| Metric | 12344474:btcusd:triple_med_gx:lsma295_30 | 12344474:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 119.63% | 324.47% |
| Max Drawdown | -15.83% | -26.01% |
| Sharpe | 1.34 | 1.45 |
| Sortino | 2.41 | 2.28 |
| Payoff Ratio | 1.53 | 1.29 |
| Profit Factor | 1.48 | 1.25 |
| Common Sense Ratio | 2.38 | 1.57 |
| CPC Index | 1.1 | 0.8 |
| Tail Ratio | 1.6 | 1.25 |
| Outlier Win Ratio | 20.24 | 3.66 |
| Outlier Loss Ratio | 3.86 | 3.17 |
| Volatility (ann.) | 27.05% | 50.07% |
| R^2 | 0.29 | 0.29 |
| Calmar | 2.44 | 3.16 |
| Skew | 2.1 | 0.33 |
| Kurtosis | 18.66 | 3.44 |
| Expected Daily % | 0.09% | 0.16% |
| Expected Monthly % | 2.66% | 4.94% |
| Expected Yearly % | 21.74% | 43.54% |
| Kelly Criterion | 14.75% | 11.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.23% | -4.11% |
| Expected Shortfall (cVaR) | -2.23% | -4.11% |
| Year | 12344474:BTCUSD | 12344474:btcusd:triple_med_gx:lsma295_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -19.75 | 1.95 | -0.10 | + |
| 2023 | 155.54 | 47.14 | 0.30 | - |
| 2024 | 121.00 | 34.68 | 0.29 | - |
| 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 | 22.82% | 30.1% |
| 3Y (ann.) | 38.64% | 82.27% |
| 5Y (ann.) | 38.64% | 82.27% |
| Metric | 12344474:btcusd:triple_med_gx:lsma295_30 | 12344474:BTCUSD |
|---|---|---|
| Max Drawdown | -15.83% | -26.01% |
| Longest DD Days | 240.0 | 231.0 |
| Avg. Drawdown | -3.69% | -5.8% |
| Avg. Drawdown Days | 23.0 | 17.0 |
| Recovery Factor | 7.56 | 12.48 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-27 | -15.83 | 240 |
| 2023-02-19 | 2023-03-13 | -11.14 | 22 |
| 2022-11-11 | 2023-02-15 | -11.08 | 96 |
| 2024-03-17 | 2024-03-25 | -9.58 | 8 |
| 2024-12-26 | 2025-01-06 | -6.77 | 11 |
| 2024-01-09 | 2024-02-28 | -5.86 | 50 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2025-02-04 | 2025-03-25 | -4.91 | 49 |
| 2023-04-28 | 2023-05-05 | -4.77 | 7 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| Metric | 12344474:btcusd:triple_med_gx:lsma295_30 | 12344474:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -8.44% | -14.33% |
| Best Week | 20.32% | 35.75% |
| Worst Week | -9.68% | -19.4% |
| Best Month | 14.29% | 43.77% |
| Worst Month | -11.85% | -17.69% |
| Best Year | 47.14% | 155.54% |
| Worst Year | 1.95% | -19.75% |
| Avg. Up Day | 2.08% | 2.09% |
| Avg. Down Day | -1.36% | -1.62% |
| Avg. Up Week | 5.39% | 8.23% |
| Avg. Down Week | -2.57% | -3.39% |
| Avg. Up Month | 8.34% | 17.67% |
| Avg. Down Month | -3.41% | -9.49% |
| Win Days % | 48.5% | 50.0% |
| Win Month % | 68.42% | 63.33% |
| Win Week % | 52.63% | 52.71% |
| Win Quarter % | 77.78% | 60.0% |
| Win Year % | 100.0% | 50.0% |