| Metric | 12360526:btcusd:triple_med_gx:lsma65_85 | 12360526:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 63.31% | 96.31% |
| Max Drawdown | -7.78% | -66.79% |
| Sharpe | 1.4 | 0.69 |
| Sortino | 3.14 | 1.01 |
| Payoff Ratio | 2.03 | 1.4 |
| Profit Factor | 2.07 | 1.11 |
| Common Sense Ratio | NaN | 1.26 |
| CPC Index | 2.02 | 0.76 |
| Tail Ratio | NaN | 1.13 |
| Outlier Win Ratio | 63.7 | 2.96 |
| Outlier Loss Ratio | 4.65 | 2.5 |
| Volatility (ann.) | 12.27% | 53.38% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.28 | 0.38 |
| Skew | 5.03 | -0.09 |
| Kurtosis | 50.2 | 4.08 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.33% | 1.84% |
| Expected Yearly % | 13.05% | 18.37% |
| Kelly Criterion | 22.25% | 12.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -4.49% |
| Expected Shortfall (cVaR) | -1.01% | -4.49% |
| Year | 12360526:BTCUSD | 12360526:btcusd:triple_med_gx:lsma65_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.89 | 13.05 | -0.21 | + |
| 2023 | 155.54 | 16.96 | 0.11 | - |
| 2024 | 121.00 | 21.39 | 0.18 | - |
| 2025 | -6.34 | 1.75 | -0.28 | + |
| Metric | 12360526:btcusd:triple_med_gx:lsma65_85 | 12360526:BTCUSD |
|---|---|---|
| MTD | 1.38% | 3.72% |
| 3M | 1.75% | -8.05% |
| 6M | 1.75% | 37.53% |
| YTD | 1.75% | -6.34% |
| 1Y | 20.99% | 30.1% |
| 3Y (ann.) | 17.76% | 25.21% |
| 5Y (ann.) | 17.76% | 25.21% |
| Metric | 12360526:btcusd:triple_med_gx:lsma65_85 | 12360526:BTCUSD |
|---|---|---|
| Max Drawdown | -7.78% | -66.79% |
| Longest DD Days | 102.0 | 682.0 |
| Avg. Drawdown | -2.21% | -9.91% |
| Avg. Drawdown Days | 23.0 | 62.0 |
| Recovery Factor | 8.14 | 1.44 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-06-07 | 2023-06-20 | -7.78 | 13 |
| 2025-01-22 | 2025-03-25 | -4.92 | 62 |
| 2023-12-22 | 2024-02-11 | -3.58 | 51 |
| 2023-03-22 | 2023-03-23 | -3.21 | 1 |
| 2022-09-23 | 2022-09-29 | -3.06 | 6 |
| 2024-07-22 | 2024-09-17 | -2.82 | 57 |
| 2022-09-30 | 2022-10-03 | -2.72 | 3 |
| 2022-06-03 | 2022-06-06 | -2.51 | 3 |
| 2022-09-20 | 2022-09-22 | -2.38 | 2 |
| 2022-10-05 | 2022-12-08 | -2.22 | 64 |
| Metric | 12360526:btcusd:triple_med_gx:lsma65_85 | 12360526:BTCUSD |
|---|---|---|
| Best Day | 7.8% | 11.89% |
| Worst Day | -3.29% | -15.42% |
| Best Week | 13.72% | 35.75% |
| Worst Week | -3.56% | -29.64% |
| Best Month | 16.11% | 43.77% |
| Worst Month | -1.58% | -37.12% |
| Best Year | 21.39% | 155.54% |
| Worst Year | 1.75% | -62.89% |
| Avg. Up Day | 2.15% | 2.19% |
| Avg. Down Day | -1.06% | -1.56% |
| Avg. Up Week | 2.9% | 4.71% |
| Avg. Down Week | -1.44% | -2.56% |
| Avg. Up Month | 4.71% | 12.63% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 47.92% | 48.99% |
| Win Month % | 87.5% | 59.46% |
| Win Week % | 74.07% | 50.0% |
| Win Quarter % | 90.91% | 53.85% |
| Win Year % | 100.0% | 50.0% |