| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 97.0% |
| Cumulative Return | 203.99% | 782.89% |
| Max Drawdown | -30.9% | -72.07% |
| Sharpe | 6.15 | 1.27 |
| Sortino | 13.58 | 6.59 |
| Payoff Ratio | 2.49 | 0.36 |
| Profit Factor | 3.32 | 1.69 |
| Common Sense Ratio | 7.42 | 0.16 |
| CPC Index | 4.95 | 0.04 |
| Tail Ratio | 2.23 | 0.86 |
| Outlier Win Ratio | 447.23 | 2.95 |
| Outlier Loss Ratio | 626.15 | 3.02 |
| Volatility (ann.) | 116.02% | 423.33% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.86 | 0.81 |
| Skew | 0.71 | 7.31 |
| Kurtosis | 2.14 | 56.46 |
| Expected Daily % | 1.78% | NaN% |
| Expected Monthly % | 3.54% | NaN% |
| Expected Yearly % | 20.36% | NaN% |
| Kelly Criterion | 20.15% | -112.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -8.03% | -3227.09% |
| Expected Shortfall (cVaR) | -8.03% | -3869.32% |
| Year | 12418132:BTCUSD | 12418132:btcusd:triple_med_gx:lsma65_115 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 192.74 | 13.77 | 0.07 | - |
| 2021 | 84.99 | 0.47 | 0.01 | - |
| 2022 | -67.23 | 16.50 | -0.25 | + |
| 2023 | 148.51 | 17.55 | 0.12 | - |
| 2024 | 126.93 | 75.96 | 0.60 | - |
| 2025 | -11.79 | 10.37 | -0.88 | + |
| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| MTD | -0.18% | -14.45% |
| 3M | 10.17% | 28.41% |
| 6M | 10.17% | 28.41% |
| YTD | 10.37% | -11.79% |
| 1Y | 42.87% | 14.45% |
| 3Y (ann.) | 39.26% | 20.57% |
| 5Y (ann.) | 26.45% | 48.0% |
| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| Max Drawdown | -30.9% | -72.07% |
| Longest DD Days | 580.0 | 815.0 |
| Avg. Drawdown | -3.25% | -37.09% |
| Avg. Drawdown Days | 72.0 | 316.0 |
| Recovery Factor | 6.6 | -4.97 |
| Ulcer Index | 0.94 | 1.13 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-06-18 | 2023-01-19 | -30.90 | 580 |
| 2023-04-13 | 2024-01-02 | -12.04 | 264 |
| 2025-02-06 | 2025-03-31 | -0.63 | 53 |
| 2020-12-24 | 2020-12-25 | -0.18 | 1 |
| 2024-04-28 | 2024-04-29 | -0.18 | 1 |
| 2020-10-02 | 2020-10-14 | -0.18 | 12 |
| 2021-03-02 | 2021-03-07 | -0.18 | 5 |
| 2024-04-30 | 2024-05-21 | -0.18 | 21 |
| 2024-09-01 | 2024-09-24 | -0.18 | 23 |
| 2024-12-29 | 2025-01-17 | -0.18 | 19 |
| Metric | 12418132:btcusd:triple_med_gx:lsma65_115 | 12418132:BTCUSD |
|---|---|---|
| Best Day | 20.02% | 15691.22% |
| Worst Day | -15.05% | -1952.27% |
| Best Week | 20.02% | 15691.22% |
| Worst Week | -12.94% | -1952.27% |
| Best Month | 25.07% | 15691.22% |
| Worst Month | -12.94% | -1047.26% |
| Best Year | 75.96% | 759.16% |
| Worst Year | 0.47% | -202.4% |
| Avg. Up Day | 14.09% | 40.4% |
| Avg. Down Day | -1.33% | -312.17% |
| Avg. Up Week | 18.78% | 47.83% |
| Avg. Down Week | -2.97% | -390.36% |
| Avg. Up Month | 11.23% | 200.34% |
| Avg. Down Month | -4.19% | -276.82% |
| Win Days % | 35.48% | 26.23% |
| Win Month % | 56.25% | 32.26% |
| Win Week % | 44.44% | 25.0% |
| Win Quarter % | 63.16% | 33.33% |
| Win Year % | 100.0% | 50.0% |