| Metric | 12344488:btcusd:triple_med_gx:lsma90_30 | 12344488:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 14.88% | 29.12% |
| Max Drawdown | -24.33% | -26.0% |
| Sharpe | 0.81 | 0.87 |
| Sortino | 1.42 | 1.34 |
| Payoff Ratio | 1.53 | 1.25 |
| Profit Factor | 1.3 | 1.13 |
| Common Sense Ratio | 1.33 | 1.2 |
| CPC Index | 0.88 | 0.71 |
| Tail Ratio | 1.02 | 1.06 |
| Outlier Win Ratio | 25.61 | 3.42 |
| Outlier Loss Ratio | 3.53 | 2.73 |
| Volatility (ann.) | 24.81% | 50.6% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.76 | 1.42 |
| Skew | 2.46 | 0.51 |
| Kurtosis | 24.91 | 2.47 |
| Expected Daily % | 0.05% | 0.09% |
| Expected Monthly % | 1.4% | 2.59% |
| Expected Yearly % | 7.18% | 13.63% |
| Kelly Criterion | 7.84% | 9.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.08% | -4.24% |
| Expected Shortfall (cVaR) | -2.08% | -4.24% |
| Year | 12344488:BTCUSD | 12344488:btcusd:triple_med_gx:lsma90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 16.68 | 0.44 | - |
| 2025 | -6.34 | -1.54 | 0.24 | + |
| Metric | 12344488:btcusd:triple_med_gx:lsma90_30 | 12344488:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -1.54% | -8.05% |
| 6M | 49.44% | 37.53% |
| YTD | -1.54% | -6.34% |
| 1Y | 14.88% | 29.12% |
| 3Y (ann.) | 18.59% | 36.89% |
| 5Y (ann.) | 18.59% | 36.89% |
| Metric | 12344488:btcusd:triple_med_gx:lsma90_30 | 12344488:BTCUSD |
|---|---|---|
| Max Drawdown | -24.33% | -26.0% |
| Longest DD Days | 157.0 | 145.0 |
| Avg. Drawdown | -5.03% | -8.01% |
| Avg. Drawdown Days | 31.0 | 25.0 |
| Recovery Factor | 0.61 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-10 | -24.33 | 157 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-11-29 | 2024-12-04 | -1.85 | 5 |
| 2024-12-05 | 2024-12-06 | -1.72 | 1 |
| 2025-02-04 | 2025-03-25 | -1.54 | 49 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| 2024-06-04 | 2024-06-05 | -0.18 | 1 |
| Metric | 12344488:btcusd:triple_med_gx:lsma90_30 | 12344488:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 11.89% |
| Worst Day | -7.06% | -8.6% |
| Best Week | 15.73% | 18.93% |
| Worst Week | -10.37% | -12.33% |
| Best Month | 28.84% | 37.42% |
| Worst Month | -10.53% | -17.69% |
| Best Year | 16.68% | 37.85% |
| Worst Year | -1.54% | -6.34% |
| Avg. Up Day | 2.26% | 2.28% |
| Avg. Down Day | -1.48% | -1.82% |
| Avg. Up Week | 7.03% | 7.21% |
| Avg. Down Week | -3.61% | -4.9% |
| Avg. Up Month | 20.54% | 24.15% |
| Avg. Down Month | -6.83% | -11.29% |
| Win Days % | 44.29% | 49.83% |
| Win Month % | 42.86% | 60.0% |
| Win Week % | 46.67% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |