| Metric | 12391310:btcusd:triple_med_gx:lsma80_35 | 12391310:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 67.55% | 113.17% |
| Max Drawdown | -15.46% | -66.79% |
| Sharpe | 1.17 | 0.74 |
| Sortino | 2.37 | 1.08 |
| Payoff Ratio | 2.27 | 1.65 |
| Profit Factor | 1.69 | 1.12 |
| Common Sense Ratio | 1.52 | 1.27 |
| CPC Index | 1.48 | 0.91 |
| Tail Ratio | 0.9 | 1.13 |
| Outlier Win Ratio | 47.81 | 3.17 |
| Outlier Loss Ratio | 5.48 | 2.7 |
| Volatility (ann.) | 15.82% | 53.32% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.21 | 0.43 |
| Skew | 4.14 | -0.1 |
| Kurtosis | 44.79 | 4.08 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.4% | 2.07% |
| Expected Yearly % | 13.77% | 20.83% |
| Kelly Criterion | 11.6% | 18.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -4.48% |
| Expected Shortfall (cVaR) | -1.31% | -4.48% |
| Year | 12391310:BTCUSD | 12391310:btcusd:triple_med_gx:lsma80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.70 | -4.55 | 0.08 | + |
| 2023 | 155.54 | 32.40 | 0.21 | - |
| 2024 | 121.00 | 29.95 | 0.25 | - |
| 2025 | -6.34 | 2.02 | -0.32 | + |
| Metric | 12391310:btcusd:triple_med_gx:lsma80_35 | 12391310:BTCUSD |
|---|---|---|
| MTD | -0.31% | 3.72% |
| 3M | 2.02% | -8.05% |
| 6M | 7.75% | 37.53% |
| YTD | 2.02% | -6.34% |
| 1Y | 13.75% | 30.1% |
| 3Y (ann.) | 18.75% | 25.67% |
| 5Y (ann.) | 18.68% | 28.55% |
| Metric | 12391310:btcusd:triple_med_gx:lsma80_35 | 12391310:BTCUSD |
|---|---|---|
| Max Drawdown | -15.46% | -66.79% |
| Longest DD Days | 340.0 | 682.0 |
| Avg. Drawdown | -2.89% | -9.91% |
| Avg. Drawdown Days | 54.0 | 62.0 |
| Recovery Factor | 4.37 | 1.69 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2023-03-26 | -15.46 | 340 |
| 2024-07-22 | 2024-11-21 | -8.48 | 122 |
| 2024-03-21 | 2024-03-25 | -5.96 | 4 |
| 2023-03-27 | 2023-05-28 | -3.05 | 62 |
| 2025-02-05 | 2025-03-25 | -2.50 | 48 |
| 2024-11-23 | 2025-01-29 | -2.29 | 67 |
| 2023-11-05 | 2024-03-04 | -1.89 | 120 |
| 2023-05-31 | 2023-06-17 | -1.63 | 17 |
| 2023-06-24 | 2023-08-29 | -1.44 | 66 |
| 2023-11-02 | 2023-11-04 | -0.80 | 2 |
| Metric | 12391310:btcusd:triple_med_gx:lsma80_35 | 12391310:BTCUSD |
|---|---|---|
| Best Day | 9.62% | 11.89% |
| Worst Day | -5.88% | -15.42% |
| Best Week | 16.63% | 35.75% |
| Worst Week | -6.05% | -29.64% |
| Best Month | 22.37% | 43.77% |
| Worst Month | -6.92% | -37.12% |
| Best Year | 32.4% | 155.54% |
| Worst Year | -4.55% | -59.7% |
| Avg. Up Day | 2.34% | 2.39% |
| Avg. Down Day | -1.03% | -1.45% |
| Avg. Up Week | 6.35% | 7.27% |
| Avg. Down Week | -1.32% | -4.94% |
| Avg. Up Month | 6.7% | 11.21% |
| Avg. Down Month | -2.85% | -16.24% |
| Win Days % | 38.67% | 49.22% |
| Win Month % | 51.85% | 59.46% |
| Win Week % | 37.25% | 50.31% |
| Win Quarter % | 81.82% | 53.85% |
| Win Year % | 75.0% | 50.0% |