| Metric | 12344487:btcusd:triple_med_gx:lsma70_30 | 12344487:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 105.98% | 125.71% |
| Max Drawdown | -22.2% | -66.79% |
| Sharpe | 1.1 | 0.77 |
| Sortino | 2.02 | 1.13 |
| Payoff Ratio | 1.88 | 1.36 |
| Profit Factor | 1.52 | 1.13 |
| Common Sense Ratio | 2.5 | 1.28 |
| CPC Index | 1.21 | 0.75 |
| Tail Ratio | 1.64 | 1.14 |
| Outlier Win Ratio | 29.82 | 3.54 |
| Outlier Loss Ratio | 4.35 | 2.93 |
| Volatility (ann.) | 24.34% | 53.27% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.21 | 0.46 |
| Skew | 2.77 | -0.1 |
| Kurtosis | 33.29 | 4.06 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 1.97% | 2.22% |
| Expected Yearly % | 19.8% | 22.57% |
| Kelly Criterion | 11.94% | 11.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -4.47% |
| Expected Shortfall (cVaR) | -2.02% | -4.47% |
| Year | 12344487:BTCUSD | 12344487:btcusd:triple_med_gx:lsma70_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | 22.98 | -0.40 | + |
| 2023 | 155.54 | 19.61 | 0.13 | - |
| 2024 | 121.00 | 42.37 | 0.35 | - |
| 2025 | -6.34 | -1.64 | 0.26 | + |
| Metric | 12344487:btcusd:triple_med_gx:lsma70_30 | 12344487:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -1.64% | -8.05% |
| 6M | 35.88% | 37.53% |
| YTD | -1.64% | -6.34% |
| 1Y | 28.01% | 30.1% |
| 3Y (ann.) | 25.53% | 25.67% |
| 5Y (ann.) | 26.82% | 30.69% |
| Metric | 12344487:btcusd:triple_med_gx:lsma70_30 | 12344487:BTCUSD |
|---|---|---|
| Max Drawdown | -22.2% | -66.79% |
| Longest DD Days | 230.0 | 682.0 |
| Avg. Drawdown | -4.64% | -8.35% |
| Avg. Drawdown Days | 45.0 | 50.0 |
| Recovery Factor | 4.77 | 1.88 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2024-11-06 | -22.20 | 230 |
| 2022-04-10 | 2022-09-26 | -19.11 | 169 |
| 2022-11-11 | 2023-06-21 | -11.47 | 222 |
| 2023-07-14 | 2023-10-23 | -7.10 | 101 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-16 | 2024-03-04 | -5.97 | 109 |
| 2022-10-05 | 2022-10-25 | -4.75 | 20 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-03-19 | 2022-03-22 | -3.04 | 3 |
| 2022-09-30 | 2022-10-03 | -2.72 | 3 |
| Metric | 12344487:btcusd:triple_med_gx:lsma70_30 | 12344487:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 15.73% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 28.84% | 43.77% |
| Worst Month | -9.19% | -37.12% |
| Best Year | 42.37% | 155.54% |
| Worst Year | -1.64% | -57.33% |
| Avg. Up Day | 2.44% | 2.48% |
| Avg. Down Day | -1.3% | -1.83% |
| Avg. Up Week | 5.55% | 7.14% |
| Avg. Down Week | -2.37% | -5.72% |
| Avg. Up Month | 8.57% | 17.28% |
| Avg. Down Month | -3.55% | -14.51% |
| Win Days % | 42.54% | 49.23% |
| Win Month % | 66.67% | 59.46% |
| Win Week % | 52.63% | 50.62% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |