| Metric | 12349854:btcusd:triple_med_gx:lsma90_50 | 12349854:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 33.69% | 92.01% |
| Max Drawdown | -22.6% | -66.18% |
| Sharpe | 0.58 | 0.68 |
| Sortino | 0.9 | 0.99 |
| Payoff Ratio | 1.42 | 1.23 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 1.82 | 1.25 |
| CPC Index | 0.77 | 0.67 |
| Tail Ratio | 1.47 | 1.13 |
| Outlier Win Ratio | 36.63 | 3.37 |
| Outlier Loss Ratio | 3.72 | 2.95 |
| Volatility (ann.) | 20.61% | 53.38% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.45 | 0.37 |
| Skew | 1.01 | -0.1 |
| Kurtosis | 31.09 | 4.1 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.79% | 1.78% |
| Expected Yearly % | 7.53% | 17.71% |
| Kelly Criterion | 4.45% | 7.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -4.5% |
| Expected Shortfall (cVaR) | -1.74% | -4.5% |
| Year | 12349854:BTCUSD | 12349854:btcusd:triple_med_gx:lsma90_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | -11.20 | 0.18 | + |
| 2023 | 155.54 | 57.82 | 0.37 | - |
| 2024 | 121.00 | -3.92 | -0.03 | - |
| 2025 | -6.34 | -0.72 | 0.11 | + |
| Metric | 12349854:btcusd:triple_med_gx:lsma90_50 | 12349854:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -0.72% | -8.05% |
| 6M | -3.33% | 37.53% |
| YTD | -0.72% | -6.34% |
| 1Y | -8.99% | 30.1% |
| 3Y (ann.) | 10.21% | 24.42% |
| 5Y (ann.) | 10.21% | 24.42% |
| Metric | 12349854:btcusd:triple_med_gx:lsma90_50 | 12349854:BTCUSD |
|---|---|---|
| Max Drawdown | -22.6% | -66.18% |
| Longest DD Days | 358.0 | 643.0 |
| Avg. Drawdown | -5.18% | -9.73% |
| Avg. Drawdown Days | 96.0 | 55.0 |
| Recovery Factor | 1.49 | 1.39 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-01-13 | -22.60 | 278 |
| 2024-04-01 | 2025-03-25 | -14.83 | 358 |
| 2023-02-21 | 2023-07-26 | -7.46 | 155 |
| 2023-02-16 | 2023-02-17 | -3.32 | 1 |
| 2023-07-30 | 2023-12-01 | -2.27 | 124 |
| 2024-03-29 | 2024-03-31 | -1.66 | 2 |
| 2023-02-19 | 2023-02-20 | -1.44 | 1 |
| 2023-12-08 | 2024-03-24 | -1.44 | 107 |
| 2024-03-27 | 2024-03-28 | -0.80 | 1 |
| 2023-01-15 | 2023-02-15 | -0.73 | 31 |
| Metric | 12349854:btcusd:triple_med_gx:lsma90_50 | 12349854:BTCUSD |
|---|---|---|
| Best Day | 10.46% | 11.89% |
| Worst Day | -10.19% | -15.42% |
| Best Week | 17.62% | 35.75% |
| Worst Week | -10.88% | -29.64% |
| Best Month | 23.51% | 43.77% |
| Worst Month | -14.23% | -37.12% |
| Best Year | 57.82% | 155.54% |
| Worst Year | -11.2% | -63.7% |
| Avg. Up Day | 2.22% | 2.24% |
| Avg. Down Day | -1.56% | -1.82% |
| Avg. Up Week | 7.68% | 8.9% |
| Avg. Down Week | -3.17% | -4.41% |
| Avg. Up Month | 9.66% | 12.98% |
| Avg. Down Month | -4.87% | -13.18% |
| Win Days % | 43.92% | 48.94% |
| Win Month % | 43.48% | 58.33% |
| Win Week % | 38.1% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 25.0% | 50.0% |