| Metric | 12392513:btcusd:triple_med_gx:lsma85_40 | 12392513:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 60.11% | 96.31% |
| Max Drawdown | -10.15% | -66.79% |
| Sharpe | 0.97 | 0.69 |
| Sortino | 1.86 | 1.01 |
| Payoff Ratio | 2.14 | 1.8 |
| Profit Factor | 1.64 | 1.11 |
| Common Sense Ratio | 0.0 | 1.26 |
| CPC Index | 1.33 | 0.98 |
| Tail Ratio | 0.0 | 1.13 |
| Outlier Win Ratio | 49.8 | 3.19 |
| Outlier Loss Ratio | 4.68 | 2.62 |
| Volatility (ann.) | 17.77% | 53.38% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.67 | 0.38 |
| Skew | 3.87 | -0.09 |
| Kurtosis | 58.28 | 4.08 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.28% | 1.84% |
| Expected Yearly % | 12.49% | 18.37% |
| Kelly Criterion | 8.59% | 20.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -4.49% |
| Expected Shortfall (cVaR) | -1.48% | -4.49% |
| Year | 12392513:BTCUSD | 12392513:btcusd:triple_med_gx:lsma85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.89 | 6.25 | -0.10 | + |
| 2023 | 155.54 | 23.89 | 0.15 | - |
| 2024 | 121.00 | 30.31 | 0.25 | - |
| 2025 | -6.34 | -6.66 | 1.05 | - |
| Metric | 12392513:btcusd:triple_med_gx:lsma85_40 | 12392513:BTCUSD |
|---|---|---|
| MTD | 0.1% | 3.72% |
| 3M | -6.66% | -8.05% |
| 6M | 1.45% | 37.53% |
| YTD | -6.66% | -6.34% |
| 1Y | 10.75% | 30.1% |
| 3Y (ann.) | 16.99% | 25.21% |
| 5Y (ann.) | 16.99% | 25.21% |
| Metric | 12392513:btcusd:triple_med_gx:lsma85_40 | 12392513:BTCUSD |
|---|---|---|
| Max Drawdown | -10.15% | -66.79% |
| Longest DD Days | 249.0 | 682.0 |
| Avg. Drawdown | -3.61% | -9.91% |
| Avg. Drawdown Days | 51.0 | 62.0 |
| Recovery Factor | 5.92 | 1.44 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-03 | 2022-09-28 | -10.15 | 148 |
| 2024-03-17 | 2024-03-24 | -9.58 | 7 |
| 2023-06-24 | 2024-02-28 | -8.25 | 249 |
| 2025-01-31 | 2025-03-25 | -7.63 | 53 |
| 2024-10-30 | 2025-01-30 | -5.02 | 92 |
| 2024-03-29 | 2024-07-19 | -4.62 | 112 |
| 2022-09-30 | 2022-11-23 | -4.21 | 54 |
| 2023-01-30 | 2023-02-15 | -3.83 | 16 |
| 2024-10-21 | 2024-10-24 | -1.28 | 3 |
| 2023-04-05 | 2023-06-19 | -0.97 | 75 |
| Metric | 12392513:btcusd:triple_med_gx:lsma85_40 | 12392513:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 11.89% |
| Worst Day | -8.44% | -15.42% |
| Best Week | 16.39% | 35.75% |
| Worst Week | -7.56% | -29.64% |
| Best Month | 15.47% | 43.77% |
| Worst Month | -5.19% | -37.12% |
| Best Year | 30.31% | 155.54% |
| Worst Year | -6.66% | -62.89% |
| Avg. Up Day | 2.7% | 2.76% |
| Avg. Down Day | -1.26% | -1.53% |
| Avg. Up Week | 5.6% | 7.51% |
| Avg. Down Week | -1.99% | -4.11% |
| Avg. Up Month | 6.1% | 14.14% |
| Avg. Down Month | -2.77% | -19.13% |
| Win Days % | 37.69% | 48.99% |
| Win Month % | 53.85% | 59.46% |
| Win Week % | 46.15% | 50.0% |
| Win Quarter % | 58.33% | 53.85% |
| Win Year % | 75.0% | 50.0% |