| Metric | 12391246:btcusd:triple_med_gx:lsma60_35 | 12391246:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 61.89% | 96.75% |
| Max Drawdown | -21.53% | -66.79% |
| Sharpe | 0.99 | 0.68 |
| Sortino | 1.91 | 1.0 |
| Payoff Ratio | 1.89 | 1.33 |
| Profit Factor | 1.58 | 1.11 |
| Common Sense Ratio | 2.47 | 1.25 |
| CPC Index | 1.17 | 0.72 |
| Tail Ratio | 1.57 | 1.13 |
| Outlier Win Ratio | 46.39 | 3.22 |
| Outlier Loss Ratio | 5.59 | 2.75 |
| Volatility (ann.) | 17.47% | 53.64% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.79 | 0.37 |
| Skew | 4.02 | -0.09 |
| Kurtosis | 48.26 | 3.95 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.31% | 1.85% |
| Expected Yearly % | 12.8% | 18.43% |
| Kelly Criterion | 6.98% | 10.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -4.52% |
| Expected Shortfall (cVaR) | -1.46% | -4.52% |
| Year | 12391246:BTCUSD | 12391246:btcusd:triple_med_gx:lsma60_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.80 | -8.11 | 0.13 | + |
| 2023 | 155.54 | 22.28 | 0.14 | - |
| 2024 | 121.00 | 55.26 | 0.46 | - |
| 2025 | -6.34 | -7.20 | 1.14 | - |
| Metric | 12391246:btcusd:triple_med_gx:lsma60_35 | 12391246:BTCUSD |
|---|---|---|
| MTD | 0.46% | 3.72% |
| 3M | -8.06% | -8.05% |
| 6M | -5.53% | 37.53% |
| YTD | -7.2% | -6.34% |
| 1Y | 6.88% | 30.1% |
| 3Y (ann.) | 20.09% | 25.67% |
| 5Y (ann.) | 17.0% | 24.68% |
| Metric | 12391246:btcusd:triple_med_gx:lsma60_35 | 12391246:BTCUSD |
|---|---|---|
| Max Drawdown | -21.53% | -66.79% |
| Longest DD Days | 468.0 | 682.0 |
| Avg. Drawdown | -4.11% | -10.19% |
| Avg. Drawdown Days | 71.0 | 60.0 |
| Recovery Factor | 2.87 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-06-20 | -21.53 | 468 |
| 2024-12-20 | 2025-03-25 | -12.27 | 95 |
| 2024-09-29 | 2024-11-21 | -7.96 | 53 |
| 2024-03-21 | 2024-07-15 | -6.37 | 116 |
| 2023-08-30 | 2024-02-26 | -5.54 | 180 |
| 2024-03-18 | 2024-03-20 | -1.42 | 2 |
| 2023-06-24 | 2023-08-29 | -0.88 | 66 |
| 2023-06-22 | 2023-06-23 | -0.36 | 1 |
| 2024-07-17 | 2024-07-19 | -0.34 | 2 |
| 2024-09-26 | 2024-09-27 | -0.18 | 1 |
| Metric | 12391246:btcusd:triple_med_gx:lsma60_35 | 12391246:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 11.89% |
| Worst Day | -6.03% | -15.42% |
| Best Week | 22.99% | 35.75% |
| Worst Week | -6.56% | -29.64% |
| Best Month | 22.76% | 43.77% |
| Worst Month | -7.21% | -37.12% |
| Best Year | 55.26% | 155.54% |
| Worst Year | -8.11% | -62.8% |
| Avg. Up Day | 2.15% | 2.23% |
| Avg. Down Day | -1.14% | -1.68% |
| Avg. Up Week | 4.53% | 7.32% |
| Avg. Down Week | -1.57% | -3.26% |
| Avg. Up Month | 7.69% | 18.37% |
| Avg. Down Month | -3.08% | -14.0% |
| Win Days % | 39.18% | 49.06% |
| Win Month % | 45.45% | 59.46% |
| Win Week % | 42.19% | 50.0% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |