| Metric | 12418135:btcusd:triple_med_gx:lsma80_115 | 12418135:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 159.63% | 193.02% |
| Max Drawdown | -15.85% | -50.41% |
| Sharpe | 1.65 | 0.98 |
| Sortino | 3.52 | 1.47 |
| Payoff Ratio | 2.13 | 1.94 |
| Profit Factor | 1.85 | 1.16 |
| Common Sense Ratio | 3.72 | 1.39 |
| CPC Index | 1.71 | 1.11 |
| Tail Ratio | 2.01 | 1.19 |
| Outlier Win Ratio | 30.41 | 3.52 |
| Outlier Loss Ratio | 4.47 | 2.84 |
| Volatility (ann.) | 21.64% | 52.51% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.5 | 0.9 |
| Skew | 3.4 | 0.06 |
| Kurtosis | 26.23 | 3.82 |
| Expected Daily % | 0.09% | 0.1% |
| Expected Monthly % | 2.76% | 3.12% |
| Expected Yearly % | 26.94% | 30.83% |
| Kelly Criterion | 16.63% | 22.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -4.38% |
| Expected Shortfall (cVaR) | -1.77% | -4.38% |
| Year | 12418135:BTCUSD | 12418135:btcusd:triple_med_gx:lsma80_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.60 | 12.55 | -0.28 | + |
| 2023 | 155.54 | 18.39 | 0.12 | - |
| 2024 | 121.00 | 84.73 | 0.70 | - |
| 2025 | -6.34 | 5.48 | -0.86 | + |
| Metric | 12418135:btcusd:triple_med_gx:lsma80_115 | 12418135:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 5.48% | -8.05% |
| 6M | 6.44% | 37.53% |
| YTD | 5.48% | -6.34% |
| 1Y | 37.72% | 30.1% |
| 3Y (ann.) | 39.59% | 45.62% |
| 5Y (ann.) | 39.59% | 45.62% |
| Metric | 12418135:btcusd:triple_med_gx:lsma80_115 | 12418135:BTCUSD |
|---|---|---|
| Max Drawdown | -15.85% | -50.41% |
| Longest DD Days | 317.0 | 509.0 |
| Avg. Drawdown | -3.09% | -7.46% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 10.07 | 3.83 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-15 | 2024-02-26 | -15.85 | 317 |
| 2022-07-20 | 2022-09-09 | -10.17 | 51 |
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2022-07-10 | 2022-07-16 | -7.52 | 6 |
| 2022-10-26 | 2023-01-13 | -6.84 | 79 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2024-03-12 | 2024-05-03 | -4.95 | 52 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| 2023-01-17 | 2023-01-20 | -2.47 | 3 |
| 2023-04-01 | 2023-04-10 | -2.32 | 9 |
| Metric | 12418135:btcusd:triple_med_gx:lsma80_115 | 12418135: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 | -5.83% | -37.12% |
| Best Year | 84.73% | 155.54% |
| Worst Year | 5.48% | -44.6% |
| Avg. Up Day | 2.64% | 2.66% |
| Avg. Down Day | -1.24% | -1.37% |
| Avg. Up Week | 6.36% | 7.52% |
| Avg. Down Week | -2.81% | -5.71% |
| Avg. Up Month | 9.97% | 17.11% |
| Avg. Down Month | -5.83% | -11.28% |
| Win Days % | 43.3% | 49.19% |
| Win Month % | 73.68% | 62.86% |
| Win Week % | 60.0% | 50.98% |
| Win Quarter % | 70.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |