| Metric | 12357362:btcusd:triple_med_gx:lsma50_75 | 12357362:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 61.12% | 112.61% |
| Max Drawdown | -11.12% | -66.79% |
| Sharpe | 0.98 | 0.74 |
| Sortino | 1.82 | 1.08 |
| Payoff Ratio | 1.53 | 1.46 |
| Profit Factor | 1.52 | 1.12 |
| Common Sense Ratio | 3.3 | 1.27 |
| CPC Index | 1.08 | 0.81 |
| Tail Ratio | 2.17 | 1.14 |
| Outlier Win Ratio | 43.89 | 3.2 |
| Outlier Loss Ratio | 3.76 | 2.88 |
| Volatility (ann.) | 17.72% | 53.23% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.53 | 0.42 |
| Skew | 3.3 | -0.1 |
| Kurtosis | 36.04 | 4.1 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.3% | 2.06% |
| Expected Yearly % | 12.66% | 20.75% |
| Kelly Criterion | 11.28% | 14.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -4.48% |
| Expected Shortfall (cVaR) | -1.48% | -4.48% |
| Year | 12357362:BTCUSD | 12357362:btcusd:triple_med_gx:lsma50_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.80 | 17.28 | -0.29 | + |
| 2023 | 155.54 | 8.21 | 0.05 | - |
| 2024 | 121.00 | 27.69 | 0.23 | - |
| 2025 | -6.34 | -0.58 | 0.09 | + |
| Metric | 12357362:btcusd:triple_med_gx:lsma50_75 | 12357362:BTCUSD |
|---|---|---|
| MTD | -0.3% | 3.72% |
| 3M | -0.58% | -8.05% |
| 6M | -0.58% | 37.53% |
| YTD | -0.58% | -6.34% |
| 1Y | 6.37% | 30.1% |
| 3Y (ann.) | 17.21% | 25.67% |
| 5Y (ann.) | 17.06% | 28.29% |
| Metric | 12357362:btcusd:triple_med_gx:lsma50_75 | 12357362:BTCUSD |
|---|---|---|
| Max Drawdown | -11.12% | -66.79% |
| Longest DD Days | 248.0 | 682.0 |
| Avg. Drawdown | -3.22% | -9.04% |
| Avg. Drawdown Days | 43.0 | 56.0 |
| Recovery Factor | 5.5 | 1.69 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2025-01-24 | -11.12 | 248 |
| 2023-03-24 | 2023-09-19 | -10.36 | 179 |
| 2024-04-30 | 2024-05-17 | -8.71 | 17 |
| 2022-12-15 | 2023-03-17 | -6.58 | 92 |
| 2023-09-20 | 2024-01-01 | -6.51 | 103 |
| 2022-06-07 | 2022-07-18 | -3.96 | 41 |
| 2025-03-20 | 2025-03-25 | -3.40 | 5 |
| 2025-01-25 | 2025-03-19 | -3.39 | 53 |
| 2023-03-22 | 2023-03-23 | -3.21 | 1 |
| 2022-05-26 | 2022-05-29 | -2.18 | 3 |
| Metric | 12357362:btcusd:triple_med_gx:lsma50_75 | 12357362: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 | 10.48% | 43.77% |
| Worst Month | -4.3% | -37.12% |
| Best Year | 27.69% | 155.54% |
| Worst Year | -0.58% | -59.8% |
| Avg. Up Day | 2.39% | 2.42% |
| Avg. Down Day | -1.56% | -1.65% |
| Avg. Up Week | 5.21% | 7.46% |
| Avg. Down Week | -3.38% | -3.51% |
| Avg. Up Month | 6.61% | 14.38% |
| Avg. Down Month | -3.25% | -15.7% |
| Win Days % | 46.38% | 49.18% |
| Win Month % | 55.0% | 59.46% |
| Win Week % | 52.78% | 50.62% |
| Win Quarter % | 75.0% | 53.85% |
| Win Year % | 75.0% | 50.0% |