| Metric | 12392458:btcusd:triple_med_gx:lsma95_40 | 12392458:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 94.22% | 92.17% |
| Max Drawdown | -12.05% | -65.36% |
| Sharpe | 1.32 | 0.68 |
| Sortino | 2.76 | 1.0 |
| Payoff Ratio | 2.63 | 1.89 |
| Profit Factor | 1.96 | 1.11 |
| Common Sense Ratio | 0.0 | 1.25 |
| CPC Index | 1.93 | 1.03 |
| Tail Ratio | 0.0 | 1.13 |
| Outlier Win Ratio | 46.49 | 3.31 |
| Outlier Loss Ratio | 5.33 | 2.65 |
| Volatility (ann.) | 18.32% | 53.47% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.08 | 0.38 |
| Skew | 4.28 | -0.1 |
| Kurtosis | 52.1 | 4.08 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.86% | 1.83% |
| Expected Yearly % | 18.05% | 17.74% |
| Kelly Criterion | 13.48% | 21.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -4.5% |
| Expected Shortfall (cVaR) | -1.51% | -4.5% |
| Year | 12392458:BTCUSD | 12392458:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.67 | 8.43 | -0.13 | + |
| 2023 | 155.54 | 20.07 | 0.13 | - |
| 2024 | 121.00 | 45.84 | 0.38 | - |
| 2025 | -6.34 | 2.28 | -0.36 | + |
| Metric | 12392458:btcusd:triple_med_gx:lsma95_40 | 12392458:BTCUSD |
|---|---|---|
| MTD | 6.5% | 3.72% |
| 3M | 2.28% | -8.05% |
| 6M | 25.24% | 37.53% |
| YTD | 2.28% | -6.34% |
| 1Y | 40.83% | 30.1% |
| 3Y (ann.) | 25.02% | 24.58% |
| 5Y (ann.) | 25.02% | 24.58% |
| Metric | 12392458:btcusd:triple_med_gx:lsma95_40 | 12392458:BTCUSD |
|---|---|---|
| Max Drawdown | -12.05% | -65.36% |
| Longest DD Days | 146.0 | 642.0 |
| Avg. Drawdown | -2.78% | -10.16% |
| Avg. Drawdown Days | 44.0 | 58.0 |
| Recovery Factor | 7.82 | 1.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-12 | 2024-03-24 | -12.05 | 12 |
| 2022-04-26 | 2022-09-09 | -6.05 | 136 |
| 2024-11-29 | 2025-03-12 | -5.48 | 103 |
| 2023-06-22 | 2023-11-15 | -5.10 | 146 |
| 2022-09-30 | 2023-01-29 | -4.65 | 121 |
| 2023-01-30 | 2023-02-15 | -4.48 | 16 |
| 2024-07-22 | 2024-10-28 | -3.60 | 98 |
| 2023-02-16 | 2023-02-17 | -3.32 | 1 |
| 2025-03-13 | 2025-03-14 | -3.09 | 1 |
| 2023-04-05 | 2023-06-21 | -1.96 | 77 |
| Metric | 12392458:btcusd:triple_med_gx:lsma95_40 | 12392458:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 11.89% |
| Worst Day | -8.44% | -15.42% |
| Best Week | 13.28% | 35.75% |
| Worst Week | -3.96% | -29.64% |
| Best Month | 15.32% | 43.77% |
| Worst Month | -3.96% | -37.12% |
| Best Year | 45.84% | 155.54% |
| Worst Year | 2.28% | -63.67% |
| Avg. Up Day | 2.91% | 2.95% |
| Avg. Down Day | -1.1% | -1.56% |
| Avg. Up Week | 5.35% | 6.88% |
| Avg. Down Week | -1.86% | -2.57% |
| Avg. Up Month | 7.02% | 13.27% |
| Avg. Down Month | -3.0% | -14.24% |
| Win Days % | 37.31% | 48.89% |
| Win Month % | 59.09% | 58.33% |
| Win Week % | 59.46% | 49.69% |
| Win Quarter % | 72.73% | 50.0% |
| Win Year % | 100.0% | 50.0% |