| Metric | 12351320:btcusd:triple_med_gx:lsma90_55 | 12351320:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 27.31% | 92.01% |
| Max Drawdown | -15.99% | -66.18% |
| Sharpe | 0.53 | 0.68 |
| Sortino | 0.84 | 0.99 |
| Payoff Ratio | 1.38 | 1.34 |
| Profit Factor | 1.22 | 1.11 |
| Common Sense Ratio | 1.35 | 1.25 |
| CPC Index | 0.74 | 0.73 |
| Tail Ratio | 1.11 | 1.13 |
| Outlier Win Ratio | 40.01 | 3.28 |
| Outlier Loss Ratio | 3.77 | 2.96 |
| Volatility (ann.) | 18.77% | 53.38% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.53 | 0.37 |
| Skew | 1.43 | -0.1 |
| Kurtosis | 24.85 | 4.1 |
| Expected Daily % | 0.02% | 0.06% |
| Expected Monthly % | 0.65% | 1.78% |
| Expected Yearly % | 6.22% | 17.71% |
| Kelly Criterion | 3.38% | 10.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -4.5% |
| Expected Shortfall (cVaR) | -1.59% | -4.5% |
| Year | 12351320:BTCUSD | 12351320:btcusd:triple_med_gx:lsma90_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | 14.92 | -0.23 | + |
| 2023 | 155.54 | 23.54 | 0.15 | - |
| 2024 | 121.00 | -8.14 | -0.07 | - |
| 2025 | -6.34 | -2.39 | 0.38 | + |
| Metric | 12351320:btcusd:triple_med_gx:lsma90_55 | 12351320:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -2.9% | -8.05% |
| 6M | -3.91% | 37.53% |
| YTD | -2.39% | -6.34% |
| 1Y | -10.33% | 30.1% |
| 3Y (ann.) | 8.42% | 24.42% |
| 5Y (ann.) | 8.42% | 24.42% |
| Metric | 12351320:btcusd:triple_med_gx:lsma90_55 | 12351320:BTCUSD |
|---|---|---|
| Max Drawdown | -15.99% | -66.18% |
| Longest DD Days | 472.0 | 643.0 |
| Avg. Drawdown | -5.15% | -9.73% |
| Avg. Drawdown Days | 80.0 | 55.0 |
| Recovery Factor | 1.71 | 1.39 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-09 | 2025-03-25 | -15.99 | 472 |
| 2022-07-08 | 2022-07-18 | -10.69 | 10 |
| 2022-07-20 | 2022-10-29 | -10.15 | 101 |
| 2023-02-21 | 2023-12-04 | -9.04 | 286 |
| 2022-10-30 | 2023-01-11 | -5.60 | 73 |
| 2022-06-30 | 2022-07-04 | -3.98 | 4 |
| 2022-04-16 | 2022-04-18 | -2.14 | 2 |
| 2023-12-06 | 2023-12-08 | -1.80 | 2 |
| 2023-02-18 | 2023-02-20 | -1.62 | 2 |
| 2023-01-15 | 2023-01-16 | -0.37 | 1 |
| Metric | 12351320:btcusd:triple_med_gx:lsma90_55 | 12351320:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -6.17% | -15.42% |
| Best Week | 15.84% | 35.75% |
| Worst Week | -7.76% | -29.64% |
| Best Month | 22.95% | 43.77% |
| Worst Month | -9.6% | -37.12% |
| Best Year | 23.54% | 155.54% |
| Worst Year | -8.14% | -63.7% |
| Avg. Up Day | 2.15% | 2.17% |
| Avg. Down Day | -1.56% | -1.61% |
| Avg. Up Week | 6.69% | 9.84% |
| Avg. Down Week | -3.28% | -4.92% |
| Avg. Up Month | 9.22% | 17.51% |
| Avg. Down Month | -3.24% | -11.77% |
| Win Days % | 44.0% | 48.94% |
| Win Month % | 41.67% | 58.33% |
| Win Week % | 43.9% | 50.0% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |