| Metric | 12408032:btcusd:triple_med_gx:lsma65_90 | 12408032:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 53.91% | 92.01% |
| Max Drawdown | -24.17% | -66.18% |
| Sharpe | 0.81 | 0.68 |
| Sortino | 1.28 | 0.99 |
| Payoff Ratio | 1.54 | 1.39 |
| Profit Factor | 1.36 | 1.11 |
| Common Sense Ratio | 2.47 | 1.25 |
| CPC Index | 0.91 | 0.75 |
| Tail Ratio | 1.82 | 1.13 |
| Outlier Win Ratio | 35.13 | 3.31 |
| Outlier Loss Ratio | 4.21 | 2.84 |
| Volatility (ann.) | 20.6% | 53.38% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.64 | 0.37 |
| Skew | 0.73 | -0.1 |
| Kurtosis | 36.7 | 4.1 |
| Expected Daily % | 0.04% | 0.06% |
| Expected Monthly % | 1.17% | 1.78% |
| Expected Yearly % | 11.38% | 17.71% |
| Kelly Criterion | 7.1% | 12.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -4.5% |
| Expected Shortfall (cVaR) | -1.73% | -4.5% |
| Year | 12408032:BTCUSD | 12408032:btcusd:triple_med_gx:lsma65_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | -16.71 | 0.26 | + |
| 2023 | 155.54 | 60.12 | 0.39 | - |
| 2024 | 121.00 | 12.24 | 0.10 | - |
| 2025 | -6.34 | 2.82 | -0.45 | + |
| Metric | 12408032:btcusd:triple_med_gx:lsma65_90 | 12408032:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.72% | -8.05% |
| 6M | 1.91% | 37.53% |
| YTD | 2.82% | -6.34% |
| 1Y | 10.66% | 30.1% |
| 3Y (ann.) | 15.53% | 24.42% |
| 5Y (ann.) | 15.53% | 24.42% |
| Metric | 12408032:btcusd:triple_med_gx:lsma65_90 | 12408032:BTCUSD |
|---|---|---|
| Max Drawdown | -24.17% | -66.18% |
| Longest DD Days | 292.0 | 643.0 |
| Avg. Drawdown | -5.36% | -9.73% |
| Avg. Drawdown Days | 55.0 | 55.0 |
| Recovery Factor | 2.23 | 1.39 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-14 | 2023-03-17 | -24.17 | 215 |
| 2024-06-06 | 2025-03-25 | -12.95 | 292 |
| 2023-08-09 | 2023-10-23 | -10.88 | 75 |
| 2022-07-08 | 2022-08-12 | -10.69 | 35 |
| 2023-04-01 | 2023-08-08 | -8.16 | 129 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2022-04-20 | 2022-07-06 | -4.92 | 77 |
| 2023-12-15 | 2023-12-20 | -3.90 | 5 |
| 2023-12-23 | 2024-02-27 | -3.40 | 66 |
| 2023-03-18 | 2023-03-19 | -1.72 | 1 |
| Metric | 12408032:btcusd:triple_med_gx:lsma65_90 | 12408032:BTCUSD |
|---|---|---|
| Best Day | 10.08% | 11.89% |
| Worst Day | -10.19% | -15.42% |
| Best Week | 17.41% | 35.75% |
| Worst Week | -14.68% | -29.64% |
| Best Month | 20.38% | 43.77% |
| Worst Month | -13.22% | -37.12% |
| Best Year | 60.12% | 155.54% |
| Worst Year | -16.71% | -63.7% |
| Avg. Up Day | 2.1% | 2.14% |
| Avg. Down Day | -1.36% | -1.54% |
| Avg. Up Week | 5.76% | 8.19% |
| Avg. Down Week | -4.32% | -5.5% |
| Avg. Up Month | 10.79% | 21.58% |
| Avg. Down Month | -5.0% | -13.75% |
| Win Days % | 43.63% | 48.94% |
| Win Month % | 50.0% | 58.33% |
| Win Week % | 54.35% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |