| Metric | 12406362:btcusd:triple_med_gx:lsma55_85 | 12406362:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 81.93% | 96.31% |
| Max Drawdown | -20.28% | -66.79% |
| Sharpe | 1.17 | 0.69 |
| Sortino | 2.2 | 1.01 |
| Payoff Ratio | 1.76 | 1.51 |
| Profit Factor | 1.55 | 1.11 |
| Common Sense Ratio | 3.24 | 1.26 |
| CPC Index | 1.16 | 0.82 |
| Tail Ratio | 2.09 | 1.13 |
| Outlier Win Ratio | 35.62 | 3.3 |
| Outlier Loss Ratio | 5.24 | 2.82 |
| Volatility (ann.) | 18.64% | 53.38% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.09 | 0.38 |
| Skew | 2.95 | -0.09 |
| Kurtosis | 30.05 | 4.08 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.63% | 1.84% |
| Expected Yearly % | 16.14% | 18.37% |
| Kelly Criterion | 9.59% | 15.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.49% |
| Expected Shortfall (cVaR) | -1.54% | -4.49% |
| Year | 12406362:BTCUSD | 12406362:btcusd:triple_med_gx:lsma55_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.89 | 14.62 | -0.23 | + |
| 2023 | 155.54 | 38.25 | 0.25 | - |
| 2024 | 121.00 | 9.81 | 0.08 | - |
| 2025 | -6.34 | 4.55 | -0.72 | + |
| Metric | 12406362:btcusd:triple_med_gx:lsma55_85 | 12406362:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 5.05% | -8.05% |
| 6M | 3.27% | 37.53% |
| YTD | 4.55% | -6.34% |
| 1Y | -1.63% | 30.1% |
| 3Y (ann.) | 22.08% | 25.21% |
| 5Y (ann.) | 22.08% | 25.21% |
| Metric | 12406362:btcusd:triple_med_gx:lsma55_85 | 12406362:BTCUSD |
|---|---|---|
| Max Drawdown | -20.28% | -66.79% |
| Longest DD Days | 292.0 | 682.0 |
| Avg. Drawdown | -3.73% | -9.91% |
| Avg. Drawdown Days | 50.0 | 62.0 |
| Recovery Factor | 4.04 | 1.44 |
| Ulcer Index | 1.0 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2025-03-25 | -20.28 | 292 |
| 2022-03-30 | 2022-07-07 | -10.84 | 99 |
| 2023-08-09 | 2024-01-01 | -8.97 | 145 |
| 2023-05-06 | 2023-08-01 | -6.57 | 87 |
| 2022-11-06 | 2023-03-12 | -5.44 | 126 |
| 2024-02-28 | 2024-05-15 | -5.27 | 77 |
| 2024-01-28 | 2024-02-26 | -3.08 | 29 |
| 2022-08-09 | 2022-08-10 | -2.76 | 1 |
| 2022-08-06 | 2022-08-08 | -1.57 | 2 |
| 2023-03-15 | 2023-03-16 | -1.56 | 1 |
| Metric | 12406362:btcusd:triple_med_gx:lsma55_85 | 12406362:BTCUSD |
|---|---|---|
| Best Day | 9.39% | 11.89% |
| Worst Day | -5.71% | -15.42% |
| Best Week | 32.66% | 35.75% |
| Worst Week | -8.06% | -29.64% |
| Best Month | 26.49% | 43.77% |
| Worst Month | -10.36% | -37.12% |
| Best Year | 38.25% | 155.54% |
| Worst Year | 4.55% | -62.89% |
| Avg. Up Day | 2.01% | 2.06% |
| Avg. Down Day | -1.14% | -1.36% |
| Avg. Up Week | 5.13% | 7.56% |
| Avg. Down Week | -2.61% | -6.17% |
| Avg. Up Month | 7.18% | 16.32% |
| Avg. Down Month | -2.66% | -12.77% |
| Win Days % | 42.33% | 48.99% |
| Win Month % | 55.56% | 59.46% |
| Win Week % | 51.56% | 50.0% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |