| Metric | 12393826:btcusd:triple_med_gx:lsma95_45 | 12393826:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 41.22% | 92.17% |
| Max Drawdown | -14.75% | -65.36% |
| Sharpe | 0.78 | 0.68 |
| Sortino | 1.3 | 1.0 |
| Payoff Ratio | 2.12 | 1.71 |
| Profit Factor | 1.49 | 1.11 |
| Common Sense Ratio | 0.0 | 1.25 |
| CPC Index | 1.12 | 0.93 |
| Tail Ratio | 0.0 | 1.13 |
| Outlier Win Ratio | 54.9 | 3.13 |
| Outlier Loss Ratio | 4.62 | 2.49 |
| Volatility (ann.) | 16.73% | 53.47% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.83 | 0.38 |
| Skew | 1.58 | -0.1 |
| Kurtosis | 61.53 | 4.08 |
| Expected Daily % | 0.03% | 0.06% |
| Expected Monthly % | 0.96% | 1.83% |
| Expected Yearly % | 9.01% | 17.74% |
| Kelly Criterion | 5.01% | 18.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -4.5% |
| Expected Shortfall (cVaR) | -1.4% | -4.5% |
| Year | 12393826:BTCUSD | 12393826:btcusd:triple_med_gx:lsma95_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.67 | -6.68 | 0.10 | + |
| 2023 | 155.54 | 41.21 | 0.26 | - |
| 2024 | 121.00 | 16.24 | 0.13 | - |
| 2025 | -6.34 | -7.81 | 1.23 | - |
| Metric | 12393826:btcusd:triple_med_gx:lsma95_45 | 12393826:BTCUSD |
|---|---|---|
| MTD | 0.1% | 3.72% |
| 3M | -7.81% | -8.05% |
| 6M | -3.21% | 37.53% |
| YTD | -7.81% | -6.34% |
| 1Y | 2.78% | 30.1% |
| 3Y (ann.) | 12.31% | 24.58% |
| 5Y (ann.) | 12.31% | 24.58% |
| Metric | 12393826:btcusd:triple_med_gx:lsma95_45 | 12393826:BTCUSD |
|---|---|---|
| Max Drawdown | -14.75% | -65.36% |
| Longest DD Days | 393.0 | 642.0 |
| Avg. Drawdown | -3.01% | -10.16% |
| Avg. Drawdown Days | 49.0 | 58.0 |
| Recovery Factor | 2.79 | 1.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-23 | 2023-06-20 | -14.75 | 393 |
| 2024-10-30 | 2025-03-25 | -11.39 | 146 |
| 2024-01-20 | 2024-03-24 | -9.65 | 64 |
| 2024-08-02 | 2024-10-29 | -5.86 | 88 |
| 2023-11-02 | 2023-11-15 | -2.35 | 13 |
| 2023-06-24 | 2023-07-07 | -2.06 | 13 |
| 2023-09-08 | 2023-09-12 | -2.05 | 4 |
| 2024-03-29 | 2024-07-14 | -1.62 | 107 |
| 2023-09-04 | 2023-09-07 | -0.95 | 3 |
| 2023-09-15 | 2023-09-19 | -0.81 | 4 |
| Metric | 12393826:btcusd:triple_med_gx:lsma95_45 | 12393826:BTCUSD |
|---|---|---|
| Best Day | 9.6% | 11.89% |
| Worst Day | -10.11% | -15.42% |
| Best Week | 14.22% | 35.75% |
| Worst Week | -10.28% | -29.64% |
| Best Month | 13.32% | 43.77% |
| Worst Month | -9.68% | -37.12% |
| Best Year | 41.21% | 155.54% |
| Worst Year | -7.81% | -63.67% |
| Avg. Up Day | 2.6% | 2.65% |
| Avg. Down Day | -1.22% | -1.55% |
| Avg. Up Week | 4.89% | 6.81% |
| Avg. Down Week | -2.48% | -4.27% |
| Avg. Up Month | 5.23% | 9.83% |
| Avg. Down Month | -5.99% | -11.27% |
| Win Days % | 35.43% | 48.89% |
| Win Month % | 61.9% | 58.33% |
| Win Week % | 51.43% | 49.69% |
| Win Quarter % | 72.73% | 50.0% |
| Win Year % | 50.0% | 50.0% |