| Metric | 12344474:btcusd:triple_med_gx:lsma295_30 | 12344474:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 31.35% | 29.12% |
| Max Drawdown | -6.77% | -26.0% |
| Sharpe | 1.9 | 0.87 |
| Sortino | 4.06 | 1.34 |
| Payoff Ratio | 1.83 | 1.42 |
| Profit Factor | 2.04 | 1.13 |
| Common Sense Ratio | 5.86 | 1.2 |
| CPC Index | 1.97 | 0.8 |
| Tail Ratio | 2.87 | 1.06 |
| Outlier Win Ratio | 31.69 | 3.23 |
| Outlier Loss Ratio | 3.64 | 2.16 |
| Volatility (ann.) | 18.52% | 50.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 5.88 | 1.42 |
| Skew | 3.6 | 0.51 |
| Kurtosis | 31.06 | 2.47 |
| Expected Daily % | 0.09% | 0.09% |
| Expected Monthly % | 2.76% | 2.59% |
| Expected Yearly % | 14.61% | 13.63% |
| Kelly Criterion | 26.87% | 14.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -4.24% |
| Expected Shortfall (cVaR) | -1.5% | -4.24% |
| Year | 12344474:BTCUSD | 12344474:btcusd:triple_med_gx:lsma295_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 20.83 | 0.55 | - |
| 2025 | -6.34 | 8.71 | -1.37 | + |
| Metric | 12344474:btcusd:triple_med_gx:lsma295_30 | 12344474:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 6.73% | -8.05% |
| 6M | 31.35% | 37.53% |
| YTD | 8.71% | -6.34% |
| 1Y | 31.35% | 29.12% |
| 3Y (ann.) | 39.82% | 36.89% |
| 5Y (ann.) | 39.82% | 36.89% |
| Metric | 12344474:btcusd:triple_med_gx:lsma295_30 | 12344474:BTCUSD |
|---|---|---|
| Max Drawdown | -6.77% | -26.0% |
| Longest DD Days | 49.0 | 145.0 |
| Avg. Drawdown | -2.12% | -8.01% |
| Avg. Drawdown Days | 7.0 | 25.0 |
| Recovery Factor | 4.63 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-26 | 2025-01-06 | -6.77 | 11 |
| 2025-02-04 | 2025-03-25 | -4.91 | 49 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-10-31 | 2024-11-06 | -3.58 | 6 |
| 2024-12-05 | 2024-12-06 | -1.72 | 1 |
| 2024-11-30 | 2024-12-04 | -1.67 | 4 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| 2024-12-22 | 2024-12-24 | -0.52 | 2 |
| 2024-11-28 | 2024-11-29 | -0.30 | 1 |
| 2025-02-02 | 2025-02-03 | -0.18 | 1 |
| Metric | 12344474:btcusd:triple_med_gx:lsma295_30 | 12344474:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -3.81% | -8.6% |
| Best Week | 10.22% | 18.93% |
| Worst Week | -1.34% | -12.33% |
| Best Month | 14.29% | 37.42% |
| Worst Month | -0.6% | -17.69% |
| Best Year | 20.83% | 37.85% |
| Worst Year | 8.71% | -6.34% |
| Avg. Up Day | 1.94% | 1.96% |
| Avg. Down Day | -1.06% | -1.39% |
| Avg. Up Week | 3.36% | 6.55% |
| Avg. Down Week | -1.12% | -3.43% |
| Avg. Up Month | 11.82% | 23.56% |
| Avg. Down Month | -0.6% | -17.69% |
| Win Days % | 52.73% | 49.83% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 69.23% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |