| Metric | 11392345:btcusd:triple_med_gx:lsma95_105 | 11392345:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 102.62% | 229.61% |
| Max Drawdown | -41.02% | -67.18% |
| Sharpe | 0.37 | 0.46 |
| Sortino | 0.55 | 0.67 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 13.6 | 4.23 |
| Outlier Loss Ratio | 4.42 | 4.23 |
| Volatility (ann.) | 18.49% | 26.12% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.55 | 0.61 |
| Skew | 0.87 | 0.2 |
| Kurtosis | 20.84 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.66% | 2.81% |
| Expected Yearly % | 19.31% | 34.74% |
| Kelly Criterion | 2.91% | 4.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -2.22% |
| Expected Shortfall (cVaR) | -1.57% | -2.22% |
| Year | 11392345:BTCUSD | 11392345:btcusd:triple_med_gx:lsma95_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -4.47 | 0.08 | + |
| 2023 | 155.54 | 108.65 | 0.70 | - |
| 2024 | 121.00 | -3.63 | -0.03 | - |
| 2025 | 27.10 | 5.48 | 0.20 | - |
| Metric | 11392345:btcusd:triple_med_gx:lsma95_105 | 11392345:BTCUSD |
|---|---|---|
| MTD | 2.1% | 10.71% |
| 3M | -1.54% | 41.88% |
| 6M | -2.16% | 22.91% |
| YTD | 5.48% | 27.1% |
| 1Y | 16.49% | 82.29% |
| 3Y (ann.) | 36.16% | 77.48% |
| 5Y (ann.) | 22.56% | 41.0% |
| Metric | 11392345:btcusd:triple_med_gx:lsma95_105 | 11392345:BTCUSD |
|---|---|---|
| Max Drawdown | -41.02% | -67.18% |
| Longest DD Days | 360.0 | 683.0 |
| Avg. Drawdown | -5.54% | -5.93% |
| Avg. Drawdown Days | 30.0 | 29.0 |
| Recovery Factor | 2.5 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-04-03 | -41.02 | 360 |
| 2024-04-01 | 2025-03-02 | -40.06 | 335 |
| 2025-03-03 | 2025-07-17 | -20.10 | 136 |
| 2022-02-05 | 2022-02-28 | -17.56 | 23 |
| 2023-12-22 | 2024-03-04 | -15.61 | 73 |
| 2023-07-14 | 2023-10-21 | -10.99 | 99 |
| 2024-03-18 | 2024-03-25 | -10.54 | 7 |
| 2023-04-05 | 2023-04-10 | -6.78 | 5 |
| 2023-06-07 | 2023-06-19 | -6.62 | 12 |
| 2023-04-26 | 2023-06-06 | -5.79 | 40 |
| Metric | 11392345:btcusd:triple_med_gx:lsma95_105 | 11392345:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -17.91% | -29.64% |
| Best Month | 18.83% | 43.77% |
| Worst Month | -19.03% | -37.12% |
| Best Year | 108.65% | 155.54% |
| Worst Year | -4.47% | -54.08% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 4.5% | 6.07% |
| Avg. Down Week | -3.16% | -4.5% |
| Avg. Up Month | 8.34% | 14.74% |
| Avg. Down Month | -7.36% | -11.91% |
| Win Days % | 49.35% | 51.29% |
| Win Month % | 58.14% | 62.79% |
| Win Week % | 51.41% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |