| Metric | 12344486:btcusd:triple_med_gx:lsma80_30 | 12344486:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 117.9% | 113.17% |
| Max Drawdown | -21.2% | -66.79% |
| Sharpe | 1.18 | 0.74 |
| Sortino | 2.16 | 1.08 |
| Payoff Ratio | 1.83 | 1.31 |
| Profit Factor | 1.55 | 1.12 |
| Common Sense Ratio | 2.54 | 1.27 |
| CPC Index | 1.25 | 0.72 |
| Tail Ratio | 1.63 | 1.13 |
| Outlier Win Ratio | 27.76 | 3.44 |
| Outlier Loss Ratio | 4.52 | 3.03 |
| Volatility (ann.) | 24.58% | 53.32% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.39 | 0.43 |
| Skew | 2.7 | -0.1 |
| Kurtosis | 32.13 | 4.08 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.13% | 2.07% |
| Expected Yearly % | 21.5% | 20.83% |
| Kelly Criterion | 13.21% | 10.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -4.48% |
| Expected Shortfall (cVaR) | -2.04% | -4.48% |
| Year | 12344486:BTCUSD | 12344486:btcusd:triple_med_gx:lsma80_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.70 | 16.52 | -0.28 | + |
| 2023 | 155.54 | 19.52 | 0.13 | - |
| 2024 | 121.00 | 59.08 | 0.49 | - |
| 2025 | -6.34 | -1.64 | 0.26 | + |
| Metric | 12344486:btcusd:triple_med_gx:lsma80_30 | 12344486:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -1.64% | -8.05% |
| 6M | 42.27% | 37.53% |
| YTD | -1.64% | -6.34% |
| 1Y | 35.97% | 30.1% |
| 3Y (ann.) | 26.59% | 25.67% |
| 5Y (ann.) | 29.49% | 28.55% |
| Metric | 12344486:btcusd:triple_med_gx:lsma80_30 | 12344486:BTCUSD |
|---|---|---|
| Max Drawdown | -21.2% | -66.79% |
| Longest DD Days | 244.0 | 682.0 |
| Avg. Drawdown | -5.11% | -9.91% |
| Avg. Drawdown Days | 45.0 | 62.0 |
| Recovery Factor | 5.56 | 1.69 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-10-26 | -21.20 | 199 |
| 2024-06-06 | 2024-10-15 | -19.70 | 131 |
| 2022-11-11 | 2023-07-13 | -12.50 | 244 |
| 2023-07-14 | 2023-10-23 | -7.72 | 101 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2024-12-09 | 2025-03-25 | -6.20 | 106 |
| 2024-03-21 | 2024-03-25 | -5.96 | 4 |
| 2023-11-16 | 2023-12-20 | -5.63 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-10-27 | 2022-10-29 | -2.31 | 2 |
| Metric | 12344486:btcusd:triple_med_gx:lsma80_30 | 12344486:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 15.73% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 28.84% | 43.77% |
| Worst Month | -8.83% | -37.12% |
| Best Year | 59.08% | 155.54% |
| Worst Year | -1.64% | -59.7% |
| Avg. Up Day | 2.37% | 2.4% |
| Avg. Down Day | -1.29% | -1.83% |
| Avg. Up Week | 5.7% | 7.83% |
| Avg. Down Week | -2.37% | -5.95% |
| Avg. Up Month | 8.57% | 15.72% |
| Avg. Down Month | -4.43% | -14.51% |
| Win Days % | 43.83% | 49.22% |
| Win Month % | 68.0% | 59.46% |
| Win Week % | 50.85% | 50.31% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |