| Metric | 12392517:btcusd:triple_med_gx:lsma95_40 | 12392517:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 78.98% | 92.17% |
| Max Drawdown | -12.17% | -65.36% |
| Sharpe | 1.24 | 0.68 |
| Sortino | 2.51 | 1.0 |
| Payoff Ratio | 2.33 | 1.86 |
| Profit Factor | 1.86 | 1.11 |
| Common Sense Ratio | 0.0 | 1.25 |
| CPC Index | 1.66 | 1.01 |
| Tail Ratio | 0.0 | 1.13 |
| Outlier Win Ratio | 48.1 | 3.18 |
| Outlier Loss Ratio | 5.15 | 2.59 |
| Volatility (ann.) | 17.04% | 53.47% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.78 | 0.38 |
| Skew | 4.19 | -0.1 |
| Kurtosis | 57.25 | 4.08 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.63% | 1.83% |
| Expected Yearly % | 15.67% | 17.74% |
| Kelly Criterion | 11.92% | 21.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -4.5% |
| Expected Shortfall (cVaR) | -1.41% | -4.5% |
| Year | 12392517:BTCUSD | 12392517:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.67 | 12.75 | -0.20 | + |
| 2023 | 155.54 | 48.94 | 0.31 | - |
| 2024 | 121.00 | 17.52 | 0.14 | - |
| 2025 | -6.34 | -9.31 | 1.47 | - |
| Metric | 12392517:btcusd:triple_med_gx:lsma95_40 | 12392517:BTCUSD |
|---|---|---|
| MTD | 0.1% | 3.72% |
| 3M | -9.31% | -8.05% |
| 6M | -1.57% | 37.53% |
| YTD | -9.31% | -6.34% |
| 1Y | 5.8% | 30.1% |
| 3Y (ann.) | 21.63% | 24.58% |
| 5Y (ann.) | 21.63% | 24.58% |
| Metric | 12392517:btcusd:triple_med_gx:lsma95_40 | 12392517:BTCUSD |
|---|---|---|
| Max Drawdown | -12.17% | -65.36% |
| Longest DD Days | 146.0 | 642.0 |
| Avg. Drawdown | -2.47% | -10.16% |
| Avg. Drawdown Days | 29.0 | 58.0 |
| Recovery Factor | 6.49 | 1.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-17 | 2024-03-24 | -12.17 | 67 |
| 2024-10-30 | 2025-03-25 | -11.63 | 146 |
| 2022-05-23 | 2022-09-09 | -5.46 | 109 |
| 2024-08-03 | 2024-10-28 | -4.71 | 86 |
| 2023-01-30 | 2023-02-15 | -4.48 | 16 |
| 2022-09-30 | 2022-11-23 | -4.21 | 54 |
| 2023-11-02 | 2023-11-15 | -2.35 | 13 |
| 2022-05-03 | 2022-05-22 | -2.30 | 19 |
| 2023-06-24 | 2023-07-07 | -2.06 | 13 |
| 2023-09-08 | 2023-09-12 | -2.05 | 4 |
| Metric | 12392517:btcusd:triple_med_gx:lsma95_40 | 12392517:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 11.89% |
| Worst Day | -8.44% | -15.42% |
| Best Week | 16.39% | 35.75% |
| Worst Week | -5.02% | -29.64% |
| Best Month | 15.47% | 43.77% |
| Worst Month | -7.88% | -37.12% |
| Best Year | 48.94% | 155.54% |
| Worst Year | -9.31% | -63.67% |
| Avg. Up Day | 2.66% | 2.71% |
| Avg. Down Day | -1.14% | -1.45% |
| Avg. Up Week | 5.53% | 6.31% |
| Avg. Down Week | -1.74% | -3.55% |
| Avg. Up Month | 6.72% | 10.84% |
| Avg. Down Month | -4.35% | -14.0% |
| Win Days % | 38.35% | 48.89% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 50.0% | 49.69% |
| Win Quarter % | 90.91% | 50.0% |
| Win Year % | 75.0% | 50.0% |