| Metric | 12354220:btcusd:triple_med_gx:lsma50_65 | 12354220:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 94.22% | 127.48% |
| Max Drawdown | -8.74% | -66.79% |
| Sharpe | 1.35 | 0.77 |
| Sortino | 2.82 | 1.14 |
| Payoff Ratio | 1.55 | 1.46 |
| Profit Factor | 2.02 | 1.13 |
| Common Sense Ratio | NaN | 1.28 |
| CPC Index | 1.61 | 0.81 |
| Tail Ratio | NaN | 1.14 |
| Outlier Win Ratio | 49.17 | 3.16 |
| Outlier Loss Ratio | 3.5 | 2.62 |
| Volatility (ann.) | 17.23% | 53.5% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.78 | 0.46 |
| Skew | 4.43 | -0.08 |
| Kurtosis | 47.91 | 3.99 |
| Expected Daily % | 0.06% | 0.07% |
| Expected Monthly % | 1.81% | 2.25% |
| Expected Yearly % | 18.05% | 22.81% |
| Kelly Criterion | 20.1% | 14.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -4.49% |
| Expected Shortfall (cVaR) | -1.42% | -4.49% |
| Year | 12354220:BTCUSD | 12354220:btcusd:triple_med_gx:lsma50_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | 29.47 | -0.52 | + |
| 2023 | 155.54 | 9.73 | 0.06 | - |
| 2024 | 121.00 | 39.10 | 0.32 | - |
| 2025 | -6.34 | -1.72 | 0.27 | + |
| Metric | 12354220:btcusd:triple_med_gx:lsma50_65 | 12354220:BTCUSD |
|---|---|---|
| MTD | -0.3% | 3.72% |
| 3M | -1.72% | -8.05% |
| 6M | 8.08% | 37.53% |
| YTD | -1.72% | -6.34% |
| 1Y | 19.18% | 30.1% |
| 3Y (ann.) | 24.74% | 25.67% |
| 5Y (ann.) | 24.27% | 30.87% |
| Metric | 12354220:btcusd:triple_med_gx:lsma50_65 | 12354220:BTCUSD |
|---|---|---|
| Max Drawdown | -8.74% | -66.79% |
| Longest DD Days | 312.0 | 682.0 |
| Avg. Drawdown | -2.6% | -9.12% |
| Avg. Drawdown Days | 32.0 | 53.0 |
| Recovery Factor | 10.78 | 1.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-09-13 | -8.74 | 115 |
| 2024-04-30 | 2024-05-17 | -8.71 | 17 |
| 2023-03-20 | 2024-01-26 | -8.32 | 312 |
| 2022-12-15 | 2023-03-17 | -6.92 | 92 |
| 2025-01-25 | 2025-03-19 | -4.06 | 53 |
| 2025-03-20 | 2025-03-25 | -3.40 | 5 |
| 2022-05-26 | 2022-05-29 | -2.18 | 3 |
| 2022-07-17 | 2022-07-18 | -1.88 | 1 |
| 2023-03-18 | 2023-03-19 | -1.72 | 1 |
| 2024-05-18 | 2024-05-20 | -1.17 | 2 |
| Metric | 12354220:btcusd:triple_med_gx:lsma50_65 | 12354220:BTCUSD |
|---|---|---|
| Best Day | 9.59% | 11.89% |
| Worst Day | -5.85% | -15.42% |
| Best Week | 12.13% | 35.75% |
| Worst Week | -7.1% | -29.64% |
| Best Month | 11.93% | 43.77% |
| Worst Month | -4.3% | -37.12% |
| Best Year | 39.1% | 155.54% |
| Worst Year | -1.72% | -56.99% |
| Avg. Up Day | 2.55% | 2.58% |
| Avg. Down Day | -1.64% | -1.77% |
| Avg. Up Week | 6.23% | 7.28% |
| Avg. Down Week | -3.1% | -3.67% |
| Avg. Up Month | 7.01% | 16.58% |
| Avg. Down Month | -3.36% | -8.56% |
| Win Days % | 51.4% | 49.19% |
| Win Month % | 63.16% | 59.46% |
| Win Week % | 58.62% | 50.92% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |