| Metric | 12344437:btcusd:triple_med_gx:lsma110_30 | 12344437:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 52.87% | 111.34% |
| Max Drawdown | -32.22% | -61.91% |
| Sharpe | 0.72 | 0.75 |
| Sortino | 1.15 | 1.1 |
| Payoff Ratio | 1.46 | 1.29 |
| Profit Factor | 1.27 | 1.12 |
| Common Sense Ratio | 1.95 | 1.28 |
| CPC Index | 0.83 | 0.71 |
| Tail Ratio | 1.53 | 1.14 |
| Outlier Win Ratio | 26.56 | 3.34 |
| Outlier Loss Ratio | 4.19 | 3.18 |
| Volatility (ann.) | 24.17% | 53.49% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.48 | 0.47 |
| Skew | 1.25 | -0.09 |
| Kurtosis | 26.09 | 4.14 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.19% | 2.1% |
| Expected Yearly % | 11.19% | 20.57% |
| Kelly Criterion | 7.2% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.03% | -4.5% |
| Expected Shortfall (cVaR) | -2.03% | -4.5% |
| Year | 12344437:BTCUSD | 12344437:btcusd:triple_med_gx:lsma110_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.04 | -2.37 | 0.04 | + |
| 2023 | 155.54 | 39.67 | 0.26 | - |
| 2024 | 121.00 | 12.11 | 0.10 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12344437:btcusd:triple_med_gx:lsma110_30 | 12344437:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 36.56% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -1.06% | 30.1% |
| 3Y (ann.) | 15.58% | 29.08% |
| 5Y (ann.) | 15.58% | 29.08% |
| Metric | 12344437:btcusd:triple_med_gx:lsma110_30 | 12344437:BTCUSD |
|---|---|---|
| Max Drawdown | -32.22% | -61.91% |
| Longest DD Days | 358.0 | 592.0 |
| Avg. Drawdown | -4.99% | -9.17% |
| Avg. Drawdown Days | 44.0 | 49.0 |
| Recovery Factor | 1.64 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-03-25 | -32.22 | 358 |
| 2022-08-13 | 2023-02-18 | -19.13 | 189 |
| 2024-03-17 | 2024-03-25 | -9.58 | 8 |
| 2023-07-14 | 2023-10-16 | -7.29 | 94 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-02-19 | 2023-07-13 | -4.06 | 144 |
| 2022-08-09 | 2022-08-10 | -2.76 | 1 |
| 2024-02-29 | 2024-03-03 | -2.16 | 3 |
| 2024-03-29 | 2024-03-31 | -1.66 | 2 |
| Metric | 12344437:btcusd:triple_med_gx:lsma110_30 | 12344437:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -10.19% | -15.42% |
| Best Week | 14.3% | 35.75% |
| Worst Week | -13.78% | -29.64% |
| Best Month | 14.29% | 43.77% |
| Worst Month | -17.54% | -37.12% |
| Best Year | 39.67% | 155.54% |
| Worst Year | -2.37% | -60.04% |
| Avg. Up Day | 2.08% | 2.1% |
| Avg. Down Day | -1.42% | -1.63% |
| Avg. Up Week | 4.77% | 7.82% |
| Avg. Down Week | -3.75% | -3.88% |
| Avg. Up Month | 9.15% | 20.3% |
| Avg. Down Month | -7.91% | -8.76% |
| Win Days % | 44.92% | 48.92% |
| Win Month % | 57.14% | 58.33% |
| Win Week % | 54.72% | 50.32% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 66.67% | 50.0% |