| Metric | 11394576:btcusd:triple_med_gx:lsma25_115 | 11394576:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 35.27% | 189.3% |
| Max Drawdown | -38.27% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.37 | 0.63 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.58 | 0.63 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 25.39 | 3.71 |
| Outlier Loss Ratio | 4.57 | 3.75 |
| Volatility (ann.) | 13.38% | 26.34% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.25 | 0.55 |
| Skew | 2.13 | 0.2 |
| Kurtosis | 45.24 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.72% | 2.56% |
| Expected Yearly % | 7.85% | 30.42% |
| Kelly Criterion | -1.56% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.24% |
| Expected Shortfall (cVaR) | -1.14% | -2.24% |
| Year | 11394576:BTCUSD | 11394576:btcusd:triple_med_gx:lsma25_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -16.70 | 0.30 | + |
| 2023 | 155.54 | 18.57 | 0.12 | - |
| 2024 | 121.00 | 19.08 | 0.16 | - |
| 2025 | 16.76 | 15.02 | 0.90 | - |
| Metric | 11394576:btcusd:triple_med_gx:lsma25_115 | 11394576:BTCUSD |
|---|---|---|
| MTD | -0.56% | 4.16% |
| 3M | 9.24% | 31.46% |
| 6M | 14.76% | 12.77% |
| YTD | 15.02% | 16.76% |
| 1Y | 28.39% | 56.84% |
| 3Y (ann.) | 8.47% | 55.31% |
| 5Y (ann.) | 9.39% | 37.09% |
| Metric | 11394576:btcusd:triple_med_gx:lsma25_115 | 11394576:BTCUSD |
|---|---|---|
| Max Drawdown | -38.27% | -67.18% |
| Longest DD Days | 1030.0 | 683.0 |
| Avg. Drawdown | -5.54% | -6.63% |
| Avg. Drawdown Days | 71.0 | 33.0 |
| Recovery Factor | 0.92 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2025-01-30 | -38.27 | 1030 |
| 2022-02-17 | 2022-02-28 | -12.90 | 11 |
| 2025-01-30 | 2025-03-02 | -8.41 | 31 |
| 2025-05-21 | 2025-06-11 | -6.91 | 21 |
| 2025-03-03 | 2025-04-02 | -5.45 | 30 |
| 2025-04-10 | 2025-04-11 | -3.69 | 1 |
| 2025-05-01 | 2025-05-08 | -2.77 | 6 |
| 2022-03-14 | 2022-03-16 | -2.73 | 1 |
| 2022-04-03 | 2022-04-04 | -2.30 | 1 |
| 2025-05-09 | 2025-05-19 | -1.49 | 10 |
| Metric | 11394576:btcusd:triple_med_gx:lsma25_115 | 11394576:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 14.77% | 35.75% |
| Worst Week | -9.91% | -29.64% |
| Best Month | 12.65% | 43.77% |
| Worst Month | -15.56% | -37.12% |
| Best Year | 19.08% | 155.54% |
| Worst Year | -16.7% | -56.13% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.8% | -0.86% |
| Avg. Up Week | 4.09% | 7.13% |
| Avg. Down Week | -2.71% | -4.48% |
| Avg. Up Month | 5.45% | 15.95% |
| Avg. Down Month | -4.81% | -12.7% |
| Win Days % | 44.54% | 51.25% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 48.36% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |