| Metric | 12408086:btcusd:triple_med_gx:lsma70_90 | 12408086:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 56.81% | 92.01% |
| Max Drawdown | -17.51% | -66.18% |
| Sharpe | 0.83 | 0.68 |
| Sortino | 1.36 | 0.99 |
| Payoff Ratio | 1.64 | 1.31 |
| Profit Factor | 1.38 | 1.11 |
| Common Sense Ratio | 2.38 | 1.25 |
| CPC Index | 0.99 | 0.71 |
| Tail Ratio | 1.73 | 1.13 |
| Outlier Win Ratio | 35.46 | 3.3 |
| Outlier Loss Ratio | 4.01 | 2.95 |
| Volatility (ann.) | 20.93% | 53.38% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.93 | 0.37 |
| Skew | 1.5 | -0.1 |
| Kurtosis | 33.25 | 4.1 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.22% | 1.78% |
| Expected Yearly % | 11.9% | 17.71% |
| Kelly Criterion | 9.43% | 10.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -4.5% |
| Expected Shortfall (cVaR) | -1.75% | -4.5% |
| Year | 12408086:BTCUSD | 12408086:btcusd:triple_med_gx:lsma70_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | 13.58 | -0.21 | + |
| 2023 | 155.54 | 17.81 | 0.11 | - |
| 2024 | 121.00 | 11.34 | 0.09 | - |
| 2025 | -6.34 | 5.25 | -0.83 | + |
| Metric | 12408086:btcusd:triple_med_gx:lsma70_90 | 12408086:BTCUSD |
|---|---|---|
| MTD | 1.19% | 3.72% |
| 3M | 5.25% | -8.05% |
| 6M | 16.85% | 37.53% |
| YTD | 5.25% | -6.34% |
| 1Y | 12.14% | 30.1% |
| 3Y (ann.) | 16.26% | 24.42% |
| 5Y (ann.) | 16.26% | 24.42% |
| Metric | 12408086:btcusd:triple_med_gx:lsma70_90 | 12408086:BTCUSD |
|---|---|---|
| Max Drawdown | -17.51% | -66.18% |
| Longest DD Days | 418.0 | 643.0 |
| Avg. Drawdown | -5.26% | -9.73% |
| Avg. Drawdown Days | 66.0 | 55.0 |
| Recovery Factor | 3.24 | 1.39 |
| Ulcer Index | 1.01 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-14 | 2023-01-12 | -17.51 | 151 |
| 2024-05-21 | 2025-01-17 | -15.85 | 241 |
| 2023-03-24 | 2024-05-15 | -13.30 | 418 |
| 2022-07-08 | 2022-07-18 | -10.69 | 10 |
| 2022-04-26 | 2022-07-06 | -6.89 | 71 |
| 2025-01-19 | 2025-03-25 | -3.24 | 65 |
| 2023-03-22 | 2023-03-23 | -3.21 | 1 |
| 2023-03-14 | 2023-03-16 | -1.73 | 2 |
| 2023-03-18 | 2023-03-19 | -1.72 | 1 |
| 2024-05-16 | 2024-05-17 | -1.49 | 1 |
| Metric | 12408086:btcusd:triple_med_gx:lsma70_90 | 12408086:BTCUSD |
|---|---|---|
| Best Day | 10.26% | 11.89% |
| Worst Day | -10.19% | -15.42% |
| Best Week | 12.1% | 35.75% |
| Worst Week | -14.68% | -29.64% |
| Best Month | 20.21% | 43.77% |
| Worst Month | -12.92% | -37.12% |
| Best Year | 17.81% | 155.54% |
| Worst Year | 5.25% | -63.7% |
| Avg. Up Day | 2.31% | 2.34% |
| Avg. Down Day | -1.41% | -1.78% |
| Avg. Up Week | 5.0% | 6.96% |
| Avg. Down Week | -4.01% | -5.94% |
| Avg. Up Month | 8.08% | 15.49% |
| Avg. Down Month | -7.8% | -13.48% |
| Win Days % | 43.78% | 48.94% |
| Win Month % | 68.42% | 58.33% |
| Win Week % | 56.82% | 50.0% |
| Win Quarter % | 63.64% | 50.0% |
| Win Year % | 100.0% | 50.0% |