| Metric | 12395460:btcusd:triple_med_gx:lsma60_50 | 12395460:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 46.02% | 96.75% |
| Max Drawdown | -21.9% | -66.79% |
| Sharpe | 0.7 | 0.68 |
| Sortino | 1.29 | 1.0 |
| Payoff Ratio | 1.64 | 1.56 |
| Profit Factor | 1.32 | 1.11 |
| Common Sense Ratio | 1.54 | 1.25 |
| CPC Index | 0.82 | 0.85 |
| Tail Ratio | 1.17 | 1.13 |
| Outlier Win Ratio | 37.33 | 3.37 |
| Outlier Loss Ratio | 5.02 | 2.91 |
| Volatility (ann.) | 20.62% | 53.64% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.6 | 0.37 |
| Skew | 3.31 | -0.09 |
| Kurtosis | 36.39 | 3.95 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 1.03% | 1.85% |
| Expected Yearly % | 9.93% | 18.43% |
| Kelly Criterion | -0.02% | 16.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -4.52% |
| Expected Shortfall (cVaR) | -1.74% | -4.52% |
| Year | 12395460:BTCUSD | 12395460:btcusd:triple_med_gx:lsma60_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.80 | 4.97 | -0.08 | + |
| 2023 | 155.54 | 63.98 | 0.41 | - |
| 2024 | 121.00 | -8.53 | -0.07 | - |
| 2025 | -6.34 | -7.26 | 1.15 | - |
| Metric | 12395460:btcusd:triple_med_gx:lsma60_50 | 12395460:BTCUSD |
|---|---|---|
| MTD | 1.43% | 3.72% |
| 3M | -7.26% | -8.05% |
| 6M | -14.06% | 37.53% |
| YTD | -7.26% | -6.34% |
| 1Y | -11.36% | 30.1% |
| 3Y (ann.) | 13.41% | 25.67% |
| 5Y (ann.) | 13.13% | 24.68% |
| Metric | 12395460:btcusd:triple_med_gx:lsma60_50 | 12395460:BTCUSD |
|---|---|---|
| Max Drawdown | -21.9% | -66.79% |
| Longest DD Days | 400.0 | 682.0 |
| Avg. Drawdown | -5.24% | -10.19% |
| Avg. Drawdown Days | 73.0 | 60.0 |
| Recovery Factor | 2.1 | 1.45 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-17 | 2025-03-25 | -21.90 | 312 |
| 2023-04-11 | 2024-05-15 | -19.24 | 400 |
| 2022-07-08 | 2022-09-09 | -10.61 | 63 |
| 2022-09-20 | 2023-01-12 | -7.68 | 114 |
| 2023-02-15 | 2023-02-17 | -3.49 | 2 |
| 2022-03-20 | 2022-07-07 | -3.21 | 109 |
| 2023-03-18 | 2023-03-29 | -2.08 | 11 |
| 2023-03-15 | 2023-03-16 | -1.56 | 1 |
| 2023-04-01 | 2023-04-10 | -1.36 | 9 |
| 2023-03-30 | 2023-03-31 | -1.14 | 1 |
| Metric | 12395460:btcusd:triple_med_gx:lsma60_50 | 12395460:BTCUSD |
|---|---|---|
| Best Day | 10.58% | 11.89% |
| Worst Day | -7.72% | -15.42% |
| Best Week | 32.9% | 35.75% |
| Worst Week | -9.53% | -29.64% |
| Best Month | 35.86% | 43.77% |
| Worst Month | -11.4% | -37.12% |
| Best Year | 63.98% | 155.54% |
| Worst Year | -8.53% | -62.8% |
| Avg. Up Day | 2.25% | 2.3% |
| Avg. Down Day | -1.37% | -1.47% |
| Avg. Up Week | 5.44% | 9.62% |
| Avg. Down Week | -2.85% | -4.38% |
| Avg. Up Month | 8.11% | 11.99% |
| Avg. Down Month | -3.7% | -10.3% |
| Win Days % | 37.85% | 49.06% |
| Win Month % | 46.67% | 59.46% |
| Win Week % | 41.43% | 50.0% |
| Win Quarter % | 50.0% | 53.85% |
| Win Year % | 50.0% | 50.0% |