| Metric | 12344497:btcusd:triple_med_gx:lsma120_30 | 12344497:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 125.94% | 139.31% |
| Max Drawdown | -21.66% | -56.87% |
| Sharpe | 1.27 | 0.83 |
| Sortino | 2.4 | 1.23 |
| Payoff Ratio | 1.76 | 1.38 |
| Profit Factor | 1.55 | 1.14 |
| Common Sense Ratio | 2.48 | 1.33 |
| CPC Index | 1.21 | 0.77 |
| Tail Ratio | 1.61 | 1.17 |
| Outlier Win Ratio | 25.32 | 3.44 |
| Outlier Loss Ratio | 4.56 | 3.11 |
| Volatility (ann.) | 24.45% | 53.37% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.5 | 0.62 |
| Skew | 2.84 | -0.09 |
| Kurtosis | 26.04 | 4.23 |
| Expected Daily % | 0.08% | 0.08% |
| Expected Monthly % | 2.36% | 2.52% |
| Expected Yearly % | 22.6% | 24.38% |
| Kelly Criterion | 13.18% | 12.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -4.47% |
| Expected Shortfall (cVaR) | -2.02% | -4.47% |
| Year | 12344497:BTCUSD | 12344497:btcusd:triple_med_gx:lsma120_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.76 | 9.55 | -0.17 | + |
| 2023 | 155.54 | 35.46 | 0.23 | - |
| 2024 | 121.00 | 52.25 | 0.43 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12344497:btcusd:triple_med_gx:lsma120_30 | 12344497:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -0.52% | -8.05% |
| 6M | 57.71% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | 32.3% | 30.1% |
| 3Y (ann.) | 32.58% | 35.24% |
| 5Y (ann.) | 32.58% | 35.24% |
| Metric | 12344497:btcusd:triple_med_gx:lsma120_30 | 12344497:BTCUSD |
|---|---|---|
| Max Drawdown | -21.66% | -56.87% |
| Longest DD Days | 221.0 | 552.0 |
| Avg. Drawdown | -3.83% | -8.61% |
| Avg. Drawdown Days | 32.0 | 44.0 |
| Recovery Factor | 5.81 | 2.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-08 | -21.66 | 221 |
| 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 | 12344497:btcusd:triple_med_gx:lsma120_30 | 12344497: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 | 52.25% | 155.54% |
| Worst Year | 0.0% | -54.76% |
| Avg. Up Day | 2.28% | 2.3% |
| Avg. Down Day | -1.29% | -1.66% |
| Avg. Up Week | 6.01% | 7.18% |
| Avg. Down Week | -2.4% | -4.03% |
| Avg. Up Month | 10.75% | 17.32% |
| Avg. Down Month | -3.84% | -8.76% |
| Win Days % | 44.62% | 49.1% |
| Win Month % | 61.9% | 60.0% |
| Win Week % | 49.15% | 50.32% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |