77% |
| Worst Month | -10.35% | -37.12% |
| Best Year | 34.22% | 155.54% |
| Worst Year | -9.6% | -60.04% |
| Avg. Up Day | 2.14% | 2.16% |
| Avg. Down Day | -1.31% | -1.61% |
| Avg. Up Week | 4.81% | 6.98% |
| Avg. Down Week | -2.27% | -4.24% |
| Avg. Up Month | 7.65% | 17.42% |
| Avg. Down Month | -5.52% | -7.16% |
| Win Days % | 43.36% | 48.92% |
| Win Month % | 52.0% | 58.33% |
| Win Week % | 49.12% | 50.32% |
| Win Quarter % | 40.0% | 50.0% |
| Win Year % | 66.67% | 50.0% |