| Metric | 12344486:btcusd:triple_med_gx:lsma80_30 | 12344486:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 30.98% | 29.12% |
| Max Drawdown | -19.7% | -26.0% |
| Sharpe | 1.36 | 0.87 |
| Sortino | 2.83 | 1.34 |
| Payoff Ratio | 1.91 | 1.51 |
| Profit Factor | 1.66 | 1.13 |
| Common Sense Ratio | 1.97 | 1.2 |
| CPC Index | 1.41 | 0.85 |
| Tail Ratio | 1.19 | 1.06 |
| Outlier Win Ratio | 24.93 | 3.53 |
| Outlier Loss Ratio | 3.62 | 2.55 |
| Volatility (ann.) | 26.78% | 50.6% |
| R^2 | 0.28 | 0.28 |
| Calmar | 2.0 | 1.42 |
| Skew | 3.79 | 0.51 |
| Kurtosis | 32.55 | 2.47 |
| Expected Daily % | 0.09% | 0.09% |
| Expected Monthly % | 2.74% | 2.59% |
| Expected Yearly % | 14.45% | 13.63% |
| Kelly Criterion | 15.62% | 16.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.21% | -4.24% |
| Expected Shortfall (cVaR) | -2.21% | -4.24% |
| Year | 12344486:BTCUSD | 12344486:btcusd:triple_med_gx:lsma80_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 33.16 | 0.88 | - |
| 2025 | -6.34 | -1.64 | 0.26 | + |
| Metric | 12344486:btcusd:triple_med_gx:lsma80_30 | 12344486:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -1.64% | -8.05% |
| 6M | 42.27% | 37.53% |
| YTD | -1.64% | -6.34% |
| 1Y | 30.98% | 29.12% |
| 3Y (ann.) | 39.33% | 36.89% |
| 5Y (ann.) | 39.33% | 36.89% |
| Metric | 12344486:btcusd:triple_med_gx:lsma80_30 | 12344486:BTCUSD |
|---|---|---|
| Max Drawdown | -19.7% | -26.0% |
| Longest DD Days | 131.0 | 145.0 |
| Avg. Drawdown | -4.31% | -8.01% |
| Avg. Drawdown Days | 35.0 | 25.0 |
| Recovery Factor | 1.57 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-10-15 | -19.70 | 131 |
| 2024-12-09 | 2025-03-25 | -6.20 | 106 |
| 2024-11-29 | 2024-12-04 | -1.85 | 5 |
| 2024-12-05 | 2024-12-06 | -1.72 | 1 |
| 2024-10-17 | 2024-10-18 | -0.30 | 1 |
| 2024-11-04 | 2024-11-05 | -0.18 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 1 |
| Metric | 12344486:btcusd:triple_med_gx:lsma80_30 | 12344486:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -7.06% | -8.6% |
| Best Week | 15.73% | 18.93% |
| Worst Week | -4.88% | -12.33% |
| Best Month | 28.84% | 37.42% |
| Worst Month | -7.97% | -17.69% |
| Best Year | 33.16% | 37.85% |
| Worst Year | -1.64% | -6.34% |
| Avg. Up Day | 2.59% | 2.61% |
| Avg. Down Day | -1.36% | -1.73% |
| Avg. Up Week | 8.17% | 8.35% |
| Avg. Down Week | -1.4% | -5.56% |
| Avg. Up Month | 20.54% | 24.15% |
| Avg. Down Month | -4.81% | -12.57% |
| Win Days % | 44.62% | 49.83% |
| Win Month % | 57.14% | 60.0% |
| Win Week % | 46.67% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |