| Metric | 12404679:btcusd:triple_med_gx:lsma70_80 | 12404679:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 56.7% | 113.17% |
| Max Drawdown | -20.35% | -66.79% |
| Sharpe | 0.9 | 0.74 |
| Sortino | 1.66 | 1.08 |
| Payoff Ratio | 1.95 | 1.36 |
| Profit Factor | 1.52 | 1.12 |
| Common Sense Ratio | 0.68 | 1.27 |
| CPC Index | 1.21 | 0.75 |
| Tail Ratio | 0.45 | 1.13 |
| Outlier Win Ratio | 45.63 | 3.22 |
| Outlier Loss Ratio | 4.47 | 2.8 |
| Volatility (ann.) | 18.61% | 53.32% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.79 | 0.43 |
| Skew | 3.37 | -0.1 |
| Kurtosis | 54.28 | 4.08 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 1.22% | 2.07% |
| Expected Yearly % | 11.88% | 20.83% |
| Kelly Criterion | 10.32% | 11.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -4.48% |
| Expected Shortfall (cVaR) | -1.56% | -4.48% |
| Year | 12404679:BTCUSD | 12404679:btcusd:triple_med_gx:lsma70_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.70 | 44.22 | -0.74 | + |
| 2023 | 155.54 | 10.66 | 0.07 | - |
| 2024 | 121.00 | -10.51 | -0.09 | - |
| 2025 | -6.34 | 9.72 | -1.53 | + |
| Metric | 12404679:btcusd:triple_med_gx:lsma70_80 | 12404679:BTCUSD |
|---|---|---|
| MTD | 1.19% | 3.72% |
| 3M | 9.72% | -8.05% |
| 6M | 2.08% | 37.53% |
| YTD | 9.72% | -6.34% |
| 1Y | -1.81% | 30.1% |
| 3Y (ann.) | 16.13% | 25.67% |
| 5Y (ann.) | 16.07% | 28.55% |
| Metric | 12404679:btcusd:triple_med_gx:lsma70_80 | 12404679:BTCUSD |
|---|---|---|
| Max Drawdown | -20.35% | -66.79% |
| Longest DD Days | 423.0 | 682.0 |
| Avg. Drawdown | -3.93% | -9.91% |
| Avg. Drawdown Days | 52.0 | 62.0 |
| Recovery Factor | 2.79 | 1.69 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2025-03-25 | -20.35 | 308 |
| 2022-08-14 | 2022-11-10 | -15.09 | 88 |
| 2023-03-24 | 2024-05-20 | -8.18 | 423 |
| 2022-07-10 | 2022-07-16 | -7.52 | 6 |
| 2022-03-29 | 2022-04-28 | -4.21 | 30 |
| 2023-03-22 | 2023-03-23 | -3.21 | 1 |
| 2022-07-17 | 2022-07-18 | -1.88 | 1 |
| 2023-03-14 | 2023-03-16 | -1.73 | 2 |
| 2023-03-18 | 2023-03-19 | -1.72 | 1 |
| 2022-07-20 | 2022-08-10 | -1.08 | 21 |
| Metric | 12404679:btcusd:triple_med_gx:lsma70_80 | 12404679:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 11.89% |
| Worst Day | -10.35% | -15.42% |
| Best Week | 11.33% | 35.75% |
| Worst Week | -14.83% | -29.64% |
| Best Month | 21.82% | 43.77% |
| Worst Month | -10.37% | -37.12% |
| Best Year | 44.22% | 155.54% |
| Worst Year | -10.51% | -59.7% |
| Avg. Up Day | 2.46% | 2.51% |
| Avg. Down Day | -1.26% | -1.85% |
| Avg. Up Week | 5.35% | 8.69% |
| Avg. Down Week | -3.47% | -6.85% |
| Avg. Up Month | 6.04% | 17.79% |
| Avg. Down Month | -5.59% | -8.9% |
| Win Days % | 40.69% | 49.22% |
| Win Month % | 61.9% | 59.46% |
| Win Week % | 54.29% | 50.31% |
| Win Quarter % | 63.64% | 53.85% |
| Win Year % | 75.0% | 50.0% |