| Metric | 12362251:btcusd:triple_med_gx:lsma70_90 | 12362251:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 39.0% | 92.01% |
| Max Drawdown | -9.29% | -66.18% |
| Sharpe | 0.97 | 0.68 |
| Sortino | 2.15 | 0.99 |
| Payoff Ratio | 1.97 | 1.48 |
| Profit Factor | 1.7 | 1.11 |
| Common Sense Ratio | NaN | 1.25 |
| CPC Index | 1.44 | 0.8 |
| Tail Ratio | NaN | 1.13 |
| Outlier Win Ratio | 72.87 | 2.94 |
| Outlier Loss Ratio | 4.87 | 2.55 |
| Volatility (ann.) | 12.16% | 53.38% |
| R^2 | 0.05 | 0.05 |
| Calmar | 1.25 | 0.37 |
| Skew | 6.13 | -0.1 |
| Kurtosis | 70.85 | 4.1 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.89% | 1.78% |
| Expected Yearly % | 8.58% | 17.71% |
| Kelly Criterion | 14.24% | 14.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -4.5% |
| Expected Shortfall (cVaR) | -1.01% | -4.5% |
| Year | 12362251:BTCUSD | 12362251:btcusd:triple_med_gx:lsma70_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | 12.30 | -0.19 | + |
| 2023 | 155.54 | 13.51 | 0.09 | - |
| 2024 | 121.00 | 9.78 | 0.08 | - |
| 2025 | -6.34 | -0.67 | 0.11 | + |
| Metric | 12362251:btcusd:triple_med_gx:lsma70_90 | 12362251:BTCUSD |
|---|---|---|
| MTD | -0.28% | 3.72% |
| 3M | -0.67% | -8.05% |
| 6M | -0.67% | 37.53% |
| YTD | -0.67% | -6.34% |
| 1Y | 4.67% | 30.1% |
| 3Y (ann.) | 11.66% | 24.42% |
| 5Y (ann.) | 11.66% | 24.42% |
| Metric | 12362251:btcusd:triple_med_gx:lsma70_90 | 12362251:BTCUSD |
|---|---|---|
| Max Drawdown | -9.29% | -66.18% |
| Longest DD Days | 258.0 | 643.0 |
| Avg. Drawdown | -2.92% | -9.73% |
| Avg. Drawdown Days | 77.0 | 55.0 |
| Recovery Factor | 4.2 | 1.39 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-10-05 | 2023-06-20 | -9.29 | 258 |
| 2025-01-22 | 2025-03-25 | -7.99 | 62 |
| 2024-05-21 | 2025-01-21 | -5.22 | 245 |
| 2022-09-30 | 2022-10-03 | -2.72 | 3 |
| 2022-06-02 | 2022-06-06 | -2.68 | 4 |
| 2023-09-16 | 2024-02-12 | -2.08 | 149 |
| 2024-05-18 | 2024-05-20 | -1.17 | 2 |
| 2022-06-07 | 2022-06-19 | -1.14 | 12 |
| 2022-06-20 | 2022-09-26 | -1.01 | 98 |
| 2022-09-27 | 2022-09-28 | -0.78 | 1 |
| Metric | 12362251:btcusd:triple_med_gx:lsma70_90 | 12362251:BTCUSD |
|---|---|---|
| Best Day | 8.46% | 11.89% |
| Worst Day | -3.21% | -15.42% |
| Best Week | 13.3% | 35.75% |
| Worst Week | -2.68% | -29.64% |
| Best Month | 13.03% | 43.77% |
| Worst Month | -1.69% | -37.12% |
| Best Year | 13.51% | 155.54% |
| Worst Year | -0.67% | -63.7% |
| Avg. Up Day | 2.08% | 2.11% |
| Avg. Down Day | -1.06% | -1.42% |
| Avg. Up Week | 2.6% | 3.99% |
| Avg. Down Week | -1.2% | -2.49% |
| Avg. Up Month | 2.87% | 14.27% |
| Avg. Down Month | -0.47% | -17.69% |
| Win Days % | 43.16% | 48.94% |
| Win Month % | 75.0% | 58.33% |
| Win Week % | 69.23% | 50.0% |
| Win Quarter % | 72.73% | 50.0% |
| Win Year % | 75.0% | 50.0% |