| Metric | 12395465:btcusd:triple_med_gx:lsma85_50 | 12395465:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 10.92% | 96.31% |
| Max Drawdown | -31.17% | -66.79% |
| Sharpe | 0.26 | 0.69 |
| Sortino | 0.42 | 1.01 |
| Payoff Ratio | 1.36 | 1.26 |
| Profit Factor | 1.11 | 1.11 |
| Common Sense Ratio | 0.99 | 1.26 |
| CPC Index | 0.58 | 0.68 |
| Tail Ratio | 0.89 | 1.13 |
| Outlier Win Ratio | 34.39 | 3.31 |
| Outlier Loss Ratio | 4.17 | 3.09 |
| Volatility (ann.) | 22.98% | 53.38% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.11 | 0.38 |
| Skew | 1.95 | -0.09 |
| Kurtosis | 33.27 | 4.08 |
| Expected Daily % | 0.01% | 0.06% |
| Expected Monthly % | 0.28% | 1.84% |
| Expected Yearly % | 2.62% | 18.37% |
| Kelly Criterion | -7.05% | 8.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.96% | -4.49% |
| Expected Shortfall (cVaR) | -1.96% | -4.49% |
| Year | 12395465:BTCUSD | 12395465:btcusd:triple_med_gx:lsma85_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.89 | 11.33 | -0.18 | + |
| 2023 | 155.54 | 41.71 | 0.27 | - |
| 2024 | 121.00 | -19.52 | -0.16 | - |
| 2025 | -6.34 | -12.64 | 1.99 | - |
| Metric | 12395465:btcusd:triple_med_gx:lsma85_50 | 12395465:BTCUSD |
|---|---|---|
| MTD | -7.79% | 3.72% |
| 3M | -12.64% | -8.05% |
| 6M | -16.98% | 37.53% |
| YTD | -12.64% | -6.34% |
| 1Y | -25.04% | 30.1% |
| 3Y (ann.) | 3.51% | 25.21% |
| 5Y (ann.) | 3.51% | 25.21% |
| Metric | 12395465:btcusd:triple_med_gx:lsma85_50 | 12395465:BTCUSD |
|---|---|---|
| Max Drawdown | -31.17% | -66.79% |
| Longest DD Days | 495.0 | 682.0 |
| Avg. Drawdown | -5.37% | -9.91% |
| Avg. Drawdown Days | 65.0 | 62.0 |
| Recovery Factor | 0.35 | 1.44 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-16 | 2025-03-25 | -31.17 | 495 |
| 2023-05-30 | 2023-10-23 | -11.84 | 146 |
| 2022-09-20 | 2023-01-13 | -8.41 | 115 |
| 2022-06-01 | 2022-09-09 | -7.85 | 100 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-02-16 | 2023-02-17 | -3.32 | 1 |
| 2023-02-21 | 2023-03-29 | -3.01 | 36 |
| 2023-04-01 | 2023-04-10 | -1.53 | 9 |
| 2023-02-19 | 2023-02-20 | -1.44 | 1 |
| 2023-04-11 | 2023-04-13 | -1.22 | 2 |
| Metric | 12395465:btcusd:triple_med_gx:lsma85_50 | 12395465:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -8.76% | -15.42% |
| Best Week | 12.59% | 35.75% |
| Worst Week | -8.93% | -29.64% |
| Best Month | 11.06% | 43.77% |
| Worst Month | -10.53% | -37.12% |
| Best Year | 41.71% | 155.54% |
| Worst Year | -19.52% | -62.89% |
| Avg. Up Day | 2.33% | 2.39% |
| Avg. Down Day | -1.72% | -1.9% |
| Avg. Up Week | 4.18% | 7.18% |
| Avg. Down Week | -2.8% | -3.23% |
| Avg. Up Month | 5.0% | 12.79% |
| Avg. Down Month | -3.4% | -12.41% |
| Win Days % | 38.39% | 48.99% |
| Win Month % | 54.84% | 59.46% |
| Win Week % | 46.03% | 50.0% |
| Win Quarter % | 50.0% | 53.85% |
| Win Year % | 50.0% | 50.0% |