| Metric | 11395473:btcusd:triple_med_gx:lsma80_115 | 11395473:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 72.27% | 189.3% |
| Max Drawdown | -34.72% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.48 | 0.63 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 16.66 | 4.09 |
| Outlier Loss Ratio | 4.15 | 4.07 |
| Volatility (ann.) | 17.21% | 26.34% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.5 | 0.55 |
| Skew | 1.03 | 0.2 |
| Kurtosis | 26.39 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.56% |
| Expected Yearly % | 14.57% | 30.42% |
| Kelly Criterion | 2.89% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.24% |
| Expected Shortfall (cVaR) | -1.47% | -2.24% |
| Year | 11395473:BTCUSD | 11395473:btcusd:triple_med_gx:lsma80_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -4.53 | 0.08 | + |
| 2023 | 155.54 | 34.15 | 0.22 | - |
| 2024 | 121.00 | 21.67 | 0.18 | - |
| 2025 | 16.76 | 10.55 | 0.63 | - |
| Metric | 11395473:btcusd:triple_med_gx:lsma80_115 | 11395473:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 8.13% | 31.46% |
| 6M | 11.79% | 12.77% |
| YTD | 10.55% | 16.76% |
| 1Y | 15.64% | 56.84% |
| 3Y (ann.) | 22.92% | 55.31% |
| 5Y (ann.) | 17.53% | 37.09% |
| Metric | 11395473:btcusd:triple_med_gx:lsma80_115 | 11395473:BTCUSD |
|---|---|---|
| Max Drawdown | -34.72% | -67.18% |
| Longest DD Days | 339.0 | 683.0 |
| Avg. Drawdown | -6.99% | -6.63% |
| Avg. Drawdown Days | 42.0 | 33.0 |
| Recovery Factor | 2.08 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-03-13 | -34.72 | 339 |
| 2024-04-23 | 2024-12-04 | -30.74 | 225 |
| 2025-03-03 | 2025-06-11 | -19.16 | 100 |
| 2022-02-02 | 2022-02-28 | -16.46 | 26 |
| 2023-04-26 | 2023-11-15 | -11.98 | 203 |
| 2024-04-01 | 2024-04-22 | -8.27 | 21 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-01-09 | 2024-01-27 | -7.46 | 18 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2023-04-05 | 2023-04-10 | -6.78 | 5 |
| Metric | 11395473:btcusd:triple_med_gx:lsma80_115 | 11395473:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 14.99% | 43.77% |
| Worst Month | -12.82% | -37.12% |
| Best Year | 34.15% | 155.54% |
| Worst Year | -4.53% | -56.13% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 3.88% | 6.09% |
| Avg. Down Week | -3.03% | -4.72% |
| Avg. Up Month | 4.92% | 12.39% |
| Avg. Down Month | -6.02% | -12.31% |
| Win Days % | 49.81% | 51.25% |
| Win Month % | 72.5% | 61.9% |
| Win Week % | 53.51% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |