| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 181.72% | 114.74% |
| Max Drawdown | -16.83% | -66.79% |
| Sharpe | 1.37 | 0.65 |
| Sortino | 2.59 | 0.96 |
| Payoff Ratio | 1.57 | 1.33 |
| Profit Factor | 1.63 | 1.11 |
| Common Sense Ratio | 3.15 | 1.26 |
| CPC Index | 1.22 | 0.73 |
| Tail Ratio | 1.93 | 1.14 |
| Outlier Win Ratio | 27.83 | 3.34 |
| Outlier Loss Ratio | 4.06 | 2.98 |
| Volatility (ann.) | 21.84% | 51.85% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.88 | 0.34 |
| Skew | 2.84 | 0.03 |
| Kurtosis | 26.19 | 4.37 |
| Expected Daily % | 0.08% | 0.06% |
| Expected Monthly % | 2.28% | 1.68% |
| Expected Yearly % | 29.56% | 21.05% |
| Kelly Criterion | 14.48% | 11.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -4.37% |
| Expected Shortfall (cVaR) | -1.8% | -4.37% |
| Year | 12418132:BTCUSD | 12418132:btcusd:triple_med_gx:lsma65_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.31 | 16.50 | -0.26 | + |
| 2023 | 155.54 | 15.82 | 0.10 | - |
| 2024 | 121.00 | 71.36 | 0.59 | - |
| 2025 | 0.89 | 21.85 | 24.58 | + |
| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | -0.6% | -19.8% |
| 6M | -0.6% | -9.0% |
| YTD | 21.85% | 0.89% |
| 1Y | 21.35% | 3.43% |
| 3Y (ann.) | 34.19% | 77.28% |
| 5Y (ann.) | 31.57% | 22.44% |
| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| Max Drawdown | -16.83% | -66.79% |
| Longest DD Days | 252.0 | 682.0 |
| Avg. Drawdown | -3.85% | -9.56% |
| Avg. Drawdown Days | 32.0 | 51.0 |
| Recovery Factor | 10.79 | 1.72 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2022-07-18 | -16.83 | 111 |
| 2023-04-12 | 2023-12-20 | -13.11 | 252 |
| 2025-04-02 | 2025-04-22 | -11.53 | 20 |
| 2022-07-20 | 2022-09-09 | -10.17 | 51 |
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2024-09-03 | 2024-09-13 | -8.78 | 10 |
| 2022-11-11 | 2023-01-14 | -7.14 | 64 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2022-10-27 | 2022-11-10 | -4.48 | 14 |
| 2023-12-23 | 2024-01-01 | -4.41 | 9 |
| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 14.52% |
| Worst Day | -6.23% | -15.42% |
| Best Week | 22.83% | 35.75% |
| Worst Week | -8.73% | -29.64% |
| Best Month | 17.57% | 43.77% |
| Worst Month | -9.28% | -37.12% |
| Best Year | 71.36% | 155.54% |
| Worst Year | 15.82% | -62.31% |
| Avg. Up Day | 2.29% | 2.31% |
| Avg. Down Day | -1.46% | -1.74% |
| Avg. Up Week | 6.04% | 8.3% |
| Avg. Down Week | -3.18% | -4.49% |
| Avg. Up Month | 9.65% | 17.5% |
| Avg. Down Month | -2.38% | -8.52% |
| Win Days % | 47.74% | 49.53% |
| Win Month % | 65.38% | 56.52% |
| Win Week % | 58.93% | 49.75% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 100.0% | 75.0% |