| Metric | 12395461:btcusd:triple_med_gx:lsma65_50 | 12395461:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 81.46% | 127.48% |
| Max Drawdown | -23.4% | -66.79% |
| Sharpe | 1.02 | 0.77 |
| Sortino | 1.89 | 1.14 |
| Payoff Ratio | 1.74 | 1.59 |
| Profit Factor | 1.44 | 1.13 |
| Common Sense Ratio | 2.38 | 1.28 |
| CPC Index | 0.97 | 0.88 |
| Tail Ratio | 1.65 | 1.14 |
| Outlier Win Ratio | 30.91 | 3.37 |
| Outlier Loss Ratio | 5.14 | 2.93 |
| Volatility (ann.) | 21.48% | 53.5% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.92 | 0.46 |
| Skew | 3.02 | -0.08 |
| Kurtosis | 30.6 | 3.99 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.62% | 2.25% |
| Expected Yearly % | 16.06% | 22.81% |
| Kelly Criterion | 3.64% | 17.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -4.49% |
| Expected Shortfall (cVaR) | -1.79% | -4.49% |
| Year | 12395461:BTCUSD | 12395461:btcusd:triple_med_gx:lsma65_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.99 | 17.21 | -0.30 | + |
| 2023 | 155.54 | 52.96 | 0.34 | - |
| 2024 | 121.00 | 7.05 | 0.06 | - |
| 2025 | -6.34 | -5.45 | 0.86 | + |
| Metric | 12395461:btcusd:triple_med_gx:lsma65_50 | 12395461:BTCUSD |
|---|---|---|
| MTD | 1.25% | 3.72% |
| 3M | -5.45% | -8.05% |
| 6M | -7.28% | 37.53% |
| YTD | -5.45% | -6.34% |
| 1Y | 7.92% | 30.1% |
| 3Y (ann.) | 20.48% | 25.67% |
| 5Y (ann.) | 21.54% | 30.87% |
| Metric | 12395461:btcusd:triple_med_gx:lsma65_50 | 12395461:BTCUSD |
|---|---|---|
| Max Drawdown | -23.4% | -66.79% |
| Longest DD Days | 500.0 | 682.0 |
| Avg. Drawdown | -4.16% | -9.12% |
| Avg. Drawdown Days | 54.0 | 53.0 |
| Recovery Factor | 3.48 | 1.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-11 | 2025-03-25 | -23.40 | 500 |
| 2023-04-11 | 2023-11-08 | -13.90 | 211 |
| 2022-07-08 | 2022-09-09 | -10.69 | 63 |
| 2022-09-20 | 2023-01-12 | -9.22 | 114 |
| 2023-02-16 | 2023-02-17 | -3.32 | 1 |
| 2022-03-20 | 2022-03-24 | -2.60 | 4 |
| 2023-03-18 | 2023-03-19 | -1.72 | 1 |
| 2023-03-15 | 2023-03-16 | -1.56 | 1 |
| 2023-04-01 | 2023-04-10 | -1.53 | 9 |
| 2023-03-30 | 2023-03-31 | -1.14 | 1 |
| Metric | 12395461:btcusd:triple_med_gx:lsma65_50 | 12395461:BTCUSD |
|---|---|---|
| Best Day | 10.58% | 11.89% |
| Worst Day | -7.72% | -15.42% |
| Best Week | 14.08% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 20.06% | 43.77% |
| Worst Month | -10.53% | -37.12% |
| Best Year | 52.96% | 155.54% |
| Worst Year | -5.45% | -56.99% |
| Avg. Up Day | 2.3% | 2.35% |
| Avg. Down Day | -1.32% | -1.48% |
| Avg. Up Week | 4.6% | 7.95% |
| Avg. Down Week | -3.16% | -3.98% |
| Avg. Up Month | 8.17% | 15.78% |
| Avg. Down Month | -2.07% | -9.26% |
| Win Days % | 38.84% | 49.19% |
| Win Month % | 51.61% | 59.46% |
| Win Week % | 52.7% | 50.92% |
| Win Quarter % | 66.67% | 53.85% |
| Win Year % | 75.0% | 50.0% |