| Metric | 12352725:btcusd:triple_med_gx:lsma90_60 | 12352725:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 43.29% | 92.01% |
| Max Drawdown | -12.33% | -66.18% |
| Sharpe | 0.77 | 0.68 |
| Sortino | 1.26 | 0.99 |
| Payoff Ratio | 1.34 | 1.33 |
| Profit Factor | 1.38 | 1.11 |
| Common Sense Ratio | 2.29 | 1.25 |
| CPC Index | 0.88 | 0.72 |
| Tail Ratio | 1.65 | 1.13 |
| Outlier Win Ratio | 45.47 | 3.22 |
| Outlier Loss Ratio | 3.46 | 2.88 |
| Volatility (ann.) | 17.8% | 53.38% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.04 | 0.37 |
| Skew | 1.65 | -0.1 |
| Kurtosis | 29.74 | 4.1 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.98% | 1.78% |
| Expected Yearly % | 9.41% | 17.71% |
| Kelly Criterion | 8.27% | 10.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -4.5% |
| Expected Shortfall (cVaR) | -1.49% | -4.5% |
| Year | 12352725:BTCUSD | 12352725:btcusd:triple_med_gx:lsma90_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | 11.05 | -0.17 | + |
| 2023 | 155.54 | 35.26 | 0.23 | - |
| 2024 | 121.00 | -4.61 | -0.04 | - |
| 2025 | -6.34 | 0.00 | -0.00 | + |
| Metric | 12352725:btcusd:triple_med_gx:lsma90_60 | 12352725:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.0% | -8.05% |
| 6M | 3.08% | 37.53% |
| YTD | 0.0% | -6.34% |
| 1Y | -4.61% | 30.1% |
| 3Y (ann.) | 12.8% | 24.42% |
| 5Y (ann.) | 12.8% | 24.42% |
| Metric | 12352725:btcusd:triple_med_gx:lsma90_60 | 12352725:BTCUSD |
|---|---|---|
| Max Drawdown | -12.33% | -66.18% |
| Longest DD Days | 473.0 | 643.0 |
| Avg. Drawdown | -5.28% | -9.73% |
| Avg. Drawdown Days | 113.0 | 55.0 |
| Recovery Factor | 3.51 | 1.39 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-08 | 2025-03-25 | -12.33 | 473 |
| 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 | 2022-07-04 | -4.46 | 75 |
| 2023-01-15 | 2023-02-20 | -1.92 | 36 |
| 2022-08-21 | 2022-08-25 | -0.88 | 4 |
| 2022-07-05 | 2022-07-06 | -0.27 | 1 |
| 2022-04-18 | 2022-04-19 | -0.18 | 1 |
| Metric | 12352725:btcusd:triple_med_gx:lsma90_60 | 12352725: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 | -8.69% | -37.12% |
| Best Year | 35.26% | 155.54% |
| Worst Year | -4.61% | -63.7% |
| Avg. Up Day | 2.26% | 2.28% |
| Avg. Down Day | -1.68% | -1.71% |
| Avg. Up Week | 7.68% | 9.38% |
| Avg. Down Week | -3.49% | -4.07% |
| Avg. Up Month | 9.3% | 17.51% |
| Avg. Down Month | -3.05% | -12.06% |
| Win Days % | 47.45% | 48.94% |
| Win Month % | 45.0% | 58.33% |
| Win Week % | 46.88% | 50.0% |
| Win Quarter % | 72.73% | 50.0% |
| Win Year % | 66.67% | 50.0% |