| Metric | 12408141:btcusd:triple_med_gx:lsma70_90 | 12408141:BTCUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 63.75% | 92.01% |
| Max Drawdown | -18.97% | -66.18% |
| Sharpe | 0.87 | 0.68 |
| Sortino | 1.5 | 0.99 |
| Payoff Ratio | 1.76 | 1.45 |
| Profit Factor | 1.43 | 1.11 |
| Common Sense Ratio | 2.34 | 1.25 |
| CPC Index | 1.04 | 0.79 |
| Tail Ratio | 1.64 | 1.13 |
| Outlier Win Ratio | 36.16 | 3.39 |
| Outlier Loss Ratio | 3.95 | 2.92 |
| Volatility (ann.) | 21.87% | 53.38% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.95 | 0.37 |
| Skew | 2.18 | -0.1 |
| Kurtosis | 34.87 | 4.1 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.34% | 1.78% |
| Expected Yearly % | 13.12% | 17.71% |
| Kelly Criterion | 8.38% | 13.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.83% | -4.5% |
| Expected Shortfall (cVaR) | -1.83% | -4.5% |
| Year | 12408141:BTCUSD | 12408141:btcusd:triple_med_gx:lsma70_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -63.70 | 1.39 | -0.02 | + |
| 2023 | 155.54 | 24.83 | 0.16 | - |
| 2024 | 121.00 | 30.63 | 0.25 | - |
| 2025 | -6.34 | -0.96 | 0.15 | + |
| Metric | 12408141:btcusd:triple_med_gx:lsma70_90 | 12408141:BTCUSD |
|---|---|---|
| MTD | -0.28% | 3.72% |
| 3M | -0.96% | -8.05% |
| 6M | 8.19% | 37.53% |
| YTD | -0.96% | -6.34% |
| 1Y | 22.9% | 30.1% |
| 3Y (ann.) | 17.96% | 24.42% |
| 5Y (ann.) | 17.96% | 24.42% |
| Metric | 12408141:btcusd:triple_med_gx:lsma70_90 | 12408141:BTCUSD |
|---|---|---|
| Max Drawdown | -18.97% | -66.18% |
| Longest DD Days | 346.0 | 643.0 |
| Avg. Drawdown | -5.49% | -9.73% |
| Avg. Drawdown Days | 56.0 | 55.0 |
| Recovery Factor | 3.36 | 1.39 |
| Ulcer Index | 1.01 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-24 | 2024-03-04 | -18.97 | 346 |
| 2022-07-20 | 2023-01-11 | -15.82 | 175 |
| 2022-04-25 | 2022-07-18 | -13.92 | 84 |
| 2025-01-19 | 2025-03-25 | -7.90 | 65 |
| 2024-05-21 | 2024-10-04 | -6.67 | 136 |
| 2024-03-05 | 2024-05-15 | -6.63 | 71 |
| 2025-01-07 | 2025-01-15 | -4.71 | 8 |
| 2024-10-07 | 2024-10-14 | -4.03 | 7 |
| 2023-03-22 | 2023-03-23 | -3.21 | 1 |
| 2023-03-18 | 2023-03-19 | -1.72 | 1 |
| Metric | 12408141:btcusd:triple_med_gx:lsma70_90 | 12408141:BTCUSD |
|---|---|---|
| Best Day | 10.26% | 11.89% |
| Worst Day | -10.19% | -15.42% |
| Best Week | 15.99% | 35.75% |
| Worst Week | -14.68% | -29.64% |
| Best Month | 15.99% | 43.77% |
| Worst Month | -11.97% | -37.12% |
| Best Year | 30.63% | 155.54% |
| Worst Year | -0.96% | -63.7% |
| Avg. Up Day | 2.62% | 2.66% |
| Avg. Down Day | -1.49% | -1.83% |
| Avg. Up Week | 5.41% | 8.71% |
| Avg. Down Week | -5.03% | -6.79% |
| Avg. Up Month | 8.38% | 15.92% |
| Avg. Down Month | -5.92% | -12.85% |
| Win Days % | 41.62% | 48.94% |
| Win Month % | 54.55% | 58.33% |
| Win Week % | 56.82% | 50.0% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 75.0% | 50.0% |