| Metric | 12404682:btcusd:triple_med_gx:lsma95_80 | 12404682:BTCUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 53.12% | 92.17% |
| Max Drawdown | -12.4% | -65.36% |
| Sharpe | 1.13 | 0.68 |
| Sortino | 2.78 | 1.0 |
| Payoff Ratio | 2.73 | 1.38 |
| Profit Factor | 2.2 | 1.11 |
| Common Sense Ratio | 0.0 | 1.25 |
| CPC Index | 2.23 | 0.75 |
| Tail Ratio | 0.0 | 1.13 |
| Outlier Win Ratio | 72.46 | 2.86 |
| Outlier Loss Ratio | 6.11 | 2.32 |
| Volatility (ann.) | 13.51% | 53.47% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.24 | 0.38 |
| Skew | 7.98 | -0.1 |
| Kurtosis | 113.61 | 4.08 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.19% | 1.83% |
| Expected Yearly % | 11.24% | 17.74% |
| Kelly Criterion | 14.02% | 11.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -4.5% |
| Expected Shortfall (cVaR) | -1.12% | -4.5% |
| Year | 12404682:BTCUSD | 12404682:btcusd:triple_med_gx:lsma95_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.67 | 19.48 | -0.31 | + |
| 2023 | 155.54 | 3.49 | 0.02 | - |
| 2024 | 121.00 | 9.01 | 0.07 | - |
| 2025 | -6.34 | 13.60 | -2.15 | + |
| Metric | 12404682:btcusd:triple_med_gx:lsma95_80 | 12404682:BTCUSD |
|---|---|---|
| MTD | 10.61% | 3.72% |
| 3M | 13.6% | -8.05% |
| 6M | 13.14% | 37.53% |
| YTD | 13.6% | -6.34% |
| 1Y | 22.64% | 30.1% |
| 3Y (ann.) | 15.41% | 24.58% |
| 5Y (ann.) | 15.41% | 24.58% |
| Metric | 12404682:btcusd:triple_med_gx:lsma95_80 | 12404682:BTCUSD |
|---|---|---|
| Max Drawdown | -12.4% | -65.36% |
| Longest DD Days | 387.0 | 642.0 |
| Avg. Drawdown | -2.51% | -10.16% |
| Avg. Drawdown Days | 74.0 | 58.0 |
| Recovery Factor | 4.28 | 1.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-18 | 2024-04-08 | -12.40 | 387 |
| 2024-08-18 | 2025-02-03 | -6.73 | 169 |
| 2022-06-07 | 2022-09-09 | -4.44 | 94 |
| 2022-10-07 | 2023-03-17 | -2.98 | 161 |
| 2024-06-13 | 2024-08-13 | -1.38 | 61 |
| 2025-02-27 | 2025-03-02 | -0.94 | 3 |
| 2024-06-07 | 2024-06-09 | -0.31 | 2 |
| 2022-04-26 | 2022-04-28 | -0.18 | 2 |
| 2022-06-04 | 2022-06-05 | -0.18 | 1 |
| 2022-04-23 | 2022-04-25 | -0.18 | 2 |
| Metric | 12404682:btcusd:triple_med_gx:lsma95_80 | 12404682:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 11.89% |
| Worst Day | -4.88% | -15.42% |
| Best Week | 13.28% | 35.75% |
| Worst Week | -3.76% | -29.64% |
| Best Month | 13.28% | 43.77% |
| Worst Month | -3.78% | -37.12% |
| Best Year | 19.48% | 155.54% |
| Worst Year | 3.49% | -63.67% |
| Avg. Up Day | 2.51% | 2.6% |
| Avg. Down Day | -0.92% | -1.88% |
| Avg. Up Week | 5.4% | 7.28% |
| Avg. Down Week | -0.64% | -6.76% |
| Avg. Up Month | 5.37% | 7.16% |
| Avg. Down Month | -0.75% | -4.53% |
| Win Days % | 37.08% | 48.89% |
| Win Month % | 57.89% | 58.33% |
| Win Week % | 48.48% | 49.69% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 100.0% | 50.0% |