| Metric | 12362697:btcusd:triple_med_gx:lsma60_90 | 12362697:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 103.54% | 92.01% |
| Max Drawdown | -19.93% | -66.18% |
| Sharpe | 0.95 | 0.68 |
| Sortino | 1.51 | 0.99 |
| Payoff Ratio | 1.29 | 1.17 |
| Profit Factor | 1.27 | 1.11 |
| Common Sense Ratio | 1.63 | 1.25 |
| CPC Index | 0.8 | 0.63 |
| Tail Ratio | 1.29 | 1.13 |
| Outlier Win Ratio | 16.67 | 3.65 |
| Outlier Loss Ratio | 3.89 | 3.43 |
| Volatility (ann.) | 29.68% | 53.38% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.35 | 0.37 |
| Skew | 0.73 | -0.1 |
| Kurtosis | 11.32 | 4.1 |
| Expected Daily % | 0.07% | 0.06% |
| Expected Monthly % | 1.94% | 1.78% |
| Expected Yearly % | 19.44% | 17.71% |
| Kelly Criterion | 9.11% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -4.5% |
| Expected Shortfall (cVaR) | -2.48% | -4.5% |
| Year | 12362697:BTCUSD | 12362697:btcusd:triple_med_gx:lsma60_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | -0.33 | 0.01 | + |
| 2023 | 155.54 | 19.20 | 0.12 | - |
| 2024 | 121.00 | 59.24 | 0.49 | - |
| 2025 | -6.34 | 7.59 | -1.20 | + |
| Metric | 12362697:btcusd:triple_med_gx:lsma60_90 | 12362697:BTCUSD |
|---|---|---|
| MTD | 3.72% | 3.72% |
| 3M | 7.15% | -8.05% |
| 6M | 7.15% | 37.53% |
| YTD | 7.59% | -6.34% |
| 1Y | 45.88% | 30.1% |
| 3Y (ann.) | 26.87% | 24.42% |
| 5Y (ann.) | 26.87% | 24.42% |
| Metric | 12362697:btcusd:triple_med_gx:lsma60_90 | 12362697:BTCUSD |
|---|---|---|
| Max Drawdown | -19.93% | -66.18% |
| Longest DD Days | 357.0 | 643.0 |
| Avg. Drawdown | -5.93% | -9.73% |
| Avg. Drawdown Days | 42.0 | 55.0 |
| Recovery Factor | 5.2 | 1.39 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-05-29 | 2024-05-20 | -19.93 | 357 |
| 2022-09-13 | 2023-03-13 | -17.58 | 181 |
| 2025-03-03 | 2025-03-25 | -16.66 | 22 |
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2025-01-22 | 2025-03-02 | -9.37 | 39 |
| 2022-06-01 | 2022-09-12 | -8.71 | 103 |
| 2022-05-16 | 2022-05-30 | -8.60 | 14 |
| 2022-05-11 | 2022-05-15 | -6.65 | 4 |
| 2024-05-21 | 2024-07-13 | -4.88 | 53 |
| 2024-07-22 | 2024-09-13 | -4.11 | 53 |
| Metric | 12362697:btcusd:triple_med_gx:lsma60_90 | 12362697:BTCUSD |
|---|---|---|
| Best Day | 9.59% | 11.89% |
| Worst Day | -9.95% | -15.42% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -11.18% | -29.64% |
| Best Month | 36.96% | 43.77% |
| Worst Month | -11.58% | -37.12% |
| Best Year | 59.24% | 155.54% |
| Worst Year | -0.33% | -63.7% |
| Avg. Up Day | 2.08% | 2.08% |
| Avg. Down Day | -1.61% | -1.79% |
| Avg. Up Week | 3.86% | 4.4% |
| Avg. Down Week | -2.41% | -4.23% |
| Avg. Up Month | 12.67% | 11.86% |
| Avg. Down Month | -5.66% | -13.02% |
| Win Days % | 48.85% | 48.94% |
| Win Month % | 56.52% | 58.33% |
| Win Week % | 57.75% | 50.0% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 75.0% | 50.0% |