| Metric | 12404451:btcusd:triple_med_gx:lsma60_80 | 12404451:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 39.4% | 113.17% |
| Max Drawdown | -13.66% | -66.79% |
| Sharpe | 0.92 | 0.74 |
| Sortino | 1.7 | 1.08 |
| Payoff Ratio | 1.77 | 1.36 |
| Profit Factor | 1.46 | 1.12 |
| Common Sense Ratio | 2.82 | 1.27 |
| CPC Index | 1.1 | 0.75 |
| Tail Ratio | 1.92 | 1.13 |
| Outlier Win Ratio | 52.64 | 2.93 |
| Outlier Loss Ratio | 6.12 | 2.56 |
| Volatility (ann.) | 13.02% | 53.32% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.85 | 0.43 |
| Skew | 3.38 | -0.1 |
| Kurtosis | 38.39 | 4.08 |
| Expected Daily % | 0.03% | 0.07% |
| Expected Monthly % | 0.9% | 2.07% |
| Expected Yearly % | 8.66% | 20.83% |
| Kelly Criterion | 9.63% | 11.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -4.48% |
| Expected Shortfall (cVaR) | -1.09% | -4.48% |
| Year | 12404451:BTCUSD | 12404451:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.70 | 7.39 | -0.12 | + |
| 2023 | 155.54 | 21.44 | 0.14 | - |
| 2024 | 121.00 | 7.81 | 0.06 | - |
| 2025 | -6.34 | -0.85 | 0.13 | + |
| Metric | 12404451:btcusd:triple_med_gx:lsma60_80 | 12404451:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -3.79% | -8.05% |
| 6M | -7.68% | 37.53% |
| YTD | -0.85% | -6.34% |
| 1Y | -0.7% | 30.1% |
| 3Y (ann.) | 11.7% | 25.67% |
| 5Y (ann.) | 11.65% | 28.55% |
| Metric | 12404451:btcusd:triple_med_gx:lsma60_80 | 12404451:BTCUSD |
|---|---|---|
| Max Drawdown | -13.66% | -66.79% |
| Longest DD Days | 292.0 | 682.0 |
| Avg. Drawdown | -2.65% | -9.91% |
| Avg. Drawdown Days | 43.0 | 62.0 |
| Recovery Factor | 2.88 | 1.69 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -13.66 | 292 |
| 2023-05-06 | 2024-02-18 | -10.29 | 288 |
| 2024-04-23 | 2024-05-03 | -5.45 | 10 |
| 2022-06-28 | 2022-08-10 | -5.30 | 43 |
| 2022-10-30 | 2022-11-04 | -3.23 | 5 |
| 2022-12-20 | 2023-01-06 | -2.35 | 17 |
| 2024-05-06 | 2024-06-04 | -1.77 | 29 |
| 2022-08-14 | 2022-09-12 | -1.09 | 29 |
| 2024-02-21 | 2024-02-24 | -0.93 | 3 |
| 2022-04-11 | 2022-04-12 | -0.18 | 1 |
| Metric | 12404451:btcusd:triple_med_gx:lsma60_80 | 12404451:BTCUSD |
|---|---|---|
| Best Day | 7.38% | 11.89% |
| Worst Day | -3.97% | -15.42% |
| Best Week | 11.01% | 35.75% |
| Worst Week | -7.58% | -29.64% |
| Best Month | 13.81% | 43.77% |
| Worst Month | -7.61% | -37.12% |
| Best Year | 21.44% | 155.54% |
| Worst Year | -0.85% | -59.7% |
| Avg. Up Day | 1.48% | 1.52% |
| Avg. Down Day | -0.84% | -1.12% |
| Avg. Up Week | 3.69% | 9.44% |
| Avg. Down Week | -1.99% | -4.56% |
| Avg. Up Month | 7.78% | 26.17% |
| Avg. Down Month | -2.27% | -11.26% |
| Win Days % | 42.22% | 49.22% |
| Win Month % | 45.83% | 59.46% |
| Win Week % | 50.0% | 50.31% |
| Win Quarter % | 50.0% | 53.85% |
| Win Year % | 75.0% | 50.0% |