| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 97.0% |
| Cumulative Return | 160.83% | 781.01% |
| Max Drawdown | -38.9% | -73.56% |
| Sharpe | 5.22 | -0.12 |
| Sortino | 9.71 | -0.26 |
| Payoff Ratio | 2.98 | 0.76 |
| Profit Factor | 2.6 | 0.97 |
| Common Sense Ratio | 4.33 | 0.2 |
| CPC Index | 4.72 | 0.47 |
| Tail Ratio | 1.67 | 1.01 |
| Outlier Win Ratio | 183.42 | 2.44 |
| Outlier Loss Ratio | 381.17 | 2.99 |
| Volatility (ann.) | 130.3% | 443.42% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.58 | -0.02 |
| Skew | 0.23 | 4.17 |
| Kurtosis | 1.83 | 27.01 |
| Expected Daily % | 1.64% | NaN% |
| Expected Monthly % | 2.95% | NaN% |
| Expected Yearly % | 17.33% | NaN% |
| Kelly Criterion | 24.97% | 12.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.36% | -1266.76% |
| Expected Shortfall (cVaR) | -9.36% | -1813.21% |
| Year | 12418131:BTCUSD | 12418131:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 192.74 | 23.61 | 0.12 | - |
| 2021 | 84.99 | -11.80 | -0.14 | - |
| 2022 | -66.84 | 11.95 | -0.18 | + |
| 2023 | 159.65 | 16.85 | 0.11 | - |
| 2024 | 118.24 | 67.73 | 0.57 | - |
| 2025 | -13.43 | 9.04 | -0.67 | + |
| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| MTD | -0.18% | -20.89% |
| 3M | 8.85% | 28.14% |
| 6M | 8.85% | 28.14% |
| YTD | 9.04% | -13.43% |
| 1Y | 39.29% | 31.9% |
| 3Y (ann.) | 34.41% | 20.5% |
| 5Y (ann.) | 22.45% | 60.02% |
| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| Max Drawdown | -38.9% | -73.56% |
| Longest DD Days | 936.0 | 815.0 |
| Avg. Drawdown | -4.16% | -32.38% |
| Avg. Drawdown Days | 87.0 | 222.0 |
| Recovery Factor | 4.13 | -6.88 |
| Ulcer Index | 0.97 | 1.1 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-06-16 | 2024-01-08 | -38.90 | 936 |
| 2024-08-30 | 2024-09-24 | -9.23 | 25 |
| 2020-12-23 | 2020-12-27 | -0.18 | 4 |
| 2020-12-29 | 2021-01-04 | -0.18 | 6 |
| 2024-04-21 | 2024-04-22 | -0.18 | 1 |
| 2024-12-28 | 2025-01-17 | -0.18 | 20 |
| 2020-10-02 | 2020-10-14 | -0.18 | 12 |
| 2021-03-02 | 2021-03-07 | -0.18 | 5 |
| 2025-03-30 | 2025-03-30 | -0.18 | 0 |
| 2024-04-28 | 2024-04-29 | -0.18 | 1 |
| Metric | 12418131:btcusd:triple_med_gx:lsma60_115 | 12418131:BTCUSD |
|---|---|---|
| Best Day | 20.02% | 4784.67% |
| Worst Day | -15.93% | -1883.06% |
| Best Week | 20.02% | 4784.67% |
| Worst Week | -15.93% | -1883.06% |
| Best Month | 20.02% | 300.87% |
| Worst Month | -15.93% | -2278.47% |
| Best Year | 67.73% | 86.82% |
| Worst Year | -11.8% | -15459.48% |
| Avg. Up Day | 18.39% | 1726.02% |
| Avg. Down Day | -2.15% | -275.58% |
| Avg. Up Week | 15.4% | 1323.17% |
| Avg. Down Week | -4.21% | -347.48% |
| Avg. Up Month | 13.8% | 187.54% |
| Avg. Down Month | -4.13% | -374.98% |
| Win Days % | 37.93% | 26.32% |
| Win Month % | 54.55% | 21.88% |
| Win Week % | 45.65% | 31.11% |
| Win Quarter % | 57.89% | 38.89% |
| Win Year % | 83.33% | 16.67% |