| Metric | 12344522:btcusd:triple_med_gx:lsma255_30 | 12344522:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 231.31% | 350.35% |
| Max Drawdown | -14.42% | -26.01% |
| Sharpe | 1.86 | 1.45 |
| Sortino | 3.64 | 2.29 |
| Payoff Ratio | 1.67 | 1.43 |
| Profit Factor | 1.73 | 1.25 |
| Common Sense Ratio | 3.08 | 1.58 |
| CPC Index | 1.42 | 0.89 |
| Tail Ratio | 1.78 | 1.27 |
| Outlier Win Ratio | 19.67 | 3.88 |
| Outlier Loss Ratio | 3.96 | 3.18 |
| Volatility (ann.) | 27.63% | 49.52% |
| R^2 | 0.31 | 0.31 |
| Calmar | 4.23 | 3.15 |
| Skew | 2.53 | 0.34 |
| Kurtosis | 18.53 | 3.46 |
| Expected Daily % | 0.13% | 0.16% |
| Expected Monthly % | 3.94% | 4.97% |
| Expected Yearly % | 34.91% | 45.68% |
| Kelly Criterion | 18.63% | 14.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.24% | -4.07% |
| Expected Shortfall (cVaR) | -2.24% | -4.07% |
| Year | 12344522:BTCUSD | 12344522:btcusd:triple_med_gx:lsma255_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -14.86 | 13.13 | -0.88 | + |
| 2023 | 155.54 | 79.50 | 0.51 | - |
| 2024 | 121.00 | 63.91 | 0.53 | - |
| 2025 | -6.34 | -0.46 | 0.07 | + |
| Metric | 12344522:btcusd:triple_med_gx:lsma255_30 | 12344522:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -2.28% | -8.05% |
| 6M | 42.2% | 37.53% |
| YTD | -0.46% | -6.34% |
| 1Y | 40.05% | 30.1% |
| 3Y (ann.) | 60.92% | 81.79% |
| 5Y (ann.) | 60.92% | 81.79% |
| Metric | 12344522:btcusd:triple_med_gx:lsma255_30 | 12344522:BTCUSD |
|---|---|---|
| Max Drawdown | -14.42% | -26.01% |
| Longest DD Days | 219.0 | 231.0 |
| Avg. Drawdown | -3.49% | -5.68% |
| Avg. Drawdown Days | 23.0 | 17.0 |
| Recovery Factor | 16.04 | 13.47 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-11 | 2023-03-13 | -14.42 | 122 |
| 2024-04-01 | 2024-11-06 | -10.26 | 219 |
| 2025-01-07 | 2025-03-25 | -9.52 | 77 |
| 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 |
| 2023-04-28 | 2023-05-05 | -4.77 | 7 |
| Metric | 12344522:btcusd:triple_med_gx:lsma255_30 | 12344522: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 | -7.15% | -17.69% |
| Best Year | 79.5% | 155.54% |
| Worst Year | -0.46% | -14.86% |
| Avg. Up Day | 2.28% | 2.3% |
| Avg. Down Day | -1.37% | -1.62% |
| Avg. Up Week | 6.43% | 7.65% |
| Avg. Down Week | -2.77% | -3.89% |
| Avg. Up Month | 9.41% | 13.97% |
| Avg. Down Month | -4.03% | -10.84% |
| Win Days % | 49.08% | 49.78% |
| Win Month % | 80.95% | 67.74% |
| Win Week % | 57.63% | 52.59% |
| Win Quarter % | 80.0% | 63.64% |
| Win Year % | 75.0% | 50.0% |