| Metric | 12392515:btcusd:triple_med_gx:lsma90_40 | 12392515:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 98.42% | 92.01% |
| Max Drawdown | -9.58% | -66.18% |
| Sharpe | 1.39 | 0.68 |
| Sortino | 2.99 | 0.99 |
| Payoff Ratio | 2.43 | 1.93 |
| Profit Factor | 2.03 | 1.11 |
| Common Sense Ratio | 0.0 | 1.25 |
| CPC Index | 1.94 | 1.05 |
| Tail Ratio | 0.0 | 1.13 |
| Outlier Win Ratio | 45.64 | 3.2 |
| Outlier Loss Ratio | 5.18 | 2.6 |
| Volatility (ann.) | 17.74% | 53.38% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.69 | 0.37 |
| Skew | 4.64 | -0.1 |
| Kurtosis | 56.7 | 4.1 |
| Expected Daily % | 0.06% | 0.06% |
| Expected Monthly % | 1.87% | 1.78% |
| Expected Yearly % | 18.69% | 17.71% |
| Kelly Criterion | 14.41% | 22.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -4.5% |
| Expected Shortfall (cVaR) | -1.46% | -4.5% |
| Year | 12392515:BTCUSD | 12392515:btcusd:triple_med_gx:lsma90_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | 5.47 | -0.09 | + |
| 2023 | 155.54 | 50.62 | 0.33 | - |
| 2024 | 121.00 | 33.90 | 0.28 | - |
| 2025 | -6.34 | -6.72 | 1.06 | - |
| Metric | 12392515:btcusd:triple_med_gx:lsma90_40 | 12392515:BTCUSD |
|---|---|---|
| MTD | 0.1% | 3.72% |
| 3M | -6.72% | -8.05% |
| 6M | 0.89% | 37.53% |
| YTD | -6.72% | -6.34% |
| 1Y | 13.61% | 30.1% |
| 3Y (ann.) | 25.79% | 24.42% |
| 5Y (ann.) | 25.79% | 24.42% |
| Metric | 12392515:btcusd:triple_med_gx:lsma90_40 | 12392515:BTCUSD |
|---|---|---|
| Max Drawdown | -9.58% | -66.18% |
| Longest DD Days | 146.0 | 643.0 |
| Avg. Drawdown | -2.3% | -9.73% |
| Avg. Drawdown Days | 23.0 | 55.0 |
| Recovery Factor | 10.27 | 1.39 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-17 | 2024-03-24 | -9.58 | 7 |
| 2024-10-30 | 2025-03-25 | -8.61 | 146 |
| 2022-05-03 | 2022-09-09 | -7.76 | 129 |
| 2023-01-30 | 2023-02-15 | -4.48 | 16 |
| 2022-09-30 | 2022-11-23 | -4.21 | 54 |
| 2024-01-17 | 2024-02-28 | -3.56 | 42 |
| 2022-04-19 | 2022-05-01 | -2.99 | 12 |
| 2023-11-02 | 2023-11-15 | -2.35 | 13 |
| 2023-06-24 | 2023-07-03 | -2.06 | 9 |
| 2023-09-08 | 2023-09-12 | -2.05 | 4 |
| Metric | 12392515:btcusd:triple_med_gx:lsma90_40 | 12392515:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 11.89% |
| Worst Day | -8.44% | -15.42% |
| Best Week | 16.39% | 35.75% |
| Worst Week | -5.02% | -29.64% |
| Best Month | 15.47% | 43.77% |
| Worst Month | -5.25% | -37.12% |
| Best Year | 50.62% | 155.54% |
| Worst Year | -6.72% | -63.7% |
| Avg. Up Day | 2.77% | 2.83% |
| Avg. Down Day | -1.14% | -1.46% |
| Avg. Up Week | 5.72% | 7.51% |
| Avg. Down Week | -1.83% | -3.64% |
| Avg. Up Month | 6.97% | 14.14% |
| Avg. Down Month | -3.32% | -16.86% |
| Win Days % | 39.39% | 48.94% |
| Win Month % | 66.67% | 58.33% |
| Win Week % | 51.28% | 50.0% |
| Win Quarter % | 81.82% | 50.0% |
| Win Year % | 75.0% | 50.0% |