| Metric | 12344481:btcusd:triple_med_gx:lsma40_30 | 12344481:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 44.79% | 96.86% |
| Max Drawdown | -18.17% | -66.79% |
| Sharpe | 0.75 | 0.67 |
| Sortino | 1.45 | 0.99 |
| Payoff Ratio | 2.02 | 1.31 |
| Profit Factor | 1.45 | 1.11 |
| Common Sense Ratio | 0.0 | 1.24 |
| CPC Index | 1.11 | 0.71 |
| Tail Ratio | 0.0 | 1.12 |
| Outlier Win Ratio | 48.57 | 2.98 |
| Outlier Loss Ratio | 4.63 | 2.79 |
| Volatility (ann.) | 17.89% | 54.34% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.69 | 0.36 |
| Skew | 4.57 | 0.01 |
| Kurtosis | 58.36 | 4.14 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.98% | 1.8% |
| Expected Yearly % | 9.69% | 18.45% |
| Kelly Criterion | 7.18% | 9.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -4.58% |
| Expected Shortfall (cVaR) | -1.5% | -4.58% |
| Year | 12344481:BTCUSD | 12344481:btcusd:triple_med_gx:lsma40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | 17.84 | -0.28 | + |
| 2023 | 155.54 | 8.54 | 0.05 | - |
| 2024 | 121.00 | 13.20 | 0.11 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12344481:btcusd:triple_med_gx:lsma40_30 | 12344481:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 13.85% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -1.82% | 30.1% |
| 3Y (ann.) | 13.45% | 25.67% |
| 5Y (ann.) | 12.58% | 24.22% |
| Metric | 12344481:btcusd:triple_med_gx:lsma40_30 | 12344481:BTCUSD |
|---|---|---|
| Max Drawdown | -18.17% | -66.79% |
| Longest DD Days | 306.0 | 682.0 |
| Avg. Drawdown | -4.12% | -10.04% |
| Avg. Drawdown Days | 61.0 | 58.0 |
| Recovery Factor | 2.47 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -18.17 | 292 |
| 2022-12-21 | 2023-10-23 | -8.88 | 306 |
| 2022-02-19 | 2022-03-26 | -7.90 | 35 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2022-07-28 | 2022-11-10 | -4.70 | 105 |
| 2024-04-14 | 2024-05-15 | -4.05 | 31 |
| 2022-04-10 | 2022-07-16 | -3.25 | 97 |
| 2024-01-13 | 2024-01-16 | -2.84 | 3 |
| 2023-11-11 | 2023-12-20 | -2.52 | 39 |
| 2022-12-18 | 2022-12-20 | -2.07 | 2 |
| Metric | 12344481:btcusd:triple_med_gx:lsma40_30 | 12344481:BTCUSD |
|---|---|---|
| Best Day | 10.26% | 14.52% |
| Worst Day | -7.22% | -15.42% |
| Best Week | 12.13% | 35.75% |
| Worst Week | -12.19% | -29.64% |
| Best Month | 15.99% | 43.77% |
| Worst Month | -12.35% | -37.12% |
| Best Year | 17.84% | 155.54% |
| Worst Year | 0.0% | -62.78% |
| Avg. Up Day | 2.58% | 2.65% |
| Avg. Down Day | -1.28% | -2.02% |
| Avg. Up Week | 4.5% | 7.64% |
| Avg. Down Week | -2.66% | -4.16% |
| Avg. Up Month | 5.97% | 14.03% |
| Avg. Down Month | -3.86% | -10.82% |
| Win Days % | 37.96% | 48.9% |
| Win Month % | 58.62% | 57.89% |
| Win Week % | 48.89% | 49.1% |
| Win Quarter % | 66.67% | 53.85% |
| Win Year % | 100.0% | 50.0% |