| Metric | 12344384:btcusd:triple_med_gx:lsma115_30 | 12344384:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 54.98% | 129.36% |
| Max Drawdown | -23.94% | -60.35% |
| Sharpe | 0.74 | 0.8 |
| Sortino | 1.18 | 1.18 |
| Payoff Ratio | 1.66 | 1.36 |
| Profit Factor | 1.29 | 1.13 |
| Common Sense Ratio | 1.89 | 1.3 |
| CPC Index | 0.92 | 0.76 |
| Tail Ratio | 1.46 | 1.15 |
| Outlier Win Ratio | 27.07 | 3.36 |
| Outlier Loss Ratio | 4.27 | 3.09 |
| Volatility (ann.) | 24.41% | 53.46% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.68 | 0.55 |
| Skew | 0.68 | -0.09 |
| Kurtosis | 35.27 | 4.17 |
| Expected Daily % | 0.04% | 0.08% |
| Expected Monthly % | 1.22% | 2.33% |
| Expected Yearly % | 11.58% | 23.06% |
| Kelly Criterion | 8.36% | 11.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.05% | -4.48% |
| Expected Shortfall (cVaR) | -2.05% | -4.48% |
| Year | 12344384:BTCUSD | 12344384:btcusd:triple_med_gx:lsma115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.64 | -11.85 | 0.21 | + |
| 2023 | 155.54 | 33.84 | 0.22 | - |
| 2024 | 121.00 | 31.37 | 0.26 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12344384:btcusd:triple_med_gx:lsma115_30 | 12344384:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 27.58% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | 4.22% | 30.1% |
| 3Y (ann.) | 16.22% | 32.95% |
| 5Y (ann.) | 16.22% | 32.95% |
| Metric | 12344384:btcusd:triple_med_gx:lsma115_30 | 12344384:BTCUSD |
|---|---|---|
| Max Drawdown | -23.94% | -60.35% |
| Longest DD Days | 440.0 | 582.0 |
| Avg. Drawdown | -5.0% | -9.1% |
| Avg. Drawdown Days | 54.0 | 48.0 |
| Recovery Factor | 2.3 | 2.14 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2025-03-25 | -23.94 | 361 |
| 2022-08-26 | 2023-11-09 | -22.77 | 440 |
| 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 | 12344384:btcusd:triple_med_gx:lsma115_30 | 12344384: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 | 33.84% | 155.54% |
| Worst Year | -11.85% | -56.64% |
| Avg. Up Day | 2.18% | 2.21% |
| Avg. Down Day | -1.31% | -1.62% |
| Avg. Up Week | 5.14% | 7.24% |
| Avg. Down Week | -2.52% | -4.55% |
| Avg. Up Month | 8.27% | 18.62% |
| Avg. Down Month | -5.48% | -7.16% |
| Win Days % | 42.8% | 49.05% |
| Win Month % | 50.0% | 58.33% |
| Win Week % | 47.27% | 50.64% |
| Win Quarter % | 40.0% | 50.0% |
| Win Year % | 66.67% | 50.0% |