| Metric | 12344492:btcusd:triple_med_gx:lsma100_30 | 12344492:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 91.8% | 107.37% |
| Max Drawdown | -24.2% | -62.62% |
| Sharpe | 1.05 | 0.73 |
| Sortino | 1.91 | 1.07 |
| Payoff Ratio | 1.68 | 1.26 |
| Profit Factor | 1.43 | 1.12 |
| Common Sense Ratio | 2.15 | 1.27 |
| CPC Index | 1.05 | 0.69 |
| Tail Ratio | 1.51 | 1.13 |
| Outlier Win Ratio | 26.34 | 3.37 |
| Outlier Loss Ratio | 4.6 | 3.06 |
| Volatility (ann.) | 23.58% | 53.47% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.02 | 0.45 |
| Skew | 2.66 | -0.1 |
| Kurtosis | 26.68 | 4.1 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.83% | 2.05% |
| Expected Yearly % | 17.68% | 20.0% |
| Kelly Criterion | 10.09% | 8.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -4.5% |
| Expected Shortfall (cVaR) | -1.96% | -4.5% |
| Year | 12344492:BTCUSD | 12344492:btcusd:triple_med_gx:lsma100_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.79 | 7.79 | -0.13 | + |
| 2023 | 155.54 | 22.28 | 0.14 | - |
| 2024 | 121.00 | 45.51 | 0.38 | - |
| 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 | 26.45% | 30.1% |
| 3Y (ann.) | 24.62% | 27.95% |
| 5Y (ann.) | 24.62% | 27.95% |
| Metric | 12344492:btcusd:triple_med_gx:lsma100_30 | 12344492:BTCUSD |
|---|---|---|
| Max Drawdown | -24.2% | -62.62% |
| Longest DD Days | 369.0 | 603.0 |
| Avg. Drawdown | -4.25% | -9.21% |
| Avg. Drawdown Days | 46.0 | 49.0 |
| Recovery Factor | 3.79 | 1.71 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-10 | -24.20 | 223 |
| 2022-11-11 | 2023-11-15 | -13.53 | 369 |
| 2022-08-26 | 2022-11-10 | -9.78 | 76 |
| 2022-04-11 | 2022-07-19 | -7.50 | 99 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-03-21 | 2024-03-25 | -5.96 | 4 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2022-07-28 | 2022-08-12 | -4.21 | 15 |
| 2024-11-29 | 2024-12-04 | -1.85 | 5 |
| Metric | 12344492:btcusd:triple_med_gx:lsma100_30 | 12344492:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -7.06% | -15.42% |
| Best Week | 15.73% | 35.75% |
| Worst Week | -8.91% | -29.64% |
| Best Month | 28.84% | 43.77% |
| Worst Month | -9.07% | -37.12% |
| Best Year | 45.51% | 155.54% |
| Worst Year | 0.0% | -60.79% |
| Avg. Up Day | 2.16% | 2.19% |
| Avg. Down Day | -1.29% | -1.73% |
| Avg. Up Week | 5.8% | 7.72% |
| Avg. Down Week | -2.59% | -4.99% |
| Avg. Up Month | 10.99% | 17.75% |
| Avg. Down Month | -4.24% | -12.55% |
| Win Days % | 43.63% | 48.93% |
| Win Month % | 54.55% | 58.33% |
| Win Week % | 46.67% | 50.0% |
| Win Quarter % | 54.55% | 50.0% |
| Win Year % | 100.0% | 50.0% |