| Metric | 12344480:btcusd:triple_med_gx:lsma45_30 | 12344480:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 59.88% | 105.5% |
| Max Drawdown | -19.87% | -66.79% |
| Sharpe | 0.82 | 0.7 |
| Sortino | 1.47 | 1.03 |
| Payoff Ratio | 1.93 | 1.36 |
| Profit Factor | 1.43 | 1.11 |
| Common Sense Ratio | 1.93 | 1.25 |
| CPC Index | 1.08 | 0.74 |
| Tail Ratio | 1.35 | 1.12 |
| Outlier Win Ratio | 36.58 | 3.07 |
| Outlier Loss Ratio | 4.32 | 2.86 |
| Volatility (ann.) | 21.03% | 54.42% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.82 | 0.39 |
| Skew | 2.92 | 0.01 |
| Kurtosis | 43.62 | 4.13 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.24% | 1.91% |
| Expected Yearly % | 12.45% | 19.73% |
| Kelly Criterion | 7.84% | 11.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -4.58% |
| Expected Shortfall (cVaR) | -1.76% | -4.58% |
| Year | 12344480:BTCUSD | 12344480:btcusd:triple_med_gx:lsma45_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.15 | 9.45 | -0.15 | + |
| 2023 | 155.54 | 10.21 | 0.07 | - |
| 2024 | 121.00 | 34.62 | 0.29 | - |
| 2025 | -6.34 | -1.54 | 0.24 | + |
| Metric | 12344480:btcusd:triple_med_gx:lsma45_30 | 12344480:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -1.54% | -8.05% |
| 6M | 25.04% | 37.53% |
| YTD | -1.54% | -6.34% |
| 1Y | 15.74% | 30.1% |
| 3Y (ann.) | 16.38% | 25.67% |
| 5Y (ann.) | 16.29% | 26.06% |
| Metric | 12344480:btcusd:triple_med_gx:lsma45_30 | 12344480:BTCUSD |
|---|---|---|
| Max Drawdown | -19.87% | -66.79% |
| Longest DD Days | 272.0 | 682.0 |
| Avg. Drawdown | -5.43% | -10.3% |
| Avg. Drawdown Days | 63.0 | 61.0 |
| Recovery Factor | 3.01 | 1.58 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-11 | -19.87 | 158 |
| 2022-04-10 | 2022-11-10 | -16.89 | 214 |
| 2022-12-21 | 2023-09-19 | -10.71 | 272 |
| 2022-02-19 | 2022-03-24 | -7.90 | 33 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-11 | 2024-03-04 | -5.03 | 114 |
| 2023-10-06 | 2023-10-23 | -4.79 | 17 |
| 2024-11-29 | 2025-03-25 | -3.53 | 116 |
| 2024-05-14 | 2024-05-15 | -2.21 | 1 |
| 2022-12-18 | 2022-12-20 | -2.07 | 2 |
| Metric | 12344480:btcusd:triple_med_gx:lsma45_30 | 12344480:BTCUSD |
|---|---|---|
| Best Day | 10.26% | 14.52% |
| Worst Day | -9.87% | -15.42% |
| Best Week | 15.73% | 35.75% |
| Worst Week | -12.19% | -29.64% |
| Best Month | 28.84% | 43.77% |
| Worst Month | -12.35% | -37.12% |
| Best Year | 34.62% | 155.54% |
| Worst Year | -1.54% | -61.15% |
| Avg. Up Day | 2.64% | 2.68% |
| Avg. Down Day | -1.37% | -1.97% |
| Avg. Up Week | 6.53% | 8.97% |
| Avg. Down Week | -2.91% | -5.46% |
| Avg. Up Month | 7.72% | 13.82% |
| Avg. Down Month | -4.42% | -13.61% |
| Win Days % | 39.31% | 49.02% |
| Win Month % | 48.28% | 60.53% |
| Win Week % | 41.18% | 49.4% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |