| Metric | 12362298:btcusd:triple_med_gx:lsma70_90 | 12362298:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 26.31% | 92.01% |
| Max Drawdown | -10.73% | -66.18% |
| Sharpe | 0.71 | 0.68 |
| Sortino | 1.35 | 0.99 |
| Payoff Ratio | 1.92 | 1.72 |
| Profit Factor | 1.43 | 1.11 |
| Common Sense Ratio | 0.0 | 1.25 |
| CPC Index | 1.1 | 0.93 |
| Tail Ratio | 0.0 | 1.13 |
| Outlier Win Ratio | 73.23 | 2.94 |
| Outlier Loss Ratio | 4.6 | 2.63 |
| Volatility (ann.) | 12.1% | 53.38% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.76 | 0.37 |
| Skew | 4.26 | -0.1 |
| Kurtosis | 50.13 | 4.1 |
| Expected Daily % | 0.02% | 0.06% |
| Expected Monthly % | 0.63% | 1.78% |
| Expected Yearly % | 6.01% | 17.71% |
| Kelly Criterion | 8.99% | 19.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -4.5% |
| Expected Shortfall (cVaR) | -1.02% | -4.5% |
| Year | 12362298:BTCUSD | 12362298:btcusd:triple_med_gx:lsma70_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | 6.20 | -0.10 | + |
| 2023 | 155.54 | 16.54 | 0.11 | - |
| 2024 | 121.00 | 9.32 | 0.08 | - |
| 2025 | -6.34 | -6.64 | 1.05 | - |
| Metric | 12362298:btcusd:triple_med_gx:lsma70_90 | 12362298:BTCUSD |
|---|---|---|
| MTD | -0.18% | 3.72% |
| 3M | -6.64% | -8.05% |
| 6M | -6.64% | 37.53% |
| YTD | -6.64% | -6.34% |
| 1Y | -4.57% | 30.1% |
| 3Y (ann.) | 8.14% | 24.42% |
| 5Y (ann.) | 8.14% | 24.42% |
| Metric | 12362298:btcusd:triple_med_gx:lsma70_90 | 12362298:BTCUSD |
|---|---|---|
| Max Drawdown | -10.73% | -66.18% |
| Longest DD Days | 308.0 | 643.0 |
| Avg. Drawdown | -3.04% | -9.73% |
| Avg. Drawdown Days | 62.0 | 55.0 |
| Recovery Factor | 2.45 | 1.39 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2025-03-25 | -10.73 | 308 |
| 2022-06-07 | 2022-10-04 | -10.17 | 119 |
| 2022-10-05 | 2023-03-23 | -4.89 | 169 |
| 2023-03-24 | 2023-06-17 | -4.70 | 85 |
| 2023-12-26 | 2024-02-12 | -2.66 | 48 |
| 2024-05-17 | 2024-05-20 | -1.35 | 3 |
| 2023-06-18 | 2023-06-19 | -0.64 | 1 |
| 2024-02-13 | 2024-02-14 | -0.43 | 1 |
| 2023-09-16 | 2023-09-18 | -0.33 | 2 |
| 2022-04-17 | 2022-04-18 | -0.18 | 1 |
| Metric | 12362298:btcusd:triple_med_gx:lsma70_90 | 12362298:BTCUSD |
|---|---|---|
| Best Day | 7.8% | 11.89% |
| Worst Day | -3.55% | -15.42% |
| Best Week | 13.72% | 35.75% |
| Worst Week | -5.07% | -29.64% |
| Best Month | 15.23% | 43.77% |
| Worst Month | -5.15% | -37.12% |
| Best Year | 16.54% | 155.54% |
| Worst Year | -6.64% | -63.7% |
| Avg. Up Day | 2.16% | 2.21% |
| Avg. Down Day | -1.13% | -1.28% |
| Avg. Up Week | 3.15% | 4.31% |
| Avg. Down Week | -2.5% | -3.27% |
| Avg. Up Month | 5.27% | 16.89% |
| Avg. Down Month | -2.9% | -27.4% |
| Win Days % | 40.21% | 48.94% |
| Win Month % | 56.25% | 58.33% |
| Win Week % | 62.5% | 50.0% |
| Win Quarter % | 81.82% | 50.0% |
| Win Year % | 75.0% | 50.0% |