| Metric | 12392509:btcusd:triple_med_gx:lsma60_40 | 12392509:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 43.61% | 96.75% |
| Max Drawdown | -15.65% | -66.79% |
| Sharpe | 0.81 | 0.68 |
| Sortino | 1.52 | 1.0 |
| Payoff Ratio | 1.92 | 1.41 |
| Profit Factor | 1.52 | 1.11 |
| Common Sense Ratio | 0.0 | 1.25 |
| CPC Index | 1.09 | 0.77 |
| Tail Ratio | 0.0 | 1.13 |
| Outlier Win Ratio | 53.77 | 3.0 |
| Outlier Loss Ratio | 5.41 | 2.71 |
| Volatility (ann.) | 16.35% | 53.64% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.8 | 0.37 |
| Skew | 4.28 | -0.09 |
| Kurtosis | 62.04 | 3.95 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.98% | 1.85% |
| Expected Yearly % | 9.47% | 18.43% |
| Kelly Criterion | 4.73% | 12.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -4.52% |
| Expected Shortfall (cVaR) | -1.37% | -4.52% |
| Year | 12392509:BTCUSD | 12392509:btcusd:triple_med_gx:lsma60_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.80 | -3.82 | 0.06 | + |
| 2023 | 155.54 | 26.76 | 0.17 | - |
| 2024 | 121.00 | 30.06 | 0.25 | - |
| 2025 | -6.34 | -9.43 | 1.49 | - |
| Metric | 12392509:btcusd:triple_med_gx:lsma60_40 | 12392509:BTCUSD |
|---|---|---|
| MTD | 0.1% | 3.72% |
| 3M | -10.27% | -8.05% |
| 6M | -14.68% | 37.53% |
| YTD | -9.43% | -6.34% |
| 1Y | -9.42% | 30.1% |
| 3Y (ann.) | 15.39% | 25.67% |
| 5Y (ann.) | 12.52% | 24.68% |
| Metric | 12392509:btcusd:triple_med_gx:lsma60_40 | 12392509:BTCUSD |
|---|---|---|
| Max Drawdown | -15.65% | -66.79% |
| Longest DD Days | 326.0 | 682.0 |
| Avg. Drawdown | -3.57% | -10.19% |
| Avg. Drawdown Days | 62.0 | 60.0 |
| Recovery Factor | 2.79 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-29 | 2025-03-25 | -15.65 | 177 |
| 2022-03-09 | 2023-01-29 | -14.10 | 326 |
| 2023-06-24 | 2023-10-16 | -9.85 | 114 |
| 2024-05-30 | 2024-07-19 | -4.53 | 50 |
| 2023-11-02 | 2024-02-26 | -1.78 | 116 |
| 2024-03-17 | 2024-03-20 | -1.60 | 3 |
| 2023-04-05 | 2023-06-19 | -0.97 | 75 |
| 2023-06-22 | 2023-06-23 | -0.36 | 1 |
| 2024-05-12 | 2024-05-13 | -0.18 | 1 |
| 2023-10-31 | 2023-11-01 | -0.18 | 1 |
| Metric | 12392509:btcusd:triple_med_gx:lsma60_40 | 12392509:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 11.89% |
| Worst Day | -7.39% | -15.42% |
| Best Week | 20.79% | 35.75% |
| Worst Week | -9.04% | -29.64% |
| Best Month | 20.79% | 43.77% |
| Worst Month | -6.56% | -37.12% |
| Best Year | 30.06% | 155.54% |
| Worst Year | -9.43% | -62.8% |
| Avg. Up Day | 2.27% | 2.36% |
| Avg. Down Day | -1.19% | -1.68% |
| Avg. Up Week | 4.38% | 7.01% |
| Avg. Down Week | -2.3% | -3.81% |
| Avg. Up Month | 5.8% | 19.22% |
| Avg. Down Month | -2.28% | -14.36% |
| Win Days % | 37.41% | 49.06% |
| Win Month % | 48.39% | 59.46% |
| Win Week % | 47.17% | 50.0% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |