| Metric | 12344492:btcusd:triple_med_gx:lsma100_30 | 12344492:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 22.18% | 29.12% |
| Max Drawdown | -22.81% | -26.0% |
| Sharpe | 1.11 | 0.87 |
| Sortino | 1.99 | 1.34 |
| Payoff Ratio | 1.51 | 1.29 |
| Profit Factor | 1.44 | 1.13 |
| Common Sense Ratio | 1.77 | 1.2 |
| CPC Index | 1.0 | 0.73 |
| Tail Ratio | 1.23 | 1.06 |
| Outlier Win Ratio | 24.55 | 3.42 |
| Outlier Loss Ratio | 3.75 | 2.73 |
| Volatility (ann.) | 24.8% | 50.6% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.22 | 1.42 |
| Skew | 2.46 | 0.51 |
| Kurtosis | 24.71 | 2.47 |
| Expected Daily % | 0.07% | 0.09% |
| Expected Monthly % | 2.02% | 2.59% |
| Expected Yearly % | 10.53% | 13.63% |
| Kelly Criterion | 10.03% | 10.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.06% | -4.24% |
| Expected Shortfall (cVaR) | -2.06% | -4.24% |
| Year | 12344492:BTCUSD | 12344492:btcusd:triple_med_gx:lsma100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 22.18 | 0.59 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12344492:btcusd:triple_med_gx:lsma100_30 | 12344492:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 55.78% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | 22.18% | 29.12% |
| 3Y (ann.) | 27.91% | 36.89% |
| 5Y (ann.) | 27.91% | 36.89% |
| Metric | 12344492:btcusd:triple_med_gx:lsma100_30 | 12344492:BTCUSD |
|---|---|---|
| Max Drawdown | -22.81% | -26.0% |
| Longest DD Days | 157.0 | 145.0 |
| Avg. Drawdown | -4.07% | -8.01% |
| Avg. Drawdown Days | 33.0 | 25.0 |
| Recovery Factor | 0.97 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-10 | -22.81 | 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 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| 2024-12-16 | 2025-03-25 | -0.32 | 99 |
| 2024-06-04 | 2024-06-05 | -0.18 | 1 |
| 2024-12-14 | 2024-12-15 | -0.03 | 1 |
| Metric | 12344492:btcusd:triple_med_gx:lsma100_30 | 12344492:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 11.89% |
| Worst Day | -7.06% | -8.6% |
| Best Week | 15.73% | 18.93% |
| Worst Week | -8.91% | -12.33% |
| Best Month | 28.84% | 37.42% |
| Worst Month | -9.07% | -17.69% |
| Best Year | 22.18% | 37.85% |
| Worst Year | 0.0% | -6.34% |
| Avg. Up Day | 2.22% | 2.25% |
| Avg. Down Day | -1.47% | -1.74% |
| Avg. Up Week | 6.08% | 7.93% |
| Avg. Down Week | -3.68% | -4.76% |
| Avg. Up Month | 20.54% | 24.15% |
| Avg. Down Month | -8.74% | -8.09% |
| Win Days % | 45.83% | 49.83% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 56.25% | 52.27% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |