| Metric | 12349856:btcusd:triple_med_gx:lsma110_50 | 12349856:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 53.68% | 111.34% |
| Max Drawdown | -19.6% | -61.91% |
| Sharpe | 0.83 | 0.75 |
| Sortino | 1.38 | 1.1 |
| Payoff Ratio | 1.43 | 1.2 |
| Profit Factor | 1.38 | 1.12 |
| Common Sense Ratio | 2.45 | 1.28 |
| CPC Index | 0.91 | 0.66 |
| Tail Ratio | 1.78 | 1.14 |
| Outlier Win Ratio | 35.45 | 3.18 |
| Outlier Loss Ratio | 3.81 | 2.89 |
| Volatility (ann.) | 20.16% | 53.49% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.81 | 0.47 |
| Skew | 1.92 | -0.09 |
| Kurtosis | 39.99 | 4.14 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.2% | 2.1% |
| Expected Yearly % | 11.34% | 20.57% |
| Kelly Criterion | 8.95% | 6.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.5% |
| Expected Shortfall (cVaR) | -1.69% | -4.5% |
| Year | 12349856:BTCUSD | 12349856:btcusd:triple_med_gx:lsma110_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.04 | 0.75 | -0.01 | + |
| 2023 | 155.54 | 58.39 | 0.38 | - |
| 2024 | 121.00 | -3.70 | -0.03 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12349856:btcusd:triple_med_gx:lsma110_50 | 12349856:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -0.52% | -8.05% |
| 6M | -5.09% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -8.12% | 30.1% |
| 3Y (ann.) | 15.79% | 29.08% |
| 5Y (ann.) | 15.79% | 29.08% |
| Metric | 12349856:btcusd:triple_med_gx:lsma110_50 | 12349856:BTCUSD |
|---|---|---|
| Max Drawdown | -19.6% | -61.91% |
| Longest DD Days | 350.0 | 592.0 |
| Avg. Drawdown | -4.87% | -9.17% |
| Avg. Drawdown Days | 63.0 | 49.0 |
| Recovery Factor | 2.74 | 1.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-17 | 2022-11-10 | -19.60 | 85 |
| 2024-04-09 | 2025-03-25 | -13.79 | 350 |
| 2022-11-11 | 2023-01-12 | -10.64 | 62 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2023-02-21 | 2023-07-26 | -7.53 | 155 |
| 2023-08-02 | 2023-12-01 | -3.58 | 121 |
| 2023-02-16 | 2023-02-17 | -3.32 | 1 |
| 2022-04-21 | 2022-07-14 | -2.69 | 84 |
| 2023-12-06 | 2023-12-08 | -1.80 | 2 |
| 2024-03-29 | 2024-03-31 | -1.66 | 2 |
| Metric | 12349856:btcusd:triple_med_gx:lsma110_50 | 12349856:BTCUSD |
|---|---|---|
| Best Day | 10.58% | 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 | 58.39% | 155.54% |
| Worst Year | -3.7% | -60.04% |
| Avg. Up Day | 2.12% | 2.14% |
| Avg. Down Day | -1.49% | -1.78% |
| Avg. Up Week | 6.23% | 7.91% |
| Avg. Down Week | -2.91% | -4.19% |
| Avg. Up Month | 9.46% | 12.98% |
| Avg. Down Month | -4.68% | -10.83% |
| Win Days % | 46.41% | 48.92% |
| Win Month % | 50.0% | 58.33% |
| Win Week % | 46.34% | 50.32% |
| Win Quarter % | 54.55% | 50.0% |
| Win Year % | 66.67% | 50.0% |