| Metric | 12344516:btcusd:triple_med_gx:lsma215_30 | 12344516:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 241.9% | 277.56% |
| Max Drawdown | -14.26% | -35.53% |
| Sharpe | 1.81 | 1.26 |
| Sortino | 3.43 | 1.94 |
| Payoff Ratio | 1.58 | 1.34 |
| Profit Factor | 1.67 | 1.21 |
| Common Sense Ratio | 2.89 | 1.47 |
| CPC Index | 1.31 | 0.81 |
| Tail Ratio | 1.73 | 1.21 |
| Outlier Win Ratio | 18.28 | 3.8 |
| Outlier Loss Ratio | 4.08 | 3.26 |
| Volatility (ann.) | 28.03% | 50.36% |
| R^2 | 0.31 | 0.31 |
| Calmar | 4.19 | 1.85 |
| Skew | 2.27 | 0.25 |
| Kurtosis | 17.2 | 3.61 |
| Expected Daily % | 0.13% | 0.14% |
| Expected Monthly % | 3.92% | 4.24% |
| Expected Yearly % | 35.98% | 39.39% |
| Kelly Criterion | 17.65% | 12.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.27% | -4.16% |
| Expected Shortfall (cVaR) | -2.27% | -4.16% |
| Year | 12344516:BTCUSD | 12344516:btcusd:triple_med_gx:lsma215_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -28.62 | 8.83 | -0.31 | + |
| 2023 | 155.54 | 73.75 | 0.47 | - |
| 2024 | 121.00 | 78.57 | 0.65 | - |
| 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 | 55.96% | 30.1% |
| 3Y (ann.) | 59.66% | 65.81% |
| 5Y (ann.) | 59.66% | 65.81% |
| Metric | 12344516:btcusd:triple_med_gx:lsma215_30 | 12344516:BTCUSD |
|---|---|---|
| Max Drawdown | -14.26% | -35.53% |
| Longest DD Days | 196.0 | 231.0 |
| Avg. Drawdown | -3.47% | -6.47% |
| Avg. Drawdown Days | 23.0 | 22.0 |
| Recovery Factor | 16.97 | 7.81 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-03-13 | -14.26 | 122 |
| 2022-08-26 | 2022-11-10 | -12.87 | 76 |
| 2025-01-07 | 2025-03-25 | -9.52 | 77 |
| 2024-04-01 | 2024-10-14 | -8.17 | 196 |
| 2023-05-06 | 2023-10-23 | -6.78 | 170 |
| 2024-12-26 | 2025-01-06 | -6.77 | 11 |
| 2024-01-17 | 2024-03-04 | -6.34 | 47 |
| 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 |
| Metric | 12344516:btcusd:triple_med_gx:lsma215_30 | 12344516:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -6.3% | -14.33% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -9.9% | -19.4% |
| Best Month | 28.84% | 43.77% |
| Worst Month | -6.71% | -17.69% |
| Best Year | 78.57% | 155.54% |
| Worst Year | 1.26% | -28.62% |
| Avg. Up Day | 2.21% | 2.23% |
| Avg. Down Day | -1.4% | -1.67% |
| Avg. Up Week | 6.49% | 7.32% |
| Avg. Down Week | -2.69% | -4.15% |
| Avg. Up Month | 10.64% | 15.04% |
| Avg. Down Month | -3.12% | -8.44% |
| Win Days % | 49.5% | 49.79% |
| Win Month % | 76.19% | 62.5% |
| Win Week % | 57.14% | 51.77% |
| Win Quarter % | 80.0% | 54.55% |
| Win Year % | 100.0% | 50.0% |