| Metric | 12362248:btcusd:triple_med_gx:lsma65_90 | 12362248:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 67.05% | 92.01% |
| Max Drawdown | -7.99% | -66.18% |
| Sharpe | 1.3 | 0.68 |
| Sortino | 2.87 | 0.99 |
| Payoff Ratio | 1.98 | 1.41 |
| Profit Factor | 1.86 | 1.11 |
| Common Sense Ratio | 0.0 | 1.25 |
| CPC Index | 1.73 | 0.77 |
| Tail Ratio | 0.0 | 1.13 |
| Outlier Win Ratio | 55.3 | 3.1 |
| Outlier Loss Ratio | 4.42 | 2.63 |
| Volatility (ann.) | 14.03% | 53.38% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.35 | 0.37 |
| Skew | 4.89 | -0.1 |
| Kurtosis | 46.43 | 4.1 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.4% | 1.78% |
| Expected Yearly % | 13.69% | 17.71% |
| Kelly Criterion | 20.13% | 12.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -4.5% |
| Expected Shortfall (cVaR) | -1.16% | -4.5% |
| Year | 12362248:BTCUSD | 12362248:btcusd:triple_med_gx:lsma65_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | 14.81 | -0.23 | + |
| 2023 | 155.54 | 17.47 | 0.11 | - |
| 2024 | 121.00 | 21.54 | 0.18 | - |
| 2025 | -6.34 | 1.91 | -0.30 | + |
| Metric | 12362248:btcusd:triple_med_gx:lsma65_90 | 12362248:BTCUSD |
|---|---|---|
| MTD | 1.38% | 3.72% |
| 3M | 1.91% | -8.05% |
| 6M | 1.91% | 37.53% |
| YTD | 1.91% | -6.34% |
| 1Y | 17.39% | 30.1% |
| 3Y (ann.) | 18.75% | 24.42% |
| 5Y (ann.) | 18.75% | 24.42% |
| Metric | 12362248:btcusd:triple_med_gx:lsma65_90 | 12362248:BTCUSD |
|---|---|---|
| Max Drawdown | -7.99% | -66.18% |
| Longest DD Days | 244.0 | 643.0 |
| Avg. Drawdown | -3.11% | -9.73% |
| Avg. Drawdown Days | 50.0 | 55.0 |
| Recovery Factor | 8.39 | 1.39 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-03-25 | -7.99 | 62 |
| 2023-06-07 | 2023-06-20 | -7.78 | 13 |
| 2022-10-05 | 2023-06-06 | -6.81 | 244 |
| 2024-05-21 | 2024-07-21 | -5.22 | 61 |
| 2023-09-16 | 2024-02-11 | -3.24 | 148 |
| 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 |
| 2022-06-20 | 2022-09-22 | -2.62 | 94 |
| 2022-06-03 | 2022-06-06 | -2.51 | 3 |
| Metric | 12362248:btcusd:triple_med_gx:lsma65_90 | 12362248:BTCUSD |
|---|---|---|
| Best Day | 8.46% | 11.89% |
| Worst Day | -3.29% | -15.42% |
| Best Week | 13.3% | 35.75% |
| Worst Week | -2.33% | -29.64% |
| Best Month | 15.69% | 43.77% |
| Worst Month | -1.69% | -37.12% |
| Best Year | 21.54% | 155.54% |
| Worst Year | 1.91% | -63.7% |
| Avg. Up Day | 2.22% | 2.24% |
| Avg. Down Day | -1.12% | -1.59% |
| Avg. Up Week | 3.08% | 4.65% |
| Avg. Down Week | -1.25% | -2.49% |
| Avg. Up Month | 4.51% | 13.1% |
| Avg. Down Month | -0.47% | -17.69% |
| Win Days % | 46.9% | 48.94% |
| Win Month % | 80.0% | 58.33% |
| Win Week % | 71.43% | 50.0% |
| Win Quarter % | 81.82% | 50.0% |
| Win Year % | 100.0% | 50.0% |