| Metric | 12352713:btcusd:triple_med_gx:lsma50_60 | 12352713:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 84.3% | 96.75% |
| Max Drawdown | -8.71% | -66.79% |
| Sharpe | 1.33 | 0.68 |
| Sortino | 2.92 | 1.0 |
| Payoff Ratio | 1.7 | 1.57 |
| Profit Factor | 2.13 | 1.11 |
| Common Sense Ratio | NaN | 1.25 |
| CPC Index | 1.75 | 0.86 |
| Tail Ratio | NaN | 1.13 |
| Outlier Win Ratio | 55.14 | 3.09 |
| Outlier Loss Ratio | 4.04 | 2.6 |
| Volatility (ann.) | 15.99% | 53.64% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.53 | 0.37 |
| Skew | 5.27 | -0.09 |
| Kurtosis | 59.31 | 3.95 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.67% | 1.85% |
| Expected Yearly % | 16.51% | 18.43% |
| Kelly Criterion | 18.11% | 16.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -4.52% |
| Expected Shortfall (cVaR) | -1.32% | -4.52% |
| Year | 12352713:BTCUSD | 12352713:btcusd:triple_med_gx:lsma50_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.80 | 23.86 | -0.38 | + |
| 2023 | 155.54 | 12.75 | 0.08 | - |
| 2024 | 121.00 | 34.27 | 0.28 | - |
| 2025 | -6.34 | -1.72 | 0.27 | + |
| Metric | 12352713:btcusd:triple_med_gx:lsma50_60 | 12352713:BTCUSD |
|---|---|---|
| MTD | -0.3% | 3.72% |
| 3M | -1.72% | -8.05% |
| 6M | 7.16% | 37.53% |
| YTD | -1.72% | -6.34% |
| 1Y | 15.05% | 30.1% |
| 3Y (ann.) | 22.58% | 25.67% |
| 5Y (ann.) | 22.05% | 24.68% |
| Metric | 12352713:btcusd:triple_med_gx:lsma50_60 | 12352713:BTCUSD |
|---|---|---|
| Max Drawdown | -8.71% | -66.79% |
| Longest DD Days | 92.0 | 682.0 |
| Avg. Drawdown | -2.21% | -10.19% |
| Avg. Drawdown Days | 19.0 | 60.0 |
| Recovery Factor | 9.68 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-30 | 2024-05-17 | -8.71 | 17 |
| 2024-09-04 | 2024-11-06 | -7.10 | 63 |
| 2023-12-10 | 2024-01-26 | -6.02 | 47 |
| 2022-04-20 | 2022-05-30 | -4.76 | 40 |
| 2025-01-25 | 2025-03-19 | -4.06 | 53 |
| 2023-05-29 | 2023-06-16 | -3.48 | 18 |
| 2025-03-20 | 2025-03-25 | -3.40 | 5 |
| 2022-12-15 | 2023-03-17 | -2.86 | 92 |
| 2022-07-17 | 2022-07-18 | -1.88 | 1 |
| 2023-03-18 | 2023-03-19 | -1.72 | 1 |
| Metric | 12352713:btcusd:triple_med_gx:lsma50_60 | 12352713:BTCUSD |
|---|---|---|
| Best Day | 9.59% | 11.89% |
| Worst Day | -5.85% | -15.42% |
| Best Week | 10.94% | 35.75% |
| Worst Week | -7.1% | -29.64% |
| Best Month | 12.51% | 43.77% |
| Worst Month | -4.3% | -37.12% |
| Best Year | 34.27% | 155.54% |
| Worst Year | -1.72% | -62.8% |
| Avg. Up Day | 2.61% | 2.66% |
| Avg. Down Day | -1.53% | -1.69% |
| Avg. Up Week | 5.1% | 7.83% |
| Avg. Down Week | -3.12% | -3.47% |
| Avg. Up Month | 6.81% | 15.43% |
| Avg. Down Month | -2.51% | -13.1% |
| Win Days % | 48.45% | 49.06% |
| Win Month % | 65.0% | 59.46% |
| Win Week % | 64.52% | 50.0% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |