| Metric | 12355771:btcusd:triple_med_gx:lsma50_70 | 12355771:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 80.9% | 125.71% |
| Max Drawdown | -10.92% | -66.79% |
| Sharpe | 1.18 | 0.77 |
| Sortino | 2.34 | 1.13 |
| Payoff Ratio | 1.46 | 1.4 |
| Profit Factor | 1.74 | 1.13 |
| Common Sense Ratio | 2.96 | 1.28 |
| CPC Index | 1.27 | 0.77 |
| Tail Ratio | 1.7 | 1.14 |
| Outlier Win Ratio | 45.63 | 3.21 |
| Outlier Loss Ratio | 3.51 | 2.76 |
| Volatility (ann.) | 17.86% | 53.27% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.97 | 0.46 |
| Skew | 3.97 | -0.1 |
| Kurtosis | 42.0 | 4.06 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.61% | 2.22% |
| Expected Yearly % | 15.97% | 22.57% |
| Kelly Criterion | 15.18% | 12.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -4.47% |
| Expected Shortfall (cVaR) | -1.48% | -4.47% |
| Year | 12355771:BTCUSD | 12355771:btcusd:triple_med_gx:lsma50_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.33 | 28.59 | -0.50 | + |
| 2023 | 155.54 | 9.40 | 0.06 | - |
| 2024 | 121.00 | 31.48 | 0.26 | - |
| 2025 | -6.34 | -2.20 | 0.35 | + |
| Metric | 12355771:btcusd:triple_med_gx:lsma50_70 | 12355771:BTCUSD |
|---|---|---|
| MTD | -0.3% | 3.72% |
| 3M | -2.2% | -8.05% |
| 6M | 6.64% | 37.53% |
| YTD | -2.2% | -6.34% |
| 1Y | 12.11% | 30.1% |
| 3Y (ann.) | 21.82% | 25.67% |
| 5Y (ann.) | 21.52% | 30.69% |
| Metric | 12355771:btcusd:triple_med_gx:lsma50_70 | 12355771:BTCUSD |
|---|---|---|
| Max Drawdown | -10.92% | -66.79% |
| Longest DD Days | 310.0 | 682.0 |
| Avg. Drawdown | -2.97% | -8.35% |
| Avg. Drawdown Days | 42.0 | 50.0 |
| Recovery Factor | 7.41 | 1.88 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-06 | -10.92 | 169 |
| 2023-03-22 | 2024-01-26 | -10.53 | 310 |
| 2024-04-30 | 2024-05-17 | -8.71 | 17 |
| 2022-12-15 | 2023-03-17 | -6.58 | 92 |
| 2025-01-25 | 2025-03-19 | -4.53 | 53 |
| 2025-03-20 | 2025-03-25 | -3.40 | 5 |
| 2022-05-26 | 2022-05-29 | -2.18 | 3 |
| 2022-07-17 | 2022-07-18 | -1.88 | 1 |
| 2023-03-18 | 2023-03-19 | -1.72 | 1 |
| 2022-09-30 | 2022-12-13 | -1.21 | 74 |
| Metric | 12355771:btcusd:triple_med_gx:lsma50_70 | 12355771:BTCUSD |
|---|---|---|
| Best Day | 9.59% | 11.89% |
| Worst Day | -5.85% | -15.42% |
| Best Week | 12.22% | 35.75% |
| Worst Week | -7.1% | -29.64% |
| Best Month | 11.13% | 43.77% |
| Worst Month | -4.3% | -37.12% |
| Best Year | 31.48% | 155.54% |
| Worst Year | -2.2% | -57.33% |
| Avg. Up Day | 2.46% | 2.5% |
| Avg. Down Day | -1.68% | -1.78% |
| Avg. Up Week | 6.06% | 8.25% |
| Avg. Down Week | -3.2% | -3.67% |
| Avg. Up Month | 6.58% | 17.37% |
| Avg. Down Month | -3.07% | -8.56% |
| Win Days % | 49.59% | 49.23% |
| Win Month % | 63.16% | 59.46% |
| Win Week % | 54.55% | 50.62% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 75.0% | 50.0% |