| Metric | 12413897:btcusd:triple_med_gx:lsma80_105 | 12413897:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 138.87% | 115.63% |
| Max Drawdown | -19.07% | -62.03% |
| Sharpe | 1.28 | 0.76 |
| Sortino | 2.18 | 1.11 |
| Payoff Ratio | 1.51 | 1.37 |
| Profit Factor | 1.41 | 1.12 |
| Common Sense Ratio | 1.98 | 1.28 |
| CPC Index | 0.97 | 0.75 |
| Tail Ratio | 1.4 | 1.14 |
| Outlier Win Ratio | 18.61 | 3.45 |
| Outlier Loss Ratio | 4.67 | 3.19 |
| Volatility (ann.) | 25.72% | 53.41% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.8 | 0.48 |
| Skew | 1.31 | -0.09 |
| Kurtosis | 12.17 | 4.15 |
| Expected Daily % | 0.08% | 0.07% |
| Expected Monthly % | 2.45% | 2.16% |
| Expected Yearly % | 24.32% | 21.18% |
| Kelly Criterion | 9.73% | 11.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.12% | -4.49% |
| Expected Shortfall (cVaR) | -2.12% | -4.49% |
| Year | 12413897:BTCUSD | 12413897:btcusd:triple_med_gx:lsma80_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.23 | -1.24 | 0.02 | + |
| 2023 | 155.54 | 23.21 | 0.15 | - |
| 2024 | 121.00 | 77.70 | 0.64 | - |
| 2025 | -6.34 | 10.47 | -1.65 | + |
| Metric | 12413897:btcusd:triple_med_gx:lsma80_105 | 12413897:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 9.92% | -8.05% |
| 6M | 12.99% | 37.53% |
| YTD | 10.47% | -6.34% |
| 1Y | 40.67% | 30.1% |
| 3Y (ann.) | 34.4% | 29.81% |
| 5Y (ann.) | 34.4% | 29.81% |
| Metric | 12413897:btcusd:triple_med_gx:lsma80_105 | 12413897:BTCUSD |
|---|---|---|
| Max Drawdown | -19.07% | -62.03% |
| Longest DD Days | 313.0 | 593.0 |
| Avg. Drawdown | -3.83% | -8.86% |
| Avg. Drawdown Days | 26.0 | 47.0 |
| Recovery Factor | 7.28 | 1.86 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-19 | 2024-02-26 | -19.07 | 313 |
| 2022-04-19 | 2022-07-19 | -17.06 | 91 |
| 2024-07-02 | 2024-09-13 | -10.10 | 73 |
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2022-08-26 | 2023-01-11 | -9.42 | 138 |
| 2022-07-20 | 2022-07-28 | -9.14 | 8 |
| 2024-09-23 | 2024-10-15 | -9.00 | 22 |
| 2024-04-30 | 2024-05-04 | -8.71 | 4 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| Metric | 12413897:btcusd:triple_med_gx:lsma80_105 | 12413897:BTCUSD |
|---|---|---|
| Best Day | 9.53% | 11.89% |
| Worst Day | -7.22% | -15.42% |
| Best Week | 17.62% | 35.75% |
| Worst Week | -11.4% | -29.64% |
| Best Month | 38.21% | 43.77% |
| Worst Month | -13.26% | -37.12% |
| Best Year | 77.7% | 155.54% |
| Worst Year | -1.24% | -59.23% |
| Avg. Up Day | 2.01% | 2.02% |
| Avg. Down Day | -1.33% | -1.48% |
| Avg. Up Week | 5.21% | 5.93% |
| Avg. Down Week | -2.91% | -4.53% |
| Avg. Up Month | 9.76% | 16.46% |
| Avg. Down Month | -4.41% | -12.78% |
| Win Days % | 45.73% | 48.88% |
| Win Month % | 58.06% | 58.33% |
| Win Week % | 53.25% | 50.32% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |