| Metric | 11395468:btcusd:triple_med_gx:lsma55_115 | 11395468:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 74.18% | 189.3% |
| Max Drawdown | -34.86% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.51 | 0.63 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 19.7 | 4.05 |
| Outlier Loss Ratio | 3.95 | 3.99 |
| Volatility (ann.) | 16.24% | 26.34% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.51 | 0.55 |
| Skew | 1.18 | 0.2 |
| Kurtosis | 31.24 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.33% | 2.56% |
| Expected Yearly % | 14.88% | 30.42% |
| Kelly Criterion | 3.38% | 3.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11395468:BTCUSD | 11395468:btcusd:triple_med_gx:lsma55_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -11.88 | 0.21 | + |
| 2023 | 155.54 | 35.67 | 0.23 | - |
| 2024 | 121.00 | 28.20 | 0.23 | - |
| 2025 | 16.76 | 13.64 | 0.81 | - |
| Metric | 11395468:btcusd:triple_med_gx:lsma55_115 | 11395468:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 9.05% | 31.46% |
| 6M | 16.34% | 12.77% |
| YTD | 13.64% | 16.76% |
| 1Y | 22.56% | 56.84% |
| 3Y (ann.) | 22.75% | 55.31% |
| 5Y (ann.) | 17.92% | 37.09% |
| Metric | 11395468:btcusd:triple_med_gx:lsma55_115 | 11395468:BTCUSD |
|---|---|---|
| Max Drawdown | -34.86% | -67.18% |
| Longest DD Days | 368.0 | 683.0 |
| Avg. Drawdown | -5.72% | -6.63% |
| Avg. Drawdown Days | 38.0 | 33.0 |
| Recovery Factor | 2.13 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-04-11 | -34.86 | 368 |
| 2024-06-07 | 2024-12-05 | -26.72 | 180 |
| 2025-03-03 | 2025-06-09 | -15.65 | 98 |
| 2022-02-19 | 2022-02-28 | -14.04 | 9 |
| 2023-04-26 | 2023-12-20 | -11.07 | 237 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-01-15 | 2024-01-26 | -7.12 | 11 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-01-28 | 2024-03-20 | -6.13 | 52 |
| Metric | 11395468:btcusd:triple_med_gx:lsma55_115 | 11395468:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.9% | 43.77% |
| Worst Month | -10.68% | -37.12% |
| Best Year | 35.67% | 155.54% |
| Worst Year | -11.88% | -56.13% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.91% | -0.95% |
| Avg. Up Week | 4.66% | 5.87% |
| Avg. Down Week | -3.25% | -4.87% |
| Avg. Up Month | 5.42% | 11.12% |
| Avg. Down Month | -5.7% | -13.15% |
| Win Days % | 50.29% | 51.25% |
| Win Month % | 67.57% | 61.9% |
| Win Week % | 53.19% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |