| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 176.34% | 114.74% |
| Max Drawdown | -16.87% | -66.79% |
| Sharpe | 1.33 | 0.65 |
| Sortino | 2.56 | 0.96 |
| Payoff Ratio | 1.56 | 1.38 |
| Profit Factor | 1.63 | 1.11 |
| Common Sense Ratio | 2.92 | 1.26 |
| CPC Index | 1.22 | 0.75 |
| Tail Ratio | 1.79 | 1.14 |
| Outlier Win Ratio | 29.07 | 3.43 |
| Outlier Loss Ratio | 3.98 | 2.99 |
| Volatility (ann.) | 22.1% | 51.85% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.83 | 0.34 |
| Skew | 3.07 | 0.03 |
| Kurtosis | 27.75 | 4.37 |
| Expected Daily % | 0.07% | 0.06% |
| Expected Monthly % | 2.23% | 1.68% |
| Expected Yearly % | 28.93% | 21.05% |
| Kelly Criterion | 14.86% | 12.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.82% | -4.37% |
| Expected Shortfall (cVaR) | -1.82% | -4.37% |
| Year | 12420122:BTCUSD | 12420122:btcusd:triple_med_gx:lsma70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.31 | 16.07 | -0.26 | + |
| 2023 | 155.54 | 43.24 | 0.28 | - |
| 2024 | 121.00 | 55.79 | 0.46 | - |
| 2025 | 0.89 | 6.69 | 7.53 | + |
| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| MTD | 0.0% | -14.03% |
| 3M | 1.92% | -19.8% |
| 6M | 0.95% | -9.0% |
| YTD | 6.69% | 0.89% |
| 1Y | 6.26% | 3.43% |
| 3Y (ann.) | 31.58% | 77.28% |
| 5Y (ann.) | 30.9% | 22.44% |
| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| Max Drawdown | -16.87% | -66.79% |
| Longest DD Days | 313.0 | 682.0 |
| Avg. Drawdown | -3.75% | -9.56% |
| Avg. Drawdown Days | 35.0 | 51.0 |
| Recovery Factor | 10.45 | 1.72 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-15 | 2023-10-23 | -16.87 | 191 |
| 2022-04-05 | 2022-07-19 | -15.15 | 105 |
| 2025-01-07 | 2025-11-16 | -14.63 | 313 |
| 2024-01-03 | 2024-02-27 | -7.63 | 55 |
| 2024-09-05 | 2024-09-12 | -6.94 | 7 |
| 2022-10-27 | 2022-11-10 | -5.55 | 14 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2023-12-23 | 2024-01-01 | -4.50 | 9 |
| 2022-11-27 | 2023-01-12 | -4.42 | 46 |
| 2022-07-20 | 2022-09-09 | -4.04 | 51 |
| Metric | 12420122:btcusd:triple_med_gx:lsma70_120 | 12420122:BTCUSD |
|---|---|---|
| Best Day | 10.38% | 14.52% |
| Worst Day | -6.23% | -15.42% |
| Best Week | 23.06% | 35.75% |
| Worst Week | -10.6% | -29.64% |
| Best Month | 25.73% | 43.77% |
| Worst Month | -10.85% | -37.12% |
| Best Year | 55.79% | 155.54% |
| Worst Year | 6.69% | -62.31% |
| Avg. Up Day | 2.31% | 2.34% |
| Avg. Down Day | -1.48% | -1.7% |
| Avg. Up Week | 6.84% | 8.36% |
| Avg. Down Week | -3.42% | -3.94% |
| Avg. Up Month | 9.81% | 17.97% |
| Avg. Down Month | -4.38% | -6.59% |
| Win Days % | 48.06% | 49.53% |
| Win Month % | 66.67% | 56.52% |
| Win Week % | 51.67% | 49.75% |
| Win Quarter % | 71.43% | 56.25% |
| Win Year % | 100.0% | 75.0% |