| Metric | 12352722:btcusd:triple_med_gx:lsma95_60 | 12352722:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 41.04% | 92.17% |
| Max Drawdown | -10.76% | -65.36% |
| Sharpe | 0.73 | 0.68 |
| Sortino | 1.19 | 1.0 |
| Payoff Ratio | 1.34 | 1.32 |
| Profit Factor | 1.34 | 1.11 |
| Common Sense Ratio | 1.87 | 1.25 |
| CPC Index | 0.85 | 0.72 |
| Tail Ratio | 1.4 | 1.13 |
| Outlier Win Ratio | 42.57 | 3.22 |
| Outlier Loss Ratio | 3.48 | 2.89 |
| Volatility (ann.) | 18.2% | 53.47% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.14 | 0.38 |
| Skew | 1.57 | -0.1 |
| Kurtosis | 27.44 | 4.08 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.96% | 1.83% |
| Expected Yearly % | 8.98% | 17.74% |
| Kelly Criterion | 7.95% | 10.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -4.5% |
| Expected Shortfall (cVaR) | -1.53% | -4.5% |
| Year | 12352722:BTCUSD | 12352722:btcusd:triple_med_gx:lsma95_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.67 | 8.08 | -0.13 | + |
| 2023 | 155.54 | 39.02 | 0.25 | - |
| 2024 | 121.00 | -6.13 | -0.05 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12352722:btcusd:triple_med_gx:lsma95_60 | 12352722:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 0.8% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -6.13% | 30.1% |
| 3Y (ann.) | 12.26% | 24.58% |
| 5Y (ann.) | 12.26% | 24.58% |
| Metric | 12352722:btcusd:triple_med_gx:lsma95_60 | 12352722:BTCUSD |
|---|---|---|
| Max Drawdown | -10.76% | -65.36% |
| Longest DD Days | 333.0 | 642.0 |
| Avg. Drawdown | -6.03% | -10.16% |
| Avg. Drawdown Days | 98.0 | 58.0 |
| Recovery Factor | 3.81 | 1.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-09 | 2024-11-06 | -10.76 | 333 |
| 2024-12-16 | 2025-03-25 | -10.70 | 99 |
| 2022-07-08 | 2022-07-18 | -10.69 | 10 |
| 2022-08-26 | 2023-01-10 | -9.42 | 137 |
| 2023-02-21 | 2023-12-01 | -7.38 | 283 |
| 2022-04-20 | 2022-07-07 | -6.52 | 78 |
| 2023-01-15 | 2023-02-20 | -1.92 | 36 |
| 2023-12-06 | 2023-12-08 | -1.80 | 2 |
| 2022-08-21 | 2022-08-25 | -0.88 | 4 |
| 2022-04-18 | 2022-04-19 | -0.18 | 1 |
| Metric | 12352722:btcusd:triple_med_gx:lsma95_60 | 12352722:BTCUSD |
|---|---|---|
| Best Day | 9.03% | 11.89% |
| Worst Day | -6.17% | -15.42% |
| Best Week | 17.45% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 22.8% | 43.77% |
| Worst Month | -10.7% | -37.12% |
| Best Year | 39.02% | 155.54% |
| Worst Year | -6.13% | -63.67% |
| Avg. Up Day | 2.19% | 2.21% |
| Avg. Down Day | -1.64% | -1.67% |
| Avg. Up Week | 7.78% | 9.38% |
| Avg. Down Week | -3.65% | -4.16% |
| Avg. Up Month | 9.47% | 17.51% |
| Avg. Down Month | -3.03% | -12.58% |
| Win Days % | 47.33% | 48.89% |
| Win Month % | 42.86% | 58.33% |
| Win Week % | 45.45% | 49.69% |
| Win Quarter % | 72.73% | 50.0% |
| Win Year % | 66.67% | 50.0% |