| Metric | 12349858:btcusd:triple_med_gx:lsma105_50 | 12349858:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 36.9% | 115.63% |
| Max Drawdown | -22.22% | -62.03% |
| Sharpe | 0.62 | 0.76 |
| Sortino | 0.99 | 1.11 |
| Payoff Ratio | 1.39 | 1.17 |
| Profit Factor | 1.26 | 1.12 |
| Common Sense Ratio | 1.81 | 1.28 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.44 | 1.14 |
| Outlier Win Ratio | 34.54 | 3.22 |
| Outlier Loss Ratio | 3.65 | 2.98 |
| Volatility (ann.) | 20.93% | 53.41% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.51 | 0.48 |
| Skew | 1.57 | -0.09 |
| Kurtosis | 34.81 | 4.15 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 0.88% | 2.16% |
| Expected Yearly % | 8.17% | 21.18% |
| Kelly Criterion | 6.25% | 5.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -4.49% |
| Expected Shortfall (cVaR) | -1.77% | -4.49% |
| Year | 12349858:BTCUSD | 12349858:btcusd:triple_med_gx:lsma105_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.23 | -6.59 | 0.11 | + |
| 2023 | 155.54 | 60.02 | 0.39 | - |
| 2024 | 121.00 | -8.42 | -0.07 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12349858:btcusd:triple_med_gx:lsma105_50 | 12349858:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -0.52% | -8.05% |
| 6M | -5.09% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -12.63% | 30.1% |
| 3Y (ann.) | 11.25% | 29.81% |
| 5Y (ann.) | 11.25% | 29.81% |
| Metric | 12349858:btcusd:triple_med_gx:lsma105_50 | 12349858:BTCUSD |
|---|---|---|
| Max Drawdown | -22.22% | -62.03% |
| Longest DD Days | 350.0 | 593.0 |
| Avg. Drawdown | -5.83% | -8.86% |
| Avg. Drawdown Days | 75.0 | 47.0 |
| Recovery Factor | 1.66 | 1.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2022-11-10 | -22.22 | 203 |
| 2024-04-09 | 2025-03-25 | -18.02 | 350 |
| 2022-11-11 | 2023-01-12 | -10.64 | 62 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2023-02-21 | 2023-04-27 | -6.78 | 65 |
| 2023-08-02 | 2023-12-01 | -3.61 | 121 |
| 2023-02-16 | 2023-02-17 | -3.32 | 1 |
| 2023-12-06 | 2023-12-08 | -1.80 | 2 |
| 2024-03-29 | 2024-03-31 | -1.66 | 2 |
| 2023-02-19 | 2023-02-20 | -1.44 | 1 |
| Metric | 12349858:btcusd:triple_med_gx:lsma105_50 | 12349858: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 | 60.02% | 155.54% |
| Worst Year | -8.42% | -59.23% |
| Avg. Up Day | 2.15% | 2.17% |
| Avg. Down Day | -1.55% | -1.85% |
| Avg. Up Week | 6.81% | 8.51% |
| Avg. Down Week | -3.21% | -4.18% |
| Avg. Up Month | 10.57% | 12.46% |
| Avg. Down Month | -4.94% | -10.34% |
| Win Days % | 45.5% | 48.88% |
| Win Month % | 42.86% | 58.33% |
| Win Week % | 41.46% | 50.32% |
| Win Quarter % | 45.45% | 50.0% |
| Win Year % | 33.33% | 50.0% |