| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 5.92% | 200.62% |
| Max Drawdown | -27.3% | -25.53% |
| Sharpe | 0.36 | 2.07 |
| Sortino | 0.61 | 3.29 |
| Payoff Ratio | 2.34 | 0.89 |
| Profit Factor | 1.07 | 1.44 |
| Common Sense Ratio | 1.72 | 1.71 |
| CPC Index | 0.61 | 0.7 |
| Tail Ratio | 1.61 | 1.19 |
| Outlier Win Ratio | 5.76 | 3.8 |
| Outlier Loss Ratio | 16.2 | 3.9 |
| Volatility (ann.) | 23.95% | 64.41% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.15 | 4.51 |
| Skew | 1.0 | 0.45 |
| Kurtosis | 7.69 | 7.26 |
| Expected Daily % | 0.02% | 0.31% |
| Expected Monthly % | 0.32% | 6.31% |
| Expected Yearly % | 1.94% | 44.32% |
| Kelly Criterion | -7.81% | 3.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -5.18% |
| Expected Shortfall (cVaR) | -2.04% | -5.18% |
| Year | 12173975:BTCUSD | 12173975:btcusd:triple_med_gx:lsma95_30 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 57.37 | 2.75 | 0.05 | - |
| 2024 | 111.58 | 12.64 | 0.11 | - |
| 2025 | -9.71 | -8.48 | 0.87 | + |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| MTD | -8.26% | -0.69% |
| 3M | -9.85% | -20.52% |
| 6M | -15.54% | 39.16% |
| YTD | -8.48% | -9.71% |
| 1Y | -18.02% | 15.27% |
| 3Y (ann.) | 4.09% | 115.26% |
| 5Y (ann.) | 4.09% | 115.26% |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Max Drawdown | -27.3% | -25.53% |
| Longest DD Days | 297.0 | 237.0 |
| Avg. Drawdown | -2.07% | -4.23% |
| Avg. Drawdown Days | 20.0 | 20.0 |
| Recovery Factor | 0.22 | 7.86 |
| Ulcer Index | inf | 1.44 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2025-03-17 | -27.30 | 297 |
| 2024-03-19 | 2024-04-22 | -4.96 | 34 |
| 2023-11-06 | 2024-01-09 | -4.56 | 63 |
| 2024-01-22 | 2024-02-13 | -2.54 | 22 |
| 2023-10-10 | 2023-10-16 | -1.23 | 6 |
| 2024-04-22 | 2024-04-29 | -1.11 | 7 |
| 2024-05-14 | 2024-05-20 | -0.89 | 6 |
| 2023-10-29 | 2023-11-06 | -0.86 | 7 |
| 2024-05-07 | 2024-05-14 | -0.84 | 6 |
| 2024-03-11 | 2024-03-12 | -0.67 | 0 |
| Metric | 12173975:btcusd:triple_med_gx:lsma95_30 | 12173975:BTCUSD |
|---|---|---|
| Best Day | 6.78% | 19.62% |
| Worst Day | -5.61% | -14.12% |
| Best Week | 6.59% | 24.18% |
| Worst Week | -8.06% | -15.4% |
| Best Month | 10.81% | 35.54% |
| Worst Month | -13.35% | -18.24% |
| Best Year | 12.64% | 111.58% |
| Worst Year | -8.48% | -9.71% |
| Avg. Up Day | 1.46% | 1.65% |
| Avg. Down Day | -0.63% | -1.85% |
| Avg. Up Week | 2.3% | 6.97% |
| Avg. Down Week | -2.32% | -4.05% |
| Avg. Up Month | 4.4% | 20.23% |
| Avg. Down Month | -10.45% | -4.47% |
| Win Days % | 24.51% | 54.65% |
| Win Month % | 61.11% | 61.11% |
| Win Week % | 53.25% | 61.04% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |