| Metric | 11395527:btcusd:triple_med_gx:lsma70_115 | 11395527:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 68.62% | 189.3% |
| Max Drawdown | -31.98% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.48 | 0.63 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 18.42 | 4.03 |
| Outlier Loss Ratio | 4.06 | 3.99 |
| Volatility (ann.) | 16.48% | 26.34% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.52 | 0.55 |
| Skew | 1.16 | 0.2 |
| Kurtosis | 30.26 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.25% | 2.56% |
| Expected Yearly % | 13.95% | 30.42% |
| Kelly Criterion | 3.19% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.24% |
| Expected Shortfall (cVaR) | -1.4% | -2.24% |
| Year | 11395527:BTCUSD | 11395527:btcusd:triple_med_gx:lsma70_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -16.64 | 0.30 | + |
| 2023 | 155.54 | 37.47 | 0.24 | - |
| 2024 | 121.00 | 32.12 | 0.27 | - |
| 2025 | 16.76 | 11.37 | 0.68 | - |
| Metric | 11395527:btcusd:triple_med_gx:lsma70_115 | 11395527:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.8% | 31.46% |
| 6M | 14.07% | 12.77% |
| YTD | 11.37% | 16.76% |
| 1Y | 28.64% | 56.84% |
| 3Y (ann.) | 20.7% | 55.31% |
| 5Y (ann.) | 16.79% | 37.09% |
| Metric | 11395527:btcusd:triple_med_gx:lsma70_115 | 11395527:BTCUSD |
|---|---|---|
| Max Drawdown | -31.98% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -6.22% | -6.63% |
| Avg. Drawdown Days | 41.0 | 33.0 |
| Recovery Factor | 2.15 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -31.98 | 498 |
| 2024-04-23 | 2024-11-05 | -27.80 | 196 |
| 2025-03-03 | 2025-06-11 | -20.93 | 100 |
| 2022-02-19 | 2022-02-28 | -13.73 | 8 |
| 2024-03-29 | 2024-04-22 | -8.62 | 24 |
| 2023-07-14 | 2023-11-09 | -8.15 | 118 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 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 |
| Metric | 11395527:btcusd:triple_med_gx:lsma70_115 | 11395527:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 12.88% | 43.77% |
| Worst Month | -10.11% | -37.12% |
| Best Year | 37.47% | 155.54% |
| Worst Year | -16.64% | -56.13% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.41% | 5.97% |
| Avg. Down Week | -2.28% | -4.46% |
| Avg. Up Month | 5.66% | 12.1% |
| Avg. Down Month | -3.82% | -12.05% |
| Win Days % | 50.09% | 51.25% |
| Win Month % | 55.26% | 61.9% |
| Win Week % | 45.19% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |