| Metric | 12344488:btcusd:triple_med_gx:lsma90_30 | 12344488:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 63.44% | 92.01% |
| Max Drawdown | -24.33% | -66.18% |
| Sharpe | 0.81 | 0.68 |
| Sortino | 1.38 | 0.99 |
| Payoff Ratio | 1.67 | 1.24 |
| Profit Factor | 1.33 | 1.11 |
| Common Sense Ratio | 1.8 | 1.25 |
| CPC Index | 0.94 | 0.67 |
| Tail Ratio | 1.36 | 1.13 |
| Outlier Win Ratio | 27.68 | 3.36 |
| Outlier Loss Ratio | 4.44 | 3.08 |
| Volatility (ann.) | 23.83% | 53.38% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.73 | 0.37 |
| Skew | 2.08 | -0.1 |
| Kurtosis | 28.78 | 4.1 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.34% | 1.78% |
| Expected Yearly % | 13.07% | 17.71% |
| Kelly Criterion | 7.93% | 7.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.0% | -4.5% |
| Expected Shortfall (cVaR) | -2.0% | -4.5% |
| Year | 12344488:BTCUSD | 12344488:btcusd:triple_med_gx:lsma90_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | 1.34 | -0.02 | + |
| 2023 | 155.54 | 16.01 | 0.10 | - |
| 2024 | 121.00 | 41.20 | 0.34 | - |
| 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 | 20.81% | 30.1% |
| 3Y (ann.) | 17.88% | 24.42% |
| 5Y (ann.) | 17.88% | 24.42% |
| Metric | 12344488:btcusd:triple_med_gx:lsma90_30 | 12344488:BTCUSD |
|---|---|---|
| Max Drawdown | -24.33% | -66.18% |
| Longest DD Days | 364.0 | 643.0 |
| Avg. Drawdown | -5.47% | -9.73% |
| Avg. Drawdown Days | 53.0 | 55.0 |
| Recovery Factor | 2.61 | 1.39 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-10 | -24.33 | 157 |
| 2022-11-11 | 2023-11-10 | -15.03 | 364 |
| 2022-04-10 | 2022-11-10 | -13.50 | 214 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-03-21 | 2024-03-25 | -5.96 | 4 |
| 2023-11-16 | 2023-12-20 | -5.63 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 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 |
| Metric | 12344488:btcusd:triple_med_gx:lsma90_30 | 12344488:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -9.87% | -15.42% |
| Best Week | 15.73% | 35.75% |
| Worst Week | -10.37% | -29.64% |
| Best Month | 28.84% | 43.77% |
| Worst Month | -10.53% | -37.12% |
| Best Year | 41.2% | 155.54% |
| Worst Year | -1.54% | -63.7% |
| Avg. Up Day | 2.21% | 2.23% |
| Avg. Down Day | -1.32% | -1.8% |
| Avg. Up Week | 5.75% | 7.62% |
| Avg. Down Week | -3.04% | -5.45% |
| Avg. Up Month | 8.79% | 16.11% |
| Avg. Down Month | -4.89% | -13.72% |
| Win Days % | 42.4% | 48.94% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 47.46% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |