| Metric | 12351316:btcusd:triple_med_gx:lsma80_55 | 12351316:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 56.32% | 113.17% |
| Max Drawdown | -16.41% | -66.79% |
| Sharpe | 0.91 | 0.74 |
| Sortino | 1.55 | 1.08 |
| Payoff Ratio | 1.49 | 1.39 |
| Profit Factor | 1.43 | 1.12 |
| Common Sense Ratio | 2.6 | 1.27 |
| CPC Index | 0.97 | 0.77 |
| Tail Ratio | 1.82 | 1.13 |
| Outlier Win Ratio | 40.75 | 3.27 |
| Outlier Loss Ratio | 3.82 | 2.87 |
| Volatility (ann.) | 18.11% | 53.32% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.97 | 0.43 |
| Skew | 1.88 | -0.1 |
| Kurtosis | 27.06 | 4.08 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.21% | 2.07% |
| Expected Yearly % | 11.82% | 20.83% |
| Kelly Criterion | 9.24% | 12.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -4.48% |
| Expected Shortfall (cVaR) | -1.51% | -4.48% |
| Year | 12351316:BTCUSD | 12351316:btcusd:triple_med_gx:lsma80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.70 | 25.23 | -0.42 | + |
| 2023 | 155.54 | 39.15 | 0.25 | - |
| 2024 | 121.00 | -10.66 | -0.09 | - |
| 2025 | -6.34 | 0.41 | -0.06 | + |
| Metric | 12351316:btcusd:triple_med_gx:lsma80_55 | 12351316:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.41% | -8.05% |
| 6M | 1.42% | 37.53% |
| YTD | 0.41% | -6.34% |
| 1Y | -10.3% | 30.1% |
| 3Y (ann.) | 13.34% | 25.67% |
| 5Y (ann.) | 15.98% | 28.55% |
| Metric | 12351316:btcusd:triple_med_gx:lsma80_55 | 12351316:BTCUSD |
|---|---|---|
| Max Drawdown | -16.41% | -66.79% |
| Longest DD Days | 475.0 | 682.0 |
| Avg. Drawdown | -4.71% | -9.91% |
| Avg. Drawdown Days | 82.0 | 62.0 |
| Recovery Factor | 3.43 | 1.69 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-06 | 2025-03-25 | -16.41 | 475 |
| 2022-07-08 | 2022-07-18 | -10.69 | 10 |
| 2022-07-20 | 2023-01-12 | -10.15 | 176 |
| 2023-02-21 | 2023-12-01 | -6.78 | 283 |
| 2022-06-30 | 2022-07-04 | -3.98 | 4 |
| 2022-04-20 | 2022-04-28 | -2.82 | 8 |
| 2022-04-16 | 2022-04-18 | -2.14 | 2 |
| 2023-02-18 | 2023-02-20 | -1.62 | 2 |
| 2022-03-30 | 2022-04-15 | -1.12 | 16 |
| 2023-01-15 | 2023-01-16 | -0.37 | 1 |
| Metric | 12351316:btcusd:triple_med_gx:lsma80_55 | 12351316:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -6.17% | -15.42% |
| Best Week | 15.84% | 35.75% |
| Worst Week | -7.5% | -29.64% |
| Best Month | 22.95% | 43.77% |
| Worst Month | -8.23% | -37.12% |
| Best Year | 39.15% | 155.54% |
| Worst Year | -10.66% | -59.7% |
| Avg. Up Day | 2.27% | 2.29% |
| Avg. Down Day | -1.52% | -1.65% |
| Avg. Up Week | 6.85% | 9.25% |
| Avg. Down Week | -3.45% | -5.05% |
| Avg. Up Month | 9.51% | 16.79% |
| Avg. Down Month | -4.08% | -13.18% |
| Win Days % | 45.62% | 49.22% |
| Win Month % | 52.17% | 59.46% |
| Win Week % | 50.0% | 50.31% |
| Win Quarter % | 84.62% | 53.85% |
| Win Year % | 75.0% | 50.0% |