| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 160.57% | 935.45% |
| Max Drawdown | -32.5% | -72.72% |
| Sharpe | 3.48 | 3.76 |
| Sortino | 7.31 | 7.55 |
| Payoff Ratio | 3.11 | 0.96 |
| Profit Factor | 2.13 | 2.1 |
| Common Sense Ratio | 5.09 | 3.42 |
| CPC Index | 1.96 | 1.21 |
| Tail Ratio | 2.39 | 1.63 |
| Outlier Win Ratio | 7.35 | 4.81 |
| Outlier Loss Ratio | 18.97 | 3.48 |
| Volatility (ann.) | 83.58% | 233.37% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.68 | 0.86 |
| Skew | 1.42 | 2.12 |
| Kurtosis | 6.94 | 15.03 |
| Expected Daily % | 0.71% | 1.73% |
| Expected Monthly % | 2.2% | 5.46% |
| Expected Yearly % | 17.31% | 47.63% |
| Kelly Criterion | 7.0% | 18.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.4% | -17.69% |
| Expected Shortfall (cVaR) | -6.4% | -17.69% |
| Year | 12385880:BTCUSD | 12385880:btcusd:triple_med_gx:lsma55_10 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 237.78 | 32.05 | 0.13 | - |
| 2021 | 75.19 | -13.13 | -0.17 | - |
| 2022 | -66.90 | -22.15 | 0.33 | + |
| 2023 | 152.11 | 75.82 | 0.50 | - |
| 2024 | 135.19 | 62.16 | 0.46 | - |
| 2025 | -10.83 | 2.35 | -0.22 | + |
| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| MTD | -3.55% | -15.42% |
| 3M | 6.55% | 21.81% |
| 6M | 20.0% | 43.36% |
| YTD | 2.35% | -10.83% |
| 1Y | 46.79% | 69.82% |
| 3Y (ann.) | 31.99% | 33.85% |
| 5Y (ann.) | 22.1% | 62.78% |
| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| Max Drawdown | -32.5% | -72.72% |
| Longest DD Days | 1024.0 | 1050.0 |
| Avg. Drawdown | -2.55% | -12.9% |
| Avg. Drawdown Days | 63.0 | 113.0 |
| Recovery Factor | 4.94 | 12.86 |
| Ulcer Index | 0.99 | 0.97 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-01-02 | 2023-10-23 | -32.50 | 1024 |
| 2024-04-16 | 2024-05-05 | -4.49 | 19 |
| 2024-06-13 | 2024-09-10 | -4.01 | 89 |
| 2025-02-24 | 2025-02-25 | -3.55 | 1 |
| 2020-09-24 | 2020-10-29 | -2.27 | 35 |
| 2025-01-08 | 2025-01-14 | -1.03 | 6 |
| 2024-10-04 | 2024-10-17 | -0.60 | 13 |
| 2023-12-30 | 2024-01-08 | -0.30 | 9 |
| 2025-01-17 | 2025-01-21 | -0.23 | 4 |
| 2020-12-26 | 2020-12-30 | -0.18 | 4 |
| Metric | 12385880:btcusd:triple_med_gx:lsma55_10 | 12385880:BTCUSD |
|---|---|---|
| Best Day | 18.7% | 71.89% |
| Worst Day | -16.59% | -42.41% |
| Best Week | 18.7% | 71.89% |
| Worst Week | -16.59% | -42.41% |
| Best Month | 18.04% | 114.69% |
| Worst Month | -16.74% | -38.59% |
| Best Year | 75.82% | 237.78% |
| Worst Year | -22.15% | -66.9% |
| Avg. Up Day | 5.12% | 5.31% |
| Avg. Down Day | -1.65% | -5.52% |
| Avg. Up Week | 6.22% | 11.29% |
| Avg. Down Week | -2.73% | -8.39% |
| Avg. Up Month | 8.27% | 23.68% |
| Avg. Down Month | -3.71% | -11.21% |
| Win Days % | 29.63% | 60.0% |
| Win Month % | 56.82% | 61.36% |
| Win Week % | 40.48% | 59.52% |
| Win Quarter % | 70.0% | 55.0% |
| Win Year % | 66.67% | 66.67% |