| Metric | 11395524:btcusd:triple_med_gx:lsma55_115 | 11395524:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 90.99% | 189.3% |
| Max Drawdown | -28.19% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.58 | 0.63 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.22 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 19.34 | 4.03 |
| Outlier Loss Ratio | 3.95 | 3.92 |
| Volatility (ann.) | 16.16% | 26.34% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.75 | 0.55 |
| Skew | 1.37 | 0.2 |
| Kurtosis | 31.96 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.55% | 2.56% |
| Expected Yearly % | 17.56% | 30.42% |
| Kelly Criterion | 3.83% | 4.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.24% |
| Expected Shortfall (cVaR) | -1.37% | -2.24% |
| Year | 11395524:BTCUSD | 11395524:btcusd:triple_med_gx:lsma55_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -11.48 | 0.20 | + |
| 2023 | 155.54 | 34.51 | 0.22 | - |
| 2024 | 121.00 | 35.48 | 0.29 | - |
| 2025 | 16.76 | 18.40 | 1.10 | + |
| Metric | 11395524:btcusd:triple_med_gx:lsma55_115 | 11395524:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 13.46% | 31.46% |
| 6M | 19.77% | 12.77% |
| YTD | 18.4% | 16.76% |
| 1Y | 26.68% | 56.84% |
| 3Y (ann.) | 22.27% | 55.31% |
| 5Y (ann.) | 21.19% | 37.09% |
| Metric | 11395524:btcusd:triple_med_gx:lsma55_115 | 11395524:BTCUSD |
|---|---|---|
| Max Drawdown | -28.19% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -5.16% | -6.63% |
| Avg. Drawdown Days | 32.0 | 33.0 |
| Recovery Factor | 3.23 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -28.19 | 420 |
| 2024-05-30 | 2024-11-06 | -28.04 | 159 |
| 2025-03-03 | 2025-05-08 | -16.10 | 66 |
| 2022-02-19 | 2022-02-28 | -13.73 | 8 |
| 2023-04-26 | 2023-11-10 | -11.60 | 197 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -5.88 | 6 |
| Metric | 11395524:btcusd:triple_med_gx:lsma55_115 | 11395524:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 12.2% | 43.77% |
| Worst Month | -8.94% | -37.12% |
| Best Year | 35.48% | 155.54% |
| Worst Year | -11.48% | -56.13% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.9% | -0.92% |
| Avg. Up Week | 4.47% | 6.05% |
| Avg. Down Week | -2.33% | -4.72% |
| Avg. Up Month | 6.12% | 10.6% |
| Avg. Down Month | -3.93% | -13.62% |
| Win Days % | 50.35% | 51.25% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 46.94% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |