| Metric | 12408034:btcusd:triple_med_gx:lsma60_90 | 12408034:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 65.55% | 92.01% |
| Max Drawdown | -20.29% | -66.18% |
| Sharpe | 0.9 | 0.68 |
| Sortino | 1.56 | 0.99 |
| Payoff Ratio | 1.65 | 1.47 |
| Profit Factor | 1.4 | 1.11 |
| Common Sense Ratio | 1.88 | 1.25 |
| CPC Index | 0.95 | 0.8 |
| Tail Ratio | 1.35 | 1.13 |
| Outlier Win Ratio | 32.86 | 3.38 |
| Outlier Loss Ratio | 4.56 | 2.9 |
| Volatility (ann.) | 21.43% | 53.38% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.91 | 0.37 |
| Skew | 2.03 | -0.1 |
| Kurtosis | 31.69 | 4.1 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.37% | 1.78% |
| Expected Yearly % | 13.43% | 17.71% |
| Kelly Criterion | 5.31% | 14.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -4.5% |
| Expected Shortfall (cVaR) | -1.79% | -4.5% |
| Year | 12408034:BTCUSD | 12408034:btcusd:triple_med_gx:lsma60_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | -13.86 | 0.22 | + |
| 2023 | 155.54 | 61.36 | 0.39 | - |
| 2024 | 121.00 | 20.02 | 0.17 | - |
| 2025 | -6.34 | -0.77 | 0.12 | + |
| Metric | 12408034:btcusd:triple_med_gx:lsma60_90 | 12408034:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | -1.81% | -8.05% |
| 6M | -3.55% | 37.53% |
| YTD | -0.77% | -6.34% |
| 1Y | 5.04% | 30.1% |
| 3Y (ann.) | 18.39% | 24.42% |
| 5Y (ann.) | 18.39% | 24.42% |
| Metric | 12408034:btcusd:triple_med_gx:lsma60_90 | 12408034:BTCUSD |
|---|---|---|
| Max Drawdown | -20.29% | -66.18% |
| Longest DD Days | 247.0 | 643.0 |
| Avg. Drawdown | -5.32% | -9.73% |
| Avg. Drawdown Days | 57.0 | 55.0 |
| Recovery Factor | 3.23 | 1.39 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2023-03-12 | -20.29 | 247 |
| 2023-04-01 | 2023-10-23 | -17.34 | 205 |
| 2025-01-07 | 2025-03-25 | -9.52 | 77 |
| 2024-06-06 | 2025-01-06 | -9.46 | 214 |
| 2022-04-20 | 2022-07-07 | -6.90 | 78 |
| 2023-12-08 | 2024-01-01 | -6.87 | 24 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2022-04-16 | 2022-04-18 | -2.14 | 2 |
| 2023-03-18 | 2023-03-29 | -2.08 | 11 |
| 2023-03-15 | 2023-03-16 | -1.56 | 1 |
| Metric | 12408034:btcusd:triple_med_gx:lsma60_90 | 12408034:BTCUSD |
|---|---|---|
| Best Day | 10.08% | 11.89% |
| Worst Day | -10.09% | -15.42% |
| Best Week | 32.9% | 35.75% |
| Worst Week | -13.22% | -29.64% |
| Best Month | 35.86% | 43.77% |
| Worst Month | -13.22% | -37.12% |
| Best Year | 61.36% | 155.54% |
| Worst Year | -13.86% | -63.7% |
| Avg. Up Day | 2.26% | 2.3% |
| Avg. Down Day | -1.37% | -1.56% |
| Avg. Up Week | 7.5% | 9.18% |
| Avg. Down Week | -3.26% | -5.09% |
| Avg. Up Month | 13.37% | 21.51% |
| Avg. Down Month | -5.01% | -12.92% |
| Win Days % | 41.01% | 48.94% |
| Win Month % | 47.83% | 58.33% |
| Win Week % | 38.6% | 50.0% |
| Win Quarter % | 41.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |