| Metric | 12418136:btcusd:triple_med_gx:lsma85_115 | 12418136:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 191.97% | 193.02% |
| Max Drawdown | -12.32% | -50.41% |
| Sharpe | 1.8 | 0.98 |
| Sortino | 3.89 | 1.47 |
| Payoff Ratio | 2.11 | 1.75 |
| Profit Factor | 2.04 | 1.16 |
| Common Sense Ratio | 5.53 | 1.39 |
| CPC Index | 1.99 | 1.0 |
| Tail Ratio | 2.71 | 1.19 |
| Outlier Win Ratio | 30.46 | 3.52 |
| Outlier Loss Ratio | 4.22 | 2.74 |
| Volatility (ann.) | 22.09% | 52.51% |
| R^2 | 0.18 | 0.18 |
| Calmar | 3.69 | 0.9 |
| Skew | 3.49 | 0.06 |
| Kurtosis | 30.56 | 3.82 |
| Expected Daily % | 0.1% | 0.1% |
| Expected Monthly % | 3.11% | 3.12% |
| Expected Yearly % | 30.72% | 30.83% |
| Kelly Criterion | 20.68% | 20.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -4.38% |
| Expected Shortfall (cVaR) | -1.79% | -4.38% |
| Year | 12418136:BTCUSD | 12418136:btcusd:triple_med_gx:lsma85_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.60 | 41.52 | -0.93 | + |
| 2023 | 155.54 | 21.20 | 0.14 | - |
| 2024 | 121.00 | 61.39 | 0.51 | - |
| 2025 | -6.34 | 5.47 | -0.86 | + |
| Metric | 12418136:btcusd:triple_med_gx:lsma85_115 | 12418136:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 5.47% | -8.05% |
| 6M | 6.43% | 37.53% |
| YTD | 5.47% | -6.34% |
| 1Y | 29.66% | 30.1% |
| 3Y (ann.) | 45.44% | 45.62% |
| 5Y (ann.) | 45.44% | 45.62% |
| Metric | 12418136:btcusd:triple_med_gx:lsma85_115 | 12418136:BTCUSD |
|---|---|---|
| Max Drawdown | -12.32% | -50.41% |
| Longest DD Days | 268.0 | 509.0 |
| Avg. Drawdown | -2.9% | -7.46% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 15.58 | 3.83 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-15 | 2024-01-08 | -12.32 | 268 |
| 2024-01-09 | 2024-02-27 | -11.27 | 49 |
| 2022-07-20 | 2022-09-09 | -10.17 | 51 |
| 2025-01-07 | 2025-01-17 | -7.61 | 10 |
| 2024-03-12 | 2024-05-15 | -4.94 | 64 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| 2024-05-21 | 2024-09-13 | -2.65 | 115 |
| 2023-03-31 | 2023-04-10 | -2.49 | 10 |
| 2023-01-17 | 2023-01-20 | -2.47 | 3 |
| 2024-02-29 | 2024-03-11 | -2.16 | 11 |
| Metric | 12418136:btcusd:triple_med_gx:lsma85_115 | 12418136:BTCUSD |
|---|---|---|
| Best Day | 10.58% | 11.89% |
| Worst Day | -7.72% | -15.42% |
| Best Week | 22.83% | 35.75% |
| Worst Week | -7.54% | -29.64% |
| Best Month | 25.53% | 43.77% |
| Worst Month | -5.38% | -37.12% |
| Best Year | 61.39% | 155.54% |
| Worst Year | 5.47% | -44.6% |
| Avg. Up Day | 2.63% | 2.65% |
| Avg. Down Day | -1.25% | -1.52% |
| Avg. Up Week | 6.82% | 7.57% |
| Avg. Down Week | -3.31% | -4.68% |
| Avg. Up Month | 10.48% | 16.52% |
| Avg. Down Month | -5.38% | -11.28% |
| Win Days % | 46.2% | 49.19% |
| Win Month % | 70.59% | 62.86% |
| Win Week % | 63.16% | 50.98% |
| Win Quarter % | 90.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |