| Metric | 12344501:btcusd:triple_med_gx:lsma150_30 | 12344501:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 189.85% | 192.41% |
| Max Drawdown | -15.26% | -49.72% |
| Sharpe | 1.59 | 0.99 |
| Sortino | 3.0 | 1.5 |
| Payoff Ratio | 1.81 | 1.44 |
| Profit Factor | 1.65 | 1.17 |
| Common Sense Ratio | 3.11 | 1.42 |
| CPC Index | 1.37 | 0.82 |
| Tail Ratio | 1.89 | 1.21 |
| Outlier Win Ratio | 21.04 | 3.47 |
| Outlier Loss Ratio | 4.57 | 3.25 |
| Volatility (ann.) | 26.03% | 52.25% |
| R^2 | 0.25 | 0.25 |
| Calmar | 3.02 | 0.94 |
| Skew | 2.43 | 0.06 |
| Kurtosis | 21.15 | 3.96 |
| Expected Daily % | 0.1% | 0.1% |
| Expected Monthly % | 3.18% | 3.21% |
| Expected Yearly % | 30.48% | 30.77% |
| Kelly Criterion | 15.91% | 13.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.13% | -4.36% |
| Expected Shortfall (cVaR) | -2.13% | -4.36% |
| Year | 12344501:BTCUSD | 12344501:btcusd:triple_med_gx:lsma150_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.72 | 21.11 | -0.47 | + |
| 2023 | 155.54 | 32.57 | 0.21 | - |
| 2024 | 121.00 | 80.53 | 0.67 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12344501:btcusd:triple_med_gx:lsma150_30 | 12344501:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -1.14% | -8.05% |
| 6M | 56.73% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | 47.62% | 30.1% |
| 3Y (ann.) | 46.13% | 46.59% |
| 5Y (ann.) | 46.13% | 46.59% |
| Metric | 12344501:btcusd:triple_med_gx:lsma150_30 | 12344501:BTCUSD |
|---|---|---|
| Max Drawdown | -15.26% | -49.72% |
| Longest DD Days | 218.0 | 401.0 |
| Avg. Drawdown | -4.16% | -7.95% |
| Avg. Drawdown Days | 30.0 | 36.0 |
| Recovery Factor | 12.44 | 3.87 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-05 | -15.26 | 218 |
| 2022-08-26 | 2022-11-10 | -12.87 | 76 |
| 2022-11-11 | 2023-02-17 | -11.15 | 98 |
| 2023-07-14 | 2023-11-09 | -9.59 | 118 |
| 2023-03-06 | 2023-07-13 | -9.58 | 129 |
| 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 |
| 2024-12-26 | 2025-03-25 | -5.38 | 89 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| Metric | 12344501:btcusd:triple_med_gx:lsma150_30 | 12344501:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -7.06% | -15.42% |
| Best Week | 15.73% | 35.75% |
| Worst Week | -10.37% | -29.64% |
| Best Month | 28.84% | 43.77% |
| Worst Month | -10.53% | -33.16% |
| Best Year | 80.53% | 155.54% |
| Worst Year | 0.0% | -44.72% |
| Avg. Up Day | 2.34% | 2.35% |
| Avg. Down Day | -1.29% | -1.64% |
| Avg. Up Week | 6.35% | 6.56% |
| Avg. Down Week | -3.05% | -4.22% |
| Avg. Up Month | 10.12% | 14.36% |
| Avg. Down Month | -3.34% | -8.1% |
| Win Days % | 45.82% | 48.97% |
| Win Month % | 68.18% | 61.76% |
| Win Week % | 56.67% | 51.33% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |