| Metric | 12344495:btcusd:triple_med_gx:lsma115_30 | 12344495:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 141.16% | 129.36% |
| Max Drawdown | -24.12% | -60.35% |
| Sharpe | 1.36 | 0.8 |
| Sortino | 2.56 | 1.18 |
| Payoff Ratio | 1.7 | 1.35 |
| Profit Factor | 1.58 | 1.13 |
| Common Sense Ratio | 2.59 | 1.3 |
| CPC Index | 1.24 | 0.75 |
| Tail Ratio | 1.63 | 1.15 |
| Outlier Win Ratio | 24.85 | 3.43 |
| Outlier Loss Ratio | 4.45 | 3.09 |
| Volatility (ann.) | 24.58% | 53.46% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.46 | 0.55 |
| Skew | 2.8 | -0.09 |
| Kurtosis | 25.36 | 4.17 |
| Expected Daily % | 0.08% | 0.08% |
| Expected Monthly % | 2.48% | 2.33% |
| Expected Yearly % | 24.62% | 23.06% |
| Kelly Criterion | 14.33% | 11.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -4.48% |
| Expected Shortfall (cVaR) | -2.02% | -4.48% |
| Year | 12344495:BTCUSD | 12344495:btcusd:triple_med_gx:lsma115_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.64 | 16.92 | -0.30 | + |
| 2023 | 155.54 | 38.88 | 0.25 | - |
| 2024 | 121.00 | 48.51 | 0.40 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12344495:btcusd:triple_med_gx:lsma115_30 | 12344495:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 58.82% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | 29.06% | 30.1% |
| 3Y (ann.) | 35.25% | 32.95% |
| 5Y (ann.) | 35.25% | 32.95% |
| Metric | 12344495:btcusd:triple_med_gx:lsma115_30 | 12344495:BTCUSD |
|---|---|---|
| Max Drawdown | -24.12% | -60.35% |
| Longest DD Days | 223.0 | 582.0 |
| Avg. Drawdown | -3.83% | -9.1% |
| Avg. Drawdown Days | 32.0 | 48.0 |
| Recovery Factor | 5.85 | 2.14 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-10 | -24.12 | 223 |
| 2022-11-11 | 2023-04-04 | -13.53 | 144 |
| 2023-07-14 | 2023-11-09 | -11.35 | 118 |
| 2022-08-26 | 2022-11-10 | -9.42 | 76 |
| 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 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2022-07-28 | 2022-08-12 | -4.21 | 15 |
| Metric | 12344495:btcusd:triple_med_gx:lsma115_30 | 12344495: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 | 48.51% | 155.54% |
| Worst Year | 0.0% | -56.64% |
| Avg. Up Day | 2.26% | 2.28% |
| Avg. Down Day | -1.33% | -1.69% |
| Avg. Up Week | 6.29% | 7.72% |
| Avg. Down Week | -2.54% | -4.05% |
| Avg. Up Month | 10.7% | 16.24% |
| Avg. Down Month | -3.87% | -7.96% |
| Win Days % | 46.03% | 49.05% |
| Win Month % | 61.9% | 58.33% |
| Win Week % | 50.88% | 50.64% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |