| Metric | 11390771:btcusd:triple_med_gx:lsma85_100 | 11390771:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 66.25% | 195.42% |
| Max Drawdown | -47.1% | -67.18% |
| Sharpe | 0.29 | 0.44 |
| Sortino | 0.44 | 0.63 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.16 | 1.06 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 14.11 | 4.23 |
| Outlier Loss Ratio | 4.24 | 4.21 |
| Volatility (ann.) | 18.76% | 26.36% |
| R^2 | 0.51 | 0.51 |
| Calmar | 0.35 | 0.56 |
| Skew | 0.65 | 0.2 |
| Kurtosis | 20.66 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 2.61% |
| Expected Yearly % | 13.55% | 31.1% |
| Kelly Criterion | 2.02% | 4.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -2.24% |
| Expected Shortfall (cVaR) | -1.6% | -2.24% |
| Year | 11390771:BTCUSD | 11390771:btcusd:triple_med_gx:lsma85_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -29.77 | 0.54 | + |
| 2023 | 155.54 | 76.46 | 0.49 | - |
| 2024 | 121.00 | 29.74 | 0.25 | - |
| 2025 | 17.02 | 3.41 | 0.20 | - |
| Metric | 11390771:btcusd:triple_med_gx:lsma85_100 | 11390771:BTCUSD |
|---|---|---|
| MTD | 4.4% | 4.4% |
| 3M | 1.7% | 31.76% |
| 6M | 8.67% | 12.25% |
| YTD | 3.41% | 17.02% |
| 1Y | 12.39% | 57.19% |
| 3Y (ann.) | 26.68% | 55.42% |
| 5Y (ann.) | 16.25% | 37.84% |
| Metric | 11390771:btcusd:triple_med_gx:lsma85_100 | 11390771:BTCUSD |
|---|---|---|
| Max Drawdown | -47.1% | -67.18% |
| Longest DD Days | 596.0 | 683.0 |
| Avg. Drawdown | -6.92% | -6.6% |
| Avg. Drawdown Days | 39.0 | 32.0 |
| Recovery Factor | 1.41 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-11-09 | -47.10 | 596 |
| 2024-04-01 | 2024-12-05 | -30.65 | 248 |
| 2022-02-01 | 2022-02-28 | -18.29 | 27 |
| 2025-03-03 | 2025-06-11 | -18.02 | 100 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2025-02-04 | 2025-03-02 | -8.96 | 26 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2023-12-22 | 2024-01-27 | -7.69 | 36 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2023-11-16 | 2023-11-28 | -6.31 | 12 |
| Metric | 11390771:btcusd:triple_med_gx:lsma85_100 | 11390771:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -20.0% | -29.64% |
| Best Month | 15.12% | 43.77% |
| Worst Month | -18.76% | -37.12% |
| Best Year | 76.46% | 155.54% |
| Worst Year | -29.77% | -55.3% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 4.63% | 6.34% |
| Avg. Down Week | -3.41% | -4.59% |
| Avg. Up Month | 6.42% | 13.45% |
| Avg. Down Month | -7.62% | -13.62% |
| Win Days % | 49.12% | 51.27% |
| Win Month % | 66.67% | 61.9% |
| Win Week % | 50.76% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |