| Metric | 12418134:btcusd:triple_med_gx:lsma75_115 | 12418134:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 166.18% | 193.02% |
| Max Drawdown | -10.72% | -50.41% |
| Sharpe | 1.7 | 0.98 |
| Sortino | 3.62 | 1.47 |
| Payoff Ratio | 2.02 | 1.88 |
| Profit Factor | 1.86 | 1.16 |
| Common Sense Ratio | 4.04 | 1.39 |
| CPC Index | 1.71 | 1.07 |
| Tail Ratio | 2.17 | 1.19 |
| Outlier Win Ratio | 29.14 | 3.44 |
| Outlier Loss Ratio | 4.57 | 2.92 |
| Volatility (ann.) | 21.44% | 52.51% |
| R^2 | 0.17 | 0.17 |
| Calmar | 3.81 | 0.9 |
| Skew | 3.37 | 0.06 |
| Kurtosis | 25.89 | 3.82 |
| Expected Daily % | 0.09% | 0.1% |
| Expected Monthly % | 2.84% | 3.12% |
| Expected Yearly % | 27.73% | 30.83% |
| Kelly Criterion | 18.62% | 22.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -4.38% |
| Expected Shortfall (cVaR) | -1.75% | -4.38% |
| Year | 12418134:BTCUSD | 12418134:btcusd:triple_med_gx:lsma75_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.60 | 12.48 | -0.28 | + |
| 2023 | 155.54 | 22.99 | 0.15 | - |
| 2024 | 121.00 | 80.55 | 0.67 | - |
| 2025 | -6.34 | 6.56 | -1.04 | + |
| Metric | 12418134:btcusd:triple_med_gx:lsma75_115 | 12418134:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 6.56% | -8.05% |
| 6M | 7.54% | 37.53% |
| YTD | 6.56% | -6.34% |
| 1Y | 46.21% | 30.1% |
| 3Y (ann.) | 40.81% | 45.62% |
| 5Y (ann.) | 40.81% | 45.62% |
| Metric | 12418134:btcusd:triple_med_gx:lsma75_115 | 12418134:BTCUSD |
|---|---|---|
| Max Drawdown | -10.72% | -50.41% |
| Longest DD Days | 317.0 | 509.0 |
| Avg. Drawdown | -3.1% | -7.46% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 15.5 | 3.83 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-08 | 2022-07-18 | -10.72 | 10 |
| 2023-04-15 | 2024-02-26 | -10.50 | 317 |
| 2022-07-20 | 2022-09-09 | -10.17 | 51 |
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2024-03-12 | 2024-05-03 | -7.08 | 52 |
| 2022-10-26 | 2023-01-13 | -5.51 | 79 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| 2023-03-26 | 2023-03-29 | -3.22 | 3 |
| 2023-01-17 | 2023-01-20 | -2.47 | 3 |
| Metric | 12418134:btcusd:triple_med_gx:lsma75_115 | 12418134:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 11.89% |
| Worst Day | -5.22% | -15.42% |
| Best Week | 22.83% | 35.75% |
| Worst Week | -7.54% | -29.64% |
| Best Month | 25.53% | 43.77% |
| Worst Month | -4.2% | -37.12% |
| Best Year | 80.55% | 155.54% |
| Worst Year | 6.56% | -44.6% |
| Avg. Up Day | 2.42% | 2.44% |
| Avg. Down Day | -1.2% | -1.3% |
| Avg. Up Week | 5.74% | 7.14% |
| Avg. Down Week | -2.71% | -5.9% |
| Avg. Up Month | 9.35% | 16.81% |
| Avg. Down Month | -0.45% | -17.69% |
| Win Days % | 45.59% | 49.19% |
| Win Month % | 83.33% | 62.86% |
| Win Week % | 60.47% | 50.98% |
| Win Quarter % | 90.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |