| Metric | 12344516:btcusd:triple_med_gx:lsma215_30 | 12344516:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 57.61% | 29.12% |
| Max Drawdown | -9.52% | -26.0% |
| Sharpe | 2.48 | 0.87 |
| Sortino | 5.62 | 1.34 |
| Payoff Ratio | 1.63 | 1.5 |
| Profit Factor | 2.41 | 1.13 |
| Common Sense Ratio | 7.15 | 1.2 |
| CPC Index | 2.25 | 0.85 |
| Tail Ratio | 2.96 | 1.06 |
| Outlier Win Ratio | 23.07 | 3.42 |
| Outlier Loss Ratio | 3.43 | 2.41 |
| Volatility (ann.) | 23.56% | 50.6% |
| R^2 | 0.22 | 0.22 |
| Calmar | 7.87 | 1.42 |
| Skew | 3.52 | 0.51 |
| Kurtosis | 26.87 | 2.47 |
| Expected Daily % | 0.15% | 0.09% |
| Expected Monthly % | 4.65% | 2.59% |
| Expected Yearly % | 25.54% | 13.63% |
| Kelly Criterion | 30.89% | 16.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.87% | -4.24% |
| Expected Shortfall (cVaR) | -1.87% | -4.24% |
| Year | 12344516:BTCUSD | 12344516:btcusd:triple_med_gx:lsma215_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 37.85 | 55.65 | 1.47 | + |
| 2025 | -6.34 | 1.26 | -0.20 | + |
| Metric | 12344516:btcusd:triple_med_gx:lsma215_30 | 12344516:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -0.59% | -8.05% |
| 6M | 57.61% | 37.53% |
| YTD | 1.26% | -6.34% |
| 1Y | 57.61% | 29.12% |
| 3Y (ann.) | 74.91% | 36.89% |
| 5Y (ann.) | 74.91% | 36.89% |
| Metric | 12344516:btcusd:triple_med_gx:lsma215_30 | 12344516:BTCUSD |
|---|---|---|
| Max Drawdown | -9.52% | -26.0% |
| Longest DD Days | 77.0 | 145.0 |
| Avg. Drawdown | -2.25% | -8.01% |
| Avg. Drawdown Days | 8.0 | 25.0 |
| Recovery Factor | 6.05 | 1.12 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-03-25 | -9.52 | 77 |
| 2024-12-26 | 2025-01-06 | -6.77 | 11 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-10-07 | 2024-10-12 | -4.03 | 5 |
| 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 |
| 2024-12-17 | 2024-12-24 | -0.66 | 7 |
| 2024-10-13 | 2024-10-14 | -0.54 | 1 |
| 2024-10-17 | 2024-10-18 | -0.30 | 1 |
| Metric | 12344516:btcusd:triple_med_gx:lsma215_30 | 12344516:BTCUSD |
|---|---|---|
| Best Day | 10.17% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 15.73% | 18.93% |
| Worst Week | -3.67% | -12.33% |
| Best Month | 28.84% | 37.42% |
| Worst Month | 0.0% | -17.69% |
| Best Year | 55.65% | 37.85% |
| Worst Year | 1.26% | -6.34% |
| Avg. Up Day | 2.26% | 2.28% |
| Avg. Down Day | -1.39% | -1.52% |
| Avg. Up Week | 6.79% | 6.92% |
| Avg. Down Week | -1.47% | -2.4% |
| Avg. Up Month | 14.11% | 19.34% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 57.14% | 49.83% |
| Win Month % | 100.0% | 60.0% |
| Win Week % | 69.23% | 52.27% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |