| Metric | 12344484:btcusd:triple_med_gx:lsma75_30 | 12344484:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 104.46% | 112.61% |
| Max Drawdown | -19.11% | -66.79% |
| Sharpe | 1.09 | 0.74 |
| Sortino | 2.0 | 1.08 |
| Payoff Ratio | 1.87 | 1.33 |
| Profit Factor | 1.52 | 1.12 |
| Common Sense Ratio | 2.52 | 1.27 |
| CPC Index | 1.21 | 0.74 |
| Tail Ratio | 1.66 | 1.14 |
| Outlier Win Ratio | 28.72 | 3.4 |
| Outlier Loss Ratio | 4.53 | 3.03 |
| Volatility (ann.) | 24.35% | 53.23% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.39 | 0.42 |
| Skew | 2.77 | -0.1 |
| Kurtosis | 33.37 | 4.1 |
| Expected Daily % | 0.07% | 0.07% |
| Expected Monthly % | 1.95% | 2.06% |
| Expected Yearly % | 19.58% | 20.75% |
| Kelly Criterion | 11.7% | 11.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.02% | -4.48% |
| Expected Shortfall (cVaR) | -2.02% | -4.48% |
| Year | 12344484:BTCUSD | 12344484:btcusd:triple_med_gx:lsma75_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.80 | 13.17 | -0.22 | + |
| 2023 | 155.54 | 22.25 | 0.14 | - |
| 2024 | 121.00 | 50.25 | 0.42 | - |
| 2025 | -6.34 | -1.64 | 0.26 | + |
| Metric | 12344484:btcusd:triple_med_gx:lsma75_30 | 12344484:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -1.64% | -8.05% |
| 6M | 33.08% | 37.53% |
| YTD | -1.64% | -6.34% |
| 1Y | 28.65% | 30.1% |
| 3Y (ann.) | 25.22% | 25.67% |
| 5Y (ann.) | 26.65% | 28.29% |
| Metric | 12344484:btcusd:triple_med_gx:lsma75_30 | 12344484:BTCUSD |
|---|---|---|
| Max Drawdown | -19.11% | -66.79% |
| Longest DD Days | 229.0 | 682.0 |
| Avg. Drawdown | -5.12% | -9.04% |
| Avg. Drawdown Days | 53.0 | 56.0 |
| Recovery Factor | 5.47 | 1.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2022-08-21 | -19.11 | 133 |
| 2024-03-21 | 2024-11-05 | -18.48 | 229 |
| 2022-11-11 | 2023-06-21 | -11.15 | 222 |
| 2023-07-14 | 2023-10-23 | -7.79 | 101 |
| 2022-08-22 | 2022-10-26 | -7.71 | 65 |
| 2024-03-05 | 2024-03-20 | -6.30 | 15 |
| 2023-11-16 | 2024-03-03 | -5.63 | 108 |
| 2024-12-09 | 2025-03-25 | -5.55 | 106 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-03-19 | 2022-03-22 | -3.04 | 3 |
| Metric | 12344484:btcusd:triple_med_gx:lsma75_30 | 12344484:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -9.71% | -15.42% |
| Best Week | 15.73% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 28.84% | 43.77% |
| Worst Month | -8.83% | -37.12% |
| Best Year | 50.25% | 155.54% |
| Worst Year | -1.64% | -59.8% |
| Avg. Up Day | 2.44% | 2.47% |
| Avg. Down Day | -1.31% | -1.85% |
| Avg. Up Week | 5.37% | 7.88% |
| Avg. Down Week | -2.46% | -6.17% |
| Avg. Up Month | 7.5% | 15.35% |
| Avg. Down Month | -3.2% | -12.88% |
| Win Days % | 42.48% | 49.18% |
| Win Month % | 68.0% | 59.46% |
| Win Week % | 53.45% | 50.62% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |