| Metric | 12349855:btcusd:triple_med_gx:lsma95_50 | 12349855:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 35.44% | 92.17% |
| Max Drawdown | -22.6% | -65.36% |
| Sharpe | 0.6 | 0.68 |
| Sortino | 0.94 | 1.0 |
| Payoff Ratio | 1.38 | 1.2 |
| Profit Factor | 1.24 | 1.11 |
| Common Sense Ratio | 1.82 | 1.25 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.47 | 1.13 |
| Outlier Win Ratio | 35.4 | 3.37 |
| Outlier Loss Ratio | 3.66 | 2.96 |
| Volatility (ann.) | 20.8% | 53.47% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.48 | 0.38 |
| Skew | 0.99 | -0.1 |
| Kurtosis | 30.13 | 4.08 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.85% | 1.83% |
| Expected Yearly % | 7.88% | 17.74% |
| Kelly Criterion | 5.84% | 6.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -4.5% |
| Expected Shortfall (cVaR) | -1.76% | -4.5% |
| Year | 12349855:BTCUSD | 12349855:btcusd:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.67 | -11.67 | 0.18 | + |
| 2023 | 155.54 | 61.23 | 0.39 | - |
| 2024 | 121.00 | -4.90 | -0.04 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12349855:btcusd:triple_med_gx:lsma95_50 | 12349855:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | -4.77% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -9.27% | 30.1% |
| 3Y (ann.) | 10.74% | 24.58% |
| 5Y (ann.) | 10.74% | 24.58% |
| Metric | 12349855:btcusd:triple_med_gx:lsma95_50 | 12349855:BTCUSD |
|---|---|---|
| Max Drawdown | -22.6% | -65.36% |
| Longest DD Days | 358.0 | 642.0 |
| Avg. Drawdown | -4.81% | -10.16% |
| Avg. Drawdown Days | 79.0 | 58.0 |
| Recovery Factor | 1.57 | 1.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-01-13 | -22.60 | 278 |
| 2024-04-01 | 2025-03-25 | -14.47 | 358 |
| 2023-02-21 | 2023-04-27 | -7.12 | 65 |
| 2023-02-16 | 2023-02-17 | -3.32 | 1 |
| 2023-12-06 | 2023-12-08 | -1.80 | 2 |
| 2023-11-25 | 2023-12-01 | -1.67 | 6 |
| 2024-03-29 | 2024-03-31 | -1.66 | 2 |
| 2023-02-19 | 2023-02-20 | -1.44 | 1 |
| 2023-12-09 | 2024-03-24 | -1.26 | 106 |
| 2024-03-27 | 2024-03-28 | -0.80 | 1 |
| Metric | 12349855:btcusd:triple_med_gx:lsma95_50 | 12349855: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 | 61.23% | 155.54% |
| Worst Year | -11.67% | -63.67% |
| Avg. Up Day | 2.13% | 2.15% |
| Avg. Down Day | -1.55% | -1.8% |
| Avg. Up Week | 7.7% | 8.9% |
| Avg. Down Week | -3.54% | -4.71% |
| Avg. Up Month | 9.72% | 12.98% |
| Avg. Down Month | -6.47% | -13.83% |
| Win Days % | 45.41% | 48.89% |
| Win Month % | 54.55% | 58.33% |
| Win Week % | 41.46% | 49.69% |
| Win Quarter % | 63.64% | 50.0% |
| Win Year % | 33.33% | 50.0% |