| Metric | 11395518:btcusd:triple_med_gx:lsma25_115 | 11395518:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 101.0% | 189.3% |
| Max Drawdown | -27.99% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.64 | 0.63 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 21.24 | 4.02 |
| Outlier Loss Ratio | 4.01 | 3.88 |
| Volatility (ann.) | 15.47% | 26.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.82 | 0.55 |
| Skew | 1.52 | 0.2 |
| Kurtosis | 35.0 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.68% | 2.56% |
| Expected Yearly % | 19.07% | 30.42% |
| Kelly Criterion | 4.23% | 5.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11395518:BTCUSD | 11395518:btcusd:triple_med_gx:lsma25_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -15.36 | 0.27 | + |
| 2023 | 155.54 | 29.20 | 0.19 | - |
| 2024 | 121.00 | 35.45 | 0.29 | - |
| 2025 | 16.76 | 35.69 | 2.13 | + |
| Metric | 11395518:btcusd:triple_med_gx:lsma25_115 | 11395518:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 15.71% | 31.46% |
| 6M | 38.65% | 12.77% |
| YTD | 35.69% | 16.76% |
| 1Y | 38.57% | 56.84% |
| 3Y (ann.) | 29.12% | 55.31% |
| 5Y (ann.) | 23.04% | 37.09% |
| Metric | 11395518:btcusd:triple_med_gx:lsma25_115 | 11395518:BTCUSD |
|---|---|---|
| Max Drawdown | -27.99% | -67.18% |
| Longest DD Days | 415.0 | 683.0 |
| Avg. Drawdown | -4.43% | -6.63% |
| Avg. Drawdown Days | 27.0 | 33.0 |
| Recovery Factor | 3.61 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-12-05 | -27.99 | 188 |
| 2022-03-06 | 2023-04-26 | -27.55 | 415 |
| 2022-02-19 | 2022-02-28 | -13.73 | 8 |
| 2024-04-15 | 2024-05-12 | -10.27 | 27 |
| 2023-07-14 | 2023-12-20 | -9.34 | 159 |
| 2025-03-13 | 2025-04-11 | -8.77 | 29 |
| 2023-05-04 | 2023-07-13 | -7.38 | 70 |
| 2024-12-26 | 2025-01-27 | -6.93 | 32 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11395518:btcusd:triple_med_gx:lsma25_115 | 11395518:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 12.83% | 43.77% |
| Worst Month | -10.83% | -37.12% |
| Best Year | 35.69% | 155.54% |
| Worst Year | -15.36% | -56.13% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.13% | 5.88% |
| Avg. Down Week | -2.5% | -4.27% |
| Avg. Up Month | 5.5% | 12.15% |
| Avg. Down Month | -4.16% | -14.23% |
| Win Days % | 50.07% | 51.25% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 53.33% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |