| Metric | 12395777:btcusd:triple_med_gx:lsma70_50 | 12395777:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 75.57% | 830.93% |
| Max Drawdown | -30.75% | -76.67% |
| Sharpe | 0.79 | 1.05 |
| Sortino | 1.33 | 1.57 |
| Payoff Ratio | 1.96 | 1.59 |
| Profit Factor | 1.61 | 1.17 |
| Common Sense Ratio | 0.0 | 1.21 |
| CPC Index | 1.3 | 0.95 |
| Tail Ratio | 0.0 | 1.03 |
| Outlier Win Ratio | 66.87 | 2.79 |
| Outlier Loss Ratio | 4.54 | 2.5 |
| Volatility (ann.) | 16.34% | 61.2% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.4 | 0.75 |
| Skew | 1.23 | 0.11 |
| Kurtosis | 107.82 | 3.44 |
| Expected Daily % | 0.03% | 0.12% |
| Expected Monthly % | 0.96% | 3.85% |
| Expected Yearly % | 9.83% | 45.04% |
| Kelly Criterion | 11.22% | 20.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -5.09% |
| Expected Shortfall (cVaR) | -1.37% | -5.09% |
| Year | 12395777:BTCUSD | 12395777:btcusd:triple_med_gx:lsma70_50 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 226.99 | 24.30 | 0.11 | - |
| 2021 | 59.34 | -11.95 | -0.20 | - |
| 2022 | -64.22 | -2.71 | 0.04 | + |
| 2023 | 155.54 | 58.65 | 0.38 | - |
| 2024 | 121.00 | 14.48 | 0.12 | - |
| 2025 | -11.59 | -9.23 | 0.80 | + |
| Metric | 12395777:btcusd:triple_med_gx:lsma70_50 | 12395777:BTCUSD |
|---|---|---|
| MTD | -6.15% | -2.09% |
| 3M | -9.23% | -13.24% |
| 6M | -13.89% | 25.32% |
| YTD | -9.23% | -11.59% |
| 1Y | -14.91% | 18.54% |
| 3Y (ann.) | 17.04% | 20.55% |
| 5Y (ann.) | 12.15% | 57.53% |
| Metric | 12395777:btcusd:triple_med_gx:lsma70_50 | 12395777:BTCUSD |
|---|---|---|
| Max Drawdown | -30.75% | -76.67% |
| Longest DD Days | 638.0 | 846.0 |
| Avg. Drawdown | -3.82% | -9.48% |
| Avg. Drawdown Days | 63.0 | 40.0 |
| Recovery Factor | 2.46 | 10.84 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-04-22 | 2023-01-20 | -30.75 | 638 |
| 2024-03-12 | 2025-03-31 | -15.94 | 384 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-01-24 | 2023-04-10 | -4.78 | 76 |
| 2023-06-09 | 2023-06-16 | -2.50 | 7 |
| 2023-08-17 | 2023-08-29 | -2.50 | 12 |
| 2020-11-01 | 2020-11-03 | -1.75 | 2 |
| 2020-08-05 | 2020-08-10 | -1.52 | 5 |
| 2023-04-12 | 2023-04-13 | -1.04 | 1 |
| 2023-01-22 | 2023-01-23 | -0.33 | 1 |
| Metric | 12395777:btcusd:triple_med_gx:lsma70_50 | 12395777:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 19.48% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 14.8% | 38.59% |
| Worst Week | -19.66% | -29.64% |
| Best Month | 19.64% | 47.19% |
| Worst Month | -20.99% | -37.12% |
| Best Year | 58.65% | 226.99% |
| Worst Year | -11.95% | -64.22% |
| Avg. Up Day | 2.63% | 2.68% |
| Avg. Down Day | -1.34% | -1.69% |
| Avg. Up Week | 5.98% | 8.52% |
| Avg. Down Week | -3.49% | -7.69% |
| Avg. Up Month | 7.34% | 20.97% |
| Avg. Down Month | -7.41% | -8.83% |
| Win Days % | 41.18% | 50.92% |
| Win Month % | 66.67% | 57.63% |
| Win Week % | 55.81% | 52.11% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 66.67% |