| Metric | 12343736:btcusd:triple_med_gx:lsma80_25 | 12343736:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 82.86% | 192.41% |
| Max Drawdown | -28.19% | -49.72% |
| Sharpe | 1.22 | 0.99 |
| Sortino | 2.42 | 1.5 |
| Payoff Ratio | 1.88 | 1.5 |
| Profit Factor | 1.76 | 1.17 |
| Common Sense Ratio | 3.56 | 1.42 |
| CPC Index | 1.56 | 0.86 |
| Tail Ratio | 2.02 | 1.21 |
| Outlier Win Ratio | 43.27 | 3.38 |
| Outlier Loss Ratio | 4.19 | 2.77 |
| Volatility (ann.) | 19.01% | 52.25% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.85 | 0.94 |
| Skew | 3.93 | 0.06 |
| Kurtosis | 46.86 | 3.96 |
| Expected Daily % | 0.06% | 0.1% |
| Expected Monthly % | 1.79% | 3.21% |
| Expected Yearly % | 16.29% | 30.77% |
| Kelly Criterion | 19.19% | 14.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -4.36% |
| Expected Shortfall (cVaR) | -1.57% | -4.36% |
| Year | 12343736:BTCUSD | 12343736:btcusd:triple_med_gx:lsma80_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.72 | 23.81 | -0.53 | + |
| 2023 | 155.54 | 62.75 | 0.40 | - |
| 2024 | 121.00 | -9.25 | -0.08 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12343736:btcusd:triple_med_gx:lsma80_25 | 12343736:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 0.0% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -25.24% | 30.1% |
| 3Y (ann.) | 24.0% | 46.59% |
| 5Y (ann.) | 24.0% | 46.59% |
| Metric | 12343736:btcusd:triple_med_gx:lsma80_25 | 12343736:BTCUSD |
|---|---|---|
| Max Drawdown | -28.19% | -49.72% |
| Longest DD Days | 239.0 | 401.0 |
| Avg. Drawdown | -3.54% | -7.95% |
| Avg. Drawdown Days | 28.0 | 36.0 |
| Recovery Factor | 2.94 | 3.87 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-03-25 | -28.19 | 239 |
| 2022-07-20 | 2022-10-26 | -9.14 | 98 |
| 2023-07-14 | 2023-10-20 | -7.50 | 98 |
| 2023-07-04 | 2023-07-13 | -4.05 | 9 |
| 2022-11-11 | 2023-01-06 | -3.82 | 56 |
| 2024-07-22 | 2024-07-26 | -3.40 | 4 |
| 2024-02-21 | 2024-02-26 | -2.73 | 5 |
| 2024-02-29 | 2024-03-03 | -2.16 | 3 |
| 2023-06-28 | 2023-07-03 | -2.03 | 5 |
| 2022-10-30 | 2022-11-10 | -1.28 | 11 |
| Metric | 12343736:btcusd:triple_med_gx:lsma80_25 | 12343736:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -7.06% | -15.42% |
| Best Week | 23.06% | 35.75% |
| Worst Week | -10.37% | -29.64% |
| Best Month | 26.55% | 43.77% |
| Worst Month | -21.94% | -33.16% |
| Best Year | 62.75% | 155.54% |
| Worst Year | -9.25% | -44.72% |
| Avg. Up Day | 2.19% | 2.22% |
| Avg. Down Day | -1.17% | -1.48% |
| Avg. Up Week | 6.16% | 8.92% |
| Avg. Down Week | -3.15% | -3.38% |
| Avg. Up Month | 10.15% | 19.04% |
| Avg. Down Month | -11.93% | -6.39% |
| Win Days % | 47.26% | 48.97% |
| Win Month % | 78.57% | 61.76% |
| Win Week % | 55.88% | 51.33% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 66.67% | 50.0% |