| Metric | 12392683:btcusd:triple_med_gx:lsma95_40 | 12392683:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 67.51% | 92.17% |
| Max Drawdown | -17.03% | -65.36% |
| Sharpe | 0.94 | 0.68 |
| Sortino | 1.69 | 1.0 |
| Payoff Ratio | 2.11 | 1.45 |
| Profit Factor | 1.44 | 1.11 |
| Common Sense Ratio | 2.72 | 1.25 |
| CPC Index | 1.11 | 0.79 |
| Tail Ratio | 1.9 | 1.13 |
| Outlier Win Ratio | 32.73 | 3.25 |
| Outlier Loss Ratio | 5.43 | 2.92 |
| Volatility (ann.) | 20.96% | 53.47% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.11 | 0.38 |
| Skew | 2.89 | -0.1 |
| Kurtosis | 41.34 | 4.08 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.44% | 1.83% |
| Expected Yearly % | 13.77% | 17.74% |
| Kelly Criterion | 6.58% | 13.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -4.5% |
| Expected Shortfall (cVaR) | -1.75% | -4.5% |
| Year | 12392683:BTCUSD | 12392683:btcusd:triple_med_gx:lsma95_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.67 | 17.41 | -0.27 | + |
| 2023 | 155.54 | 7.50 | 0.05 | - |
| 2024 | 121.00 | 26.90 | 0.22 | - |
| 2025 | -6.34 | 4.58 | -0.72 | + |
| Metric | 12392683:btcusd:triple_med_gx:lsma95_40 | 12392683:BTCUSD |
|---|---|---|
| MTD | -0.61% | 3.72% |
| 3M | 5.0% | -8.05% |
| 6M | 17.56% | 37.53% |
| YTD | 4.58% | -6.34% |
| 1Y | 24.61% | 30.1% |
| 3Y (ann.) | 18.95% | 24.58% |
| 5Y (ann.) | 18.95% | 24.58% |
| Metric | 12392683:btcusd:triple_med_gx:lsma95_40 | 12392683:BTCUSD |
|---|---|---|
| Max Drawdown | -17.03% | -65.36% |
| Longest DD Days | 500.0 | 642.0 |
| Avg. Drawdown | -3.2% | -10.16% |
| Avg. Drawdown Days | 41.0 | 58.0 |
| Recovery Factor | 3.96 | 1.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2024-01-26 | -17.03 | 500 |
| 2024-03-12 | 2024-08-08 | -11.69 | 149 |
| 2024-11-25 | 2024-12-06 | -6.19 | 11 |
| 2024-10-30 | 2024-11-06 | -5.97 | 7 |
| 2022-05-03 | 2022-05-30 | -5.59 | 27 |
| 2022-06-28 | 2022-09-07 | -5.41 | 71 |
| 2025-03-20 | 2025-03-25 | -3.71 | 5 |
| 2024-10-21 | 2024-10-28 | -2.75 | 7 |
| 2025-01-22 | 2025-02-03 | -2.70 | 12 |
| 2025-02-13 | 2025-03-19 | -2.27 | 34 |
| Metric | 12392683:btcusd:triple_med_gx:lsma95_40 | 12392683:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -9.95% | -15.42% |
| Best Week | 13.8% | 35.75% |
| Worst Week | -8.83% | -29.64% |
| Best Month | 9.41% | 43.77% |
| Worst Month | -3.98% | -37.12% |
| Best Year | 26.9% | 155.54% |
| Worst Year | 4.58% | -63.67% |
| Avg. Up Day | 2.36% | 2.42% |
| Avg. Down Day | -1.12% | -1.67% |
| Avg. Up Week | 3.93% | 5.05% |
| Avg. Down Week | -2.78% | -3.63% |
| Avg. Up Month | 3.18% | 13.62% |
| Avg. Down Month | -0.74% | -7.49% |
| Win Days % | 36.65% | 48.89% |
| Win Month % | 67.86% | 58.33% |
| Win Week % | 51.79% | 49.69% |
| Win Quarter % | 83.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |