| Metric | 12351318:btcusd:triple_med_gx:lsma85_55 | 12351318:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 39.93% | 96.31% |
| Max Drawdown | -15.95% | -66.79% |
| Sharpe | 0.7 | 0.69 |
| Sortino | 1.18 | 1.01 |
| Payoff Ratio | 1.49 | 1.45 |
| Profit Factor | 1.3 | 1.11 |
| Common Sense Ratio | 1.39 | 1.26 |
| CPC Index | 0.85 | 0.79 |
| Tail Ratio | 1.06 | 1.13 |
| Outlier Win Ratio | 41.57 | 3.37 |
| Outlier Loss Ratio | 3.79 | 2.88 |
| Volatility (ann.) | 18.42% | 53.38% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.74 | 0.38 |
| Skew | 1.86 | -0.09 |
| Kurtosis | 25.87 | 4.08 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.91% | 1.84% |
| Expected Yearly % | 8.76% | 18.37% |
| Kelly Criterion | 5.95% | 13.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -4.49% |
| Expected Shortfall (cVaR) | -1.55% | -4.49% |
| Year | 12351318:BTCUSD | 12351318:btcusd:triple_med_gx:lsma85_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.89 | 18.70 | -0.30 | + |
| 2023 | 155.54 | 37.96 | 0.24 | - |
| 2024 | 121.00 | -12.46 | -0.10 | - |
| 2025 | -6.34 | -2.39 | 0.38 | + |
| Metric | 12351318:btcusd:triple_med_gx:lsma85_55 | 12351318:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -2.39% | -8.05% |
| 6M | -3.58% | 37.53% |
| YTD | -2.39% | -6.34% |
| 1Y | -14.55% | 30.1% |
| 3Y (ann.) | 11.85% | 25.21% |
| 5Y (ann.) | 11.85% | 25.21% |
| Metric | 12351318:btcusd:triple_med_gx:lsma85_55 | 12351318:BTCUSD |
|---|---|---|
| Max Drawdown | -15.95% | -66.79% |
| Longest DD Days | 358.0 | 682.0 |
| Avg. Drawdown | -5.15% | -9.91% |
| Avg. Drawdown Days | 80.0 | 62.0 |
| Recovery Factor | 2.5 | 1.44 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-03-25 | -15.95 | 358 |
| 2022-07-08 | 2022-07-18 | -10.69 | 10 |
| 2022-07-20 | 2022-10-26 | -10.15 | 98 |
| 2023-02-21 | 2023-12-02 | -6.78 | 284 |
| 2022-04-20 | 2022-07-06 | -6.39 | 77 |
| 2022-10-30 | 2023-01-11 | -5.60 | 73 |
| 2022-10-27 | 2022-10-29 | -2.31 | 2 |
| 2022-04-16 | 2022-04-18 | -2.14 | 2 |
| 2023-12-09 | 2024-03-31 | -2.05 | 113 |
| 2023-12-06 | 2023-12-08 | -1.80 | 2 |
| Metric | 12351318:btcusd:triple_med_gx:lsma85_55 | 12351318:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -6.17% | -15.42% |
| Best Week | 15.84% | 35.75% |
| Worst Week | -7.93% | -29.64% |
| Best Month | 22.95% | 43.77% |
| Worst Month | -9.29% | -37.12% |
| Best Year | 37.96% | 155.54% |
| Worst Year | -12.46% | -62.89% |
| Avg. Up Day | 2.26% | 2.28% |
| Avg. Down Day | -1.52% | -1.57% |
| Avg. Up Week | 7.08% | 9.61% |
| Avg. Down Week | -3.22% | -4.64% |
| Avg. Up Month | 9.47% | 15.81% |
| Avg. Down Month | -3.33% | -13.79% |
| Win Days % | 43.71% | 48.99% |
| Win Month % | 41.67% | 59.46% |
| Win Week % | 43.59% | 50.0% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |