| Metric | 11395247:btcusd:triple_med_gx:lsma55_115 | 11395247:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 49.98% | 189.3% |
| Max Drawdown | -47.05% | -67.18% |
| Sharpe | 0.27 | 0.43 |
| Sortino | 0.4 | 0.63 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 20.9 | 4.09 |
| Outlier Loss Ratio | 3.91 | 4.0 |
| Volatility (ann.) | 16.1% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.27 | 0.55 |
| Skew | 1.02 | 0.2 |
| Kurtosis | 31.53 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.97% | 2.56% |
| Expected Yearly % | 10.67% | 30.42% |
| Kelly Criterion | 2.77% | 4.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.24% |
| Expected Shortfall (cVaR) | -1.37% | -2.24% |
| Year | 11395247:BTCUSD | 11395247:btcusd:triple_med_gx:lsma55_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -26.99 | 0.48 | + |
| 2023 | 155.54 | 55.06 | 0.35 | - |
| 2024 | 121.00 | 16.67 | 0.14 | - |
| 2025 | 16.76 | 13.56 | 0.81 | - |
| Metric | 11395247:btcusd:triple_med_gx:lsma55_115 | 11395247:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 14.66% | 31.46% |
| 6M | 9.93% | 12.77% |
| YTD | 13.56% | 16.76% |
| 1Y | 0.18% | 56.84% |
| 3Y (ann.) | 22.64% | 55.31% |
| 5Y (ann.) | 12.79% | 37.09% |
| Metric | 11395247:btcusd:triple_med_gx:lsma55_115 | 11395247:BTCUSD |
|---|---|---|
| Max Drawdown | -47.05% | -67.18% |
| Longest DD Days | 620.0 | 683.0 |
| Avg. Drawdown | -6.08% | -6.63% |
| Avg. Drawdown Days | 54.0 | 33.0 |
| Recovery Factor | 1.06 | 2.82 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-12-18 | -47.05 | 620 |
| 2024-07-10 | 2025-06-11 | -25.02 | 336 |
| 2022-01-30 | 2022-02-28 | -14.16 | 29 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2023-12-22 | 2024-02-27 | -10.27 | 66 |
| 2024-06-05 | 2024-07-10 | -9.08 | 34 |
| 2024-03-26 | 2024-04-19 | -5.44 | 23 |
| 2023-12-19 | 2023-12-20 | -2.62 | 1 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| Metric | 11395247:btcusd:triple_med_gx:lsma55_115 | 11395247:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 21.24% | 43.77% |
| Worst Month | -20.66% | -37.12% |
| Best Year | 55.06% | 155.54% |
| Worst Year | -26.99% | -56.13% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.92% | -0.97% |
| Avg. Up Week | 4.37% | 6.84% |
| Avg. Down Week | -2.83% | -5.06% |
| Avg. Up Month | 5.54% | 14.72% |
| Avg. Down Month | -6.02% | -13.26% |
| Win Days % | 49.42% | 51.25% |
| Win Month % | 62.5% | 61.9% |
| Win Week % | 49.0% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |