| Metric | 12404673:btcusd:triple_med_gx:lsma55_80 | 12404673:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 122.48% | 113.17% |
| Max Drawdown | -17.81% | -66.79% |
| Sharpe | 1.45 | 0.74 |
| Sortino | 3.18 | 1.08 |
| Payoff Ratio | 2.13 | 1.48 |
| Profit Factor | 1.83 | 1.12 |
| Common Sense Ratio | 3.77 | 1.27 |
| CPC Index | 1.61 | 0.82 |
| Tail Ratio | 2.06 | 1.13 |
| Outlier Win Ratio | 35.1 | 3.34 |
| Outlier Loss Ratio | 5.66 | 2.73 |
| Volatility (ann.) | 19.73% | 53.32% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.71 | 0.43 |
| Skew | 4.54 | -0.1 |
| Kurtosis | 42.52 | 4.08 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 2.18% | 2.07% |
| Expected Yearly % | 22.13% | 20.83% |
| Kelly Criterion | 13.72% | 14.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.48% |
| Expected Shortfall (cVaR) | -1.62% | -4.48% |
| Year | 12404673:BTCUSD | 12404673:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.70 | 47.43 | -0.79 | + |
| 2023 | 155.54 | 29.11 | 0.19 | - |
| 2024 | 121.00 | 2.38 | 0.02 | - |
| 2025 | -6.34 | 14.16 | -2.23 | + |
| Metric | 12404673:btcusd:triple_med_gx:lsma55_80 | 12404673:BTCUSD |
|---|---|---|
| MTD | 9.19% | 3.72% |
| 3M | 14.71% | -8.05% |
| 6M | 10.67% | 37.53% |
| YTD | 14.16% | -6.34% |
| 1Y | 2.02% | 30.1% |
| 3Y (ann.) | 30.51% | 25.67% |
| 5Y (ann.) | 30.39% | 28.55% |
| Metric | 12404673:btcusd:triple_med_gx:lsma55_80 | 12404673:BTCUSD |
|---|---|---|
| Max Drawdown | -17.81% | -66.79% |
| Longest DD Days | 296.0 | 682.0 |
| Avg. Drawdown | -2.82% | -9.91% |
| Avg. Drawdown Days | 37.0 | 62.0 |
| Recovery Factor | 6.88 | 1.69 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -17.81 | 292 |
| 2023-05-06 | 2024-02-26 | -11.22 | 296 |
| 2022-03-30 | 2022-07-07 | -6.40 | 99 |
| 2024-04-26 | 2024-06-04 | -5.24 | 39 |
| 2023-03-05 | 2023-03-12 | -4.82 | 7 |
| 2022-11-06 | 2022-11-10 | -3.65 | 4 |
| 2022-08-09 | 2022-08-10 | -2.76 | 1 |
| 2022-08-06 | 2022-08-08 | -1.57 | 2 |
| 2023-03-15 | 2023-03-16 | -1.56 | 1 |
| 2022-08-03 | 2022-08-05 | -1.06 | 2 |
| Metric | 12404673:btcusd:triple_med_gx:lsma55_80 | 12404673:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 11.89% |
| Worst Day | -5.6% | -15.42% |
| Best Week | 32.66% | 35.75% |
| Worst Week | -8.06% | -29.64% |
| Best Month | 26.49% | 43.77% |
| Worst Month | -9.44% | -37.12% |
| Best Year | 47.43% | 155.54% |
| Worst Year | 2.38% | -59.7% |
| Avg. Up Day | 2.22% | 2.28% |
| Avg. Down Day | -1.04% | -1.54% |
| Avg. Up Week | 5.8% | 7.84% |
| Avg. Down Week | -2.39% | -5.52% |
| Avg. Up Month | 6.84% | 16.44% |
| Avg. Down Month | -2.63% | -12.12% |
| Win Days % | 41.26% | 49.22% |
| Win Month % | 62.07% | 59.46% |
| Win Week % | 51.61% | 50.31% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |