| Metric | 11393890:btcusd:triple_med_gx:lsma80_110 | 11393890:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 90.24% | 198.98% |
| Max Drawdown | -39.95% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.54 | 0.64 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 15.84 | 4.13 |
| Outlier Loss Ratio | 4.18 | 4.1 |
| Volatility (ann.) | 17.66% | 26.34% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.53 | 0.57 |
| Skew | 0.98 | 0.2 |
| Kurtosis | 24.55 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.54% | 2.64% |
| Expected Yearly % | 17.44% | 31.5% |
| Kelly Criterion | 3.28% | 5.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.24% |
| Expected Shortfall (cVaR) | -1.5% | -2.24% |
| Year | 11393890:BTCUSD | 11393890:btcusd:triple_med_gx:lsma80_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -12.19 | 0.22 | + |
| 2023 | 155.54 | 52.91 | 0.34 | - |
| 2024 | 121.00 | 27.17 | 0.22 | - |
| 2025 | 16.76 | 11.42 | 0.68 | - |
| Metric | 11393890:btcusd:triple_med_gx:lsma80_110 | 11393890:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 5.19% | 31.46% |
| 6M | 12.05% | 12.77% |
| YTD | 11.42% | 16.76% |
| 1Y | 17.84% | 56.84% |
| 3Y (ann.) | 28.44% | 55.31% |
| 5Y (ann.) | 21.03% | 38.4% |
| Metric | 11393890:btcusd:triple_med_gx:lsma80_110 | 11393890:BTCUSD |
|---|---|---|
| Max Drawdown | -39.95% | -67.18% |
| Longest DD Days | 368.0 | 683.0 |
| Avg. Drawdown | -4.87% | -6.29% |
| Avg. Drawdown Days | 25.0 | 31.0 |
| Recovery Factor | 2.26 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-04-10 | -39.95 | 368 |
| 2024-06-07 | 2024-11-06 | -29.66 | 152 |
| 2025-03-03 | 2025-06-11 | -19.96 | 100 |
| 2022-02-01 | 2022-02-28 | -17.13 | 27 |
| 2023-04-26 | 2023-10-20 | -10.70 | 176 |
| 2024-03-19 | 2024-03-20 | -9.00 | 1 |
| 2024-04-01 | 2024-04-22 | -8.27 | 21 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-01-09 | 2024-01-27 | -7.55 | 18 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| Metric | 11393890:btcusd:triple_med_gx:lsma80_110 | 11393890:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 15.2% | 43.77% |
| Worst Month | -18.09% | -37.12% |
| Best Year | 52.91% | 155.54% |
| Worst Year | -12.19% | -54.66% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.05% | 6.5% |
| Avg. Down Week | -2.99% | -4.71% |
| Avg. Up Month | 5.85% | 12.44% |
| Avg. Down Month | -5.67% | -11.23% |
| Win Days % | 49.45% | 51.26% |
| Win Month % | 67.5% | 61.9% |
| Win Week % | 52.54% | 51.11% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |