| Metric | 12408083:btcusd:triple_med_gx:lsma55_90 | 12408083:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 96.78% | 92.01% |
| Max Drawdown | -24.6% | -66.18% |
| Sharpe | 1.22 | 0.68 |
| Sortino | 2.3 | 0.99 |
| Payoff Ratio | 1.82 | 1.44 |
| Profit Factor | 1.57 | 1.11 |
| Common Sense Ratio | 3.33 | 1.25 |
| CPC Index | 1.21 | 0.78 |
| Tail Ratio | 2.13 | 1.13 |
| Outlier Win Ratio | 32.15 | 3.35 |
| Outlier Loss Ratio | 5.26 | 2.97 |
| Volatility (ann.) | 20.33% | 53.38% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.03 | 0.37 |
| Skew | 2.97 | -0.1 |
| Kurtosis | 29.67 | 4.1 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.85% | 1.78% |
| Expected Yearly % | 18.44% | 17.71% |
| Kelly Criterion | 10.82% | 13.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.5% |
| Expected Shortfall (cVaR) | -1.68% | -4.5% |
| Year | 12408083:BTCUSD | 12408083:btcusd:triple_med_gx:lsma55_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | 17.32 | -0.27 | + |
| 2023 | 155.54 | 47.45 | 0.31 | - |
| 2024 | 121.00 | 8.80 | 0.07 | - |
| 2025 | -6.34 | 4.55 | -0.72 | + |
| Metric | 12408083:btcusd:triple_med_gx:lsma55_90 | 12408083:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 5.05% | -8.05% |
| 6M | 8.17% | 37.53% |
| YTD | 4.55% | -6.34% |
| 1Y | -2.54% | 30.1% |
| 3Y (ann.) | 25.44% | 24.42% |
| 5Y (ann.) | 25.44% | 24.42% |
| Metric | 12408083:btcusd:triple_med_gx:lsma55_90 | 12408083:BTCUSD |
|---|---|---|
| Max Drawdown | -24.6% | -66.18% |
| Longest DD Days | 292.0 | 643.0 |
| Avg. Drawdown | -3.11% | -9.73% |
| Avg. Drawdown Days | 36.0 | 55.0 |
| Recovery Factor | 3.93 | 1.39 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -24.60 | 292 |
| 2022-04-20 | 2022-08-12 | -12.33 | 114 |
| 2023-05-06 | 2023-12-18 | -7.73 | 226 |
| 2024-02-28 | 2024-05-15 | -5.27 | 77 |
| 2023-03-05 | 2023-03-12 | -4.82 | 7 |
| 2022-11-06 | 2022-11-10 | -3.65 | 4 |
| 2024-01-28 | 2024-02-26 | -3.08 | 29 |
| 2022-04-15 | 2022-04-18 | -2.32 | 3 |
| 2022-08-22 | 2022-10-13 | -1.67 | 52 |
| 2023-03-15 | 2023-03-16 | -1.56 | 1 |
| Metric | 12408083:btcusd:triple_med_gx:lsma55_90 | 12408083:BTCUSD |
|---|---|---|
| Best Day | 10.26% | 11.89% |
| Worst Day | -5.71% | -15.42% |
| Best Week | 32.66% | 35.75% |
| Worst Week | -8.06% | -29.64% |
| Best Month | 28.01% | 43.77% |
| Worst Month | -8.88% | -37.12% |
| Best Year | 47.45% | 155.54% |
| Worst Year | 4.55% | -63.7% |
| Avg. Up Day | 2.12% | 2.17% |
| Avg. Down Day | -1.17% | -1.51% |
| Avg. Up Week | 5.07% | 7.32% |
| Avg. Down Week | -2.89% | -5.6% |
| Avg. Up Month | 7.54% | 17.19% |
| Avg. Down Month | -4.14% | -12.77% |
| Win Days % | 42.48% | 48.94% |
| Win Month % | 64.0% | 58.33% |
| Win Week % | 56.25% | 50.0% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |