| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 239.37% | 114.74% |
| Max Drawdown | -16.93% | -66.79% |
| Sharpe | 1.57 | 0.65 |
| Sortino | 3.13 | 0.96 |
| Payoff Ratio | 1.7 | 1.4 |
| Profit Factor | 1.78 | 1.11 |
| Common Sense Ratio | 3.66 | 1.26 |
| CPC Index | 1.49 | 0.77 |
| Tail Ratio | 2.06 | 1.14 |
| Outlier Win Ratio | 27.94 | 3.44 |
| Outlier Loss Ratio | 4.05 | 2.96 |
| Volatility (ann.) | 22.26% | 51.85% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.26 | 0.34 |
| Skew | 3.14 | 0.03 |
| Kurtosis | 27.28 | 4.37 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.69% | 1.68% |
| Expected Yearly % | 35.73% | 21.05% |
| Kelly Criterion | 19.4% | 13.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.37% |
| Expected Shortfall (cVaR) | -1.82% | -4.37% |
| Year | 12418133:BTCUSD | 12418133:btcusd:triple_med_gx:lsma70_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.31 | 12.85 | -0.21 | + |
| 2023 | 155.54 | 46.58 | 0.30 | - |
| 2024 | 121.00 | 75.13 | 0.62 | - |
| 2025 | 0.89 | 17.15 | 19.30 | + |
| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 0.0% | -19.8% |
| 6M | 0.0% | -9.0% |
| YTD | 17.15% | 0.89% |
| 1Y | 16.68% | 3.43% |
| 3Y (ann.) | 43.49% | 77.28% |
| 5Y (ann.) | 38.22% | 22.44% |
| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| Max Drawdown | -16.93% | -66.79% |
| Longest DD Days | 204.0 | 682.0 |
| Avg. Drawdown | -3.36% | -9.56% |
| Avg. Drawdown Days | 26.0 | 51.0 |
| Recovery Factor | 14.14 | 1.72 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-29 | 2022-07-19 | -16.93 | 112 |
| 2023-04-15 | 2023-10-23 | -13.59 | 191 |
| 2022-07-20 | 2022-09-09 | -10.17 | 51 |
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2025-04-02 | 2025-04-22 | -9.42 | 20 |
| 2024-09-05 | 2024-09-12 | -6.94 | 7 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2024-03-12 | 2024-05-03 | -4.61 | 52 |
| 2022-10-27 | 2022-11-10 | -4.48 | 14 |
| 2023-12-23 | 2024-01-01 | -4.41 | 9 |
| Metric | 12418133:btcusd:triple_med_gx:lsma70_115 | 12418133:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 14.52% |
| Worst Day | -6.23% | -15.42% |
| Best Week | 22.83% | 35.75% |
| Worst Week | -8.73% | -29.64% |
| Best Month | 19.64% | 43.77% |
| Worst Month | -9.28% | -37.12% |
| Best Year | 75.13% | 155.54% |
| Worst Year | 12.85% | -62.31% |
| Avg. Up Day | 2.34% | 2.37% |
| Avg. Down Day | -1.38% | -1.68% |
| Avg. Up Week | 6.87% | 8.45% |
| Avg. Down Week | -3.4% | -4.15% |
| Avg. Up Month | 10.26% | 17.5% |
| Avg. Down Month | -3.29% | -8.21% |
| Win Days % | 49.23% | 49.53% |
| Win Month % | 75.0% | 56.52% |
| Win Week % | 57.41% | 49.75% |
| Win Quarter % | 71.43% | 56.25% |
| Win Year % | 100.0% | 75.0% |