| Metric | 12408084:btcusd:triple_med_gx:lsma60_90 | 12408084:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 36.79% | 92.01% |
| Max Drawdown | -21.41% | -66.18% |
| Sharpe | 0.59 | 0.68 |
| Sortino | 0.93 | 0.99 |
| Payoff Ratio | 1.7 | 1.44 |
| Profit Factor | 1.28 | 1.11 |
| Common Sense Ratio | 1.47 | 1.25 |
| CPC Index | 0.86 | 0.78 |
| Tail Ratio | 1.15 | 1.13 |
| Outlier Win Ratio | 36.19 | 3.26 |
| Outlier Loss Ratio | 4.52 | 3.02 |
| Volatility (ann.) | 21.98% | 53.38% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.52 | 0.37 |
| Skew | 0.69 | -0.1 |
| Kurtosis | 48.27 | 4.1 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.85% | 1.78% |
| Expected Yearly % | 8.15% | 17.71% |
| Kelly Criterion | 4.45% | 13.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.86% | -4.5% |
| Expected Shortfall (cVaR) | -1.86% | -4.5% |
| Year | 12408084:BTCUSD | 12408084:btcusd:triple_med_gx:lsma60_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | -13.50 | 0.21 | + |
| 2023 | 155.54 | 58.51 | 0.38 | - |
| 2024 | 121.00 | 0.65 | 0.01 | - |
| 2025 | -6.34 | -0.88 | 0.14 | + |
| Metric | 12408084:btcusd:triple_med_gx:lsma60_90 | 12408084:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -0.88% | -8.05% |
| 6M | -3.08% | 37.53% |
| YTD | -0.88% | -6.34% |
| 1Y | -9.42% | 30.1% |
| 3Y (ann.) | 11.06% | 24.42% |
| 5Y (ann.) | 11.06% | 24.42% |
| Metric | 12408084:btcusd:triple_med_gx:lsma60_90 | 12408084:BTCUSD |
|---|---|---|
| Max Drawdown | -21.41% | -66.18% |
| Longest DD Days | 327.0 | 643.0 |
| Avg. Drawdown | -6.12% | -9.73% |
| Avg. Drawdown Days | 86.0 | 55.0 |
| Recovery Factor | 1.72 | 1.39 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-19 | 2023-03-12 | -21.41 | 327 |
| 2024-05-18 | 2025-03-25 | -20.50 | 311 |
| 2023-05-06 | 2023-12-21 | -16.40 | 229 |
| 2024-05-10 | 2024-05-15 | -3.62 | 5 |
| 2024-02-29 | 2024-05-09 | -3.34 | 70 |
| 2023-03-18 | 2023-03-19 | -1.72 | 1 |
| 2023-03-15 | 2023-03-16 | -1.56 | 1 |
| 2023-12-23 | 2024-02-09 | -1.51 | 48 |
| 2023-04-02 | 2023-05-05 | -1.50 | 33 |
| 2024-05-16 | 2024-05-17 | -1.49 | 1 |
| Metric | 12408084:btcusd:triple_med_gx:lsma60_90 | 12408084:BTCUSD |
|---|---|---|
| Best Day | 10.26% | 11.89% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 32.9% | 35.75% |
| Worst Week | -9.59% | -29.64% |
| Best Month | 37.19% | 43.77% |
| Worst Month | -12.47% | -37.12% |
| Best Year | 58.51% | 155.54% |
| Worst Year | -13.5% | -63.7% |
| Avg. Up Day | 2.28% | 2.32% |
| Avg. Down Day | -1.34% | -1.61% |
| Avg. Up Week | 5.77% | 7.52% |
| Avg. Down Week | -3.09% | -5.62% |
| Avg. Up Month | 10.98% | 21.67% |
| Avg. Down Month | -3.71% | -13.27% |
| Win Days % | 39.8% | 48.94% |
| Win Month % | 36.0% | 58.33% |
| Win Week % | 45.28% | 50.0% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |