| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 128.74% | 114.74% |
| Max Drawdown | -17.02% | -66.79% |
| Sharpe | 1.11 | 0.65 |
| Sortino | 1.99 | 0.96 |
| Payoff Ratio | 1.5 | 1.3 |
| Profit Factor | 1.49 | 1.11 |
| Common Sense Ratio | 2.49 | 1.26 |
| CPC Index | 1.07 | 0.71 |
| Tail Ratio | 1.67 | 1.14 |
| Outlier Win Ratio | 29.23 | 3.34 |
| Outlier Loss Ratio | 3.78 | 2.98 |
| Volatility (ann.) | 21.86% | 51.85% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.44 | 0.34 |
| Skew | 2.47 | 0.03 |
| Kurtosis | 26.35 | 4.37 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.81% | 1.68% |
| Expected Yearly % | 22.98% | 21.05% |
| Kelly Criterion | 13.08% | 10.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.37% |
| Expected Shortfall (cVaR) | -1.82% | -4.37% |
| Year | 12418131:BTCUSD | 12418131:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.31 | 11.95 | -0.19 | + |
| 2023 | 155.54 | 12.69 | 0.08 | - |
| 2024 | 121.00 | 69.86 | 0.58 | - |
| 2025 | 0.89 | 6.75 | 7.59 | + |
| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | -10.33% | -19.8% |
| 6M | -10.33% | -9.0% |
| YTD | 6.75% | 0.89% |
| 1Y | 4.57% | 3.43% |
| 3Y (ann.) | 26.87% | 77.28% |
| 5Y (ann.) | 24.5% | 22.44% |
| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| Max Drawdown | -17.02% | -66.79% |
| Longest DD Days | 263.0 | 682.0 |
| Avg. Drawdown | -4.25% | -9.56% |
| Avg. Drawdown Days | 35.0 | 51.0 |
| Recovery Factor | 7.57 | 1.72 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2022-07-19 | -17.02 | 112 |
| 2024-05-21 | 2024-09-18 | -11.02 | 120 |
| 2025-04-26 | 2025-11-16 | -10.54 | 204 |
| 2023-04-01 | 2023-12-20 | -10.28 | 263 |
| 2022-07-20 | 2022-09-09 | -10.17 | 51 |
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2025-04-02 | 2025-04-22 | -8.31 | 20 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2022-11-11 | 2023-01-13 | -4.71 | 63 |
| 2022-10-27 | 2022-11-10 | -4.48 | 14 |
| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 14.52% |
| Worst Day | -7.34% | -15.42% |
| Best Week | 22.83% | 35.75% |
| Worst Week | -8.9% | -29.64% |
| Best Month | 17.57% | 43.77% |
| Worst Month | -9.28% | -37.12% |
| Best Year | 69.86% | 155.54% |
| Worst Year | 6.75% | -62.31% |
| Avg. Up Day | 2.24% | 2.26% |
| Avg. Down Day | -1.49% | -1.73% |
| Avg. Up Week | 6.07% | 8.33% |
| Avg. Down Week | -3.93% | -4.73% |
| Avg. Up Month | 8.86% | 17.5% |
| Avg. Down Month | -3.12% | -11.52% |
| Win Days % | 47.88% | 49.53% |
| Win Month % | 60.71% | 56.52% |
| Win Week % | 58.93% | 49.75% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 100.0% | 75.0% |