| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 52.75% | 125.63% |
| Max Drawdown | -12.11% | -58.99% |
| Sharpe | 2.77 | 2.1 |
| Sortino | 5.37 | 3.7 |
| Payoff Ratio | 3.02 | 0.67 |
| Profit Factor | 1.7 | 1.46 |
| Common Sense Ratio | 2.91 | 2.37 |
| CPC Index | 1.46 | 0.53 |
| Tail Ratio | 1.72 | 1.63 |
| Outlier Win Ratio | 7.72 | 3.9 |
| Outlier Loss Ratio | 15.48 | 2.3 |
| Volatility (ann.) | 43.91% | 163.55% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.18 | 0.5 |
| Skew | 1.05 | 1.05 |
| Kurtosis | 4.46 | 7.42 |
| Expected Daily % | 0.31% | 0.59% |
| Expected Monthly % | 1.15% | 2.22% |
| Expected Yearly % | 11.17% | 22.56% |
| Kelly Criterion | 4.74% | -14.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.45% | -13.14% |
| Expected Shortfall (cVaR) | -3.45% | -13.14% |
| Year | 11420816:BTCUSD | 11420816:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.83 | 9.89 | -0.18 | + |
| 2023 | 158.15 | 15.35 | 0.10 | - |
| 2024 | 115.87 | 16.30 | 0.14 | - |
| 2025 | -12.30 | 3.61 | -0.29 | + |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| MTD | 1.75% | -18.81% |
| 3M | 3.01% | -12.65% |
| 6M | 7.66% | 29.38% |
| YTD | 3.61% | -12.3% |
| 1Y | 14.97% | 16.96% |
| 3Y (ann.) | 12.69% | 27.19% |
| 5Y (ann.) | 14.31% | 29.29% |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Max Drawdown | -12.11% | -58.99% |
| Longest DD Days | 508.0 | 611.0 |
| Avg. Drawdown | -2.21% | -16.69% |
| Avg. Drawdown Days | 49.0 | 147.0 |
| Recovery Factor | 4.36 | 2.13 |
| Ulcer Index | 1.0 | 1.36 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-31 | 2023-12-21 | -12.11 | 508 |
| 2024-03-14 | 2024-07-01 | -7.68 | 108 |
| 2024-10-09 | 2024-12-05 | -3.99 | 57 |
| 2024-01-02 | 2024-02-28 | -3.27 | 56 |
| 2022-05-05 | 2022-05-31 | -3.02 | 26 |
| 2025-03-29 | 2025-03-29 | -2.40 | 0 |
| 2024-12-14 | 2025-01-17 | -1.91 | 34 |
| 2024-07-11 | 2024-08-24 | -1.57 | 43 |
| 2022-06-20 | 2022-07-08 | -1.42 | 17 |
| 2022-04-15 | 2022-05-05 | -0.94 | 19 |
| Metric | 11420816:btcusd:triple_med_gx:lsma60_80 | 11420816:BTCUSD |
|---|---|---|
| Best Day | 9.66% | 37.65% |
| Worst Day | -7.34% | -36.03% |
| Best Week | 9.46% | 48.9% |
| Worst Week | -7.51% | -36.6% |
| Best Month | 13.91% | 48.9% |
| Worst Month | -11.59% | -36.6% |
| Best Year | 16.3% | 158.15% |
| Worst Year | 3.61% | -53.83% |
| Avg. Up Day | 2.87% | 3.06% |
| Avg. Down Day | -0.95% | -4.54% |
| Avg. Up Week | 3.38% | 8.41% |
| Avg. Down Week | -1.16% | -6.29% |
| Avg. Up Month | 4.92% | 13.58% |
| Avg. Down Month | -2.29% | -10.37% |
| Win Days % | 28.47% | 54.01% |
| Win Month % | 51.35% | 59.46% |
| Win Week % | 42.11% | 53.95% |
| Win Quarter % | 69.23% | 61.54% |
| Win Year % | 100.0% | 50.0% |