| Metric | 12404674:btcusd:triple_med_gx:lsma60_80 | 12404674:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 64.95% | 113.17% |
| Max Drawdown | -16.11% | -66.79% |
| Sharpe | 0.93 | 0.74 |
| Sortino | 1.61 | 1.08 |
| Payoff Ratio | 1.95 | 1.48 |
| Profit Factor | 1.56 | 1.12 |
| Common Sense Ratio | 2.21 | 1.27 |
| CPC Index | 1.23 | 0.82 |
| Tail Ratio | 1.41 | 1.13 |
| Outlier Win Ratio | 41.27 | 3.16 |
| Outlier Loss Ratio | 4.9 | 2.78 |
| Volatility (ann.) | 20.22% | 53.32% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.12 | 0.43 |
| Skew | 1.8 | -0.1 |
| Kurtosis | 68.08 | 4.08 |
| Expected Daily % | 0.05% | 0.07% |
| Expected Monthly % | 1.36% | 2.07% |
| Expected Yearly % | 13.33% | 20.83% |
| Kelly Criterion | 9.85% | 14.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.48% |
| Expected Shortfall (cVaR) | -1.69% | -4.48% |
| Year | 12404674:BTCUSD | 12404674:btcusd:triple_med_gx:lsma60_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.70 | 13.08 | -0.22 | + |
| 2023 | 155.54 | 42.47 | 0.27 | - |
| 2024 | 121.00 | -0.91 | -0.01 | - |
| 2025 | -6.34 | 3.33 | -0.52 | + |
| Metric | 12404674:btcusd:triple_med_gx:lsma60_80 | 12404674:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 3.33% | -8.05% |
| 6M | -3.29% | 37.53% |
| YTD | 3.33% | -6.34% |
| 1Y | -9.05% | 30.1% |
| 3Y (ann.) | 15.38% | 25.67% |
| 5Y (ann.) | 18.06% | 28.55% |
| Metric | 12404674:btcusd:triple_med_gx:lsma60_80 | 12404674:BTCUSD |
|---|---|---|
| Max Drawdown | -16.11% | -66.79% |
| Longest DD Days | 319.0 | 682.0 |
| Avg. Drawdown | -4.67% | -9.91% |
| Avg. Drawdown Days | 61.0 | 62.0 |
| Recovery Factor | 4.03 | 1.69 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-10 | 2025-03-25 | -16.11 | 319 |
| 2022-11-08 | 2023-03-12 | -14.48 | 124 |
| 2023-05-06 | 2024-02-09 | -11.57 | 279 |
| 2022-07-10 | 2022-09-09 | -6.29 | 61 |
| 2022-04-19 | 2022-04-28 | -5.09 | 9 |
| 2022-06-30 | 2022-07-04 | -3.98 | 4 |
| 2024-05-06 | 2024-05-09 | -1.77 | 3 |
| 2023-03-18 | 2023-03-19 | -1.72 | 1 |
| 2023-03-15 | 2023-03-16 | -1.56 | 1 |
| 2024-04-26 | 2024-05-04 | -1.03 | 8 |
| Metric | 12404674:btcusd:triple_med_gx:lsma60_80 | 12404674:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 11.89% |
| Worst Day | -14.33% | -15.42% |
| Best Week | 32.9% | 35.75% |
| Worst Week | -9.24% | -29.64% |
| Best Month | 35.56% | 43.77% |
| Worst Month | -7.27% | -37.12% |
| Best Year | 42.47% | 155.54% |
| Worst Year | -0.91% | -59.7% |
| Avg. Up Day | 2.32% | 2.39% |
| Avg. Down Day | -1.19% | -1.61% |
| Avg. Up Week | 6.02% | 8.58% |
| Avg. Down Week | -2.47% | -5.92% |
| Avg. Up Month | 9.28% | 23.08% |
| Avg. Down Month | -2.39% | -12.42% |
| Win Days % | 40.36% | 49.22% |
| Win Month % | 42.31% | 59.46% |
| Win Week % | 45.83% | 50.31% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |