| Metric | 11395535:btcusd:triple_med_gx:lsma95_115 | 11395535:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 134.01% | 214.91% |
| Max Drawdown | -31.15% | -67.18% |
| Sharpe | 0.44 | 0.45 |
| Sortino | 0.67 | 0.65 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.31 | 1.08 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 14.99 | 4.15 |
| Outlier Loss Ratio | 4.28 | 4.12 |
| Volatility (ann.) | 17.54% | 26.11% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.89 | 0.58 |
| Skew | 1.05 | 0.2 |
| Kurtosis | 24.13 | 6.52 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.0% | 2.7% |
| Expected Yearly % | 23.68% | 33.21% |
| Kelly Criterion | 4.24% | 4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -2.22% |
| Expected Shortfall (cVaR) | -1.49% | -2.22% |
| Year | 11395535:BTCUSD | 11395535:btcusd:triple_med_gx:lsma95_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -1.36 | 0.02 | + |
| 2023 | 155.54 | 61.89 | 0.40 | - |
| 2024 | 121.00 | 42.53 | 0.35 | - |
| 2025 | 27.10 | 2.82 | 0.10 | - |
| Metric | 11395535:btcusd:triple_med_gx:lsma95_115 | 11395535:BTCUSD |
|---|---|---|
| MTD | 2.08% | 10.71% |
| 3M | 3.91% | 41.88% |
| 6M | -0.33% | 22.91% |
| YTD | 2.82% | 27.1% |
| 1Y | 30.18% | 82.29% |
| 3Y (ann.) | 34.93% | 77.48% |
| 5Y (ann.) | 27.83% | 39.27% |
| Metric | 11395535:btcusd:triple_med_gx:lsma95_115 | 11395535:BTCUSD |
|---|---|---|
| Max Drawdown | -31.15% | -67.18% |
| Longest DD Days | 419.0 | 683.0 |
| Avg. Drawdown | -5.35% | -6.45% |
| Avg. Drawdown Days | 34.0 | 32.0 |
| Recovery Factor | 4.3 | 3.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-25 | -31.15 | 419 |
| 2024-04-01 | 2024-11-06 | -31.00 | 219 |
| 2025-03-03 | 2025-07-17 | -19.24 | 136 |
| 2022-02-19 | 2022-02-28 | -13.73 | 8 |
| 2023-12-22 | 2024-01-31 | -10.95 | 40 |
| 2023-07-14 | 2023-12-01 | -10.53 | 140 |
| 2025-01-07 | 2025-03-02 | -8.56 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-04-26 | 2023-06-20 | -7.92 | 54 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| Metric | 11395535:btcusd:triple_med_gx:lsma95_115 | 11395535: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 | 23.64% | 43.77% |
| Worst Month | -11.4% | -37.12% |
| Best Year | 61.89% | 155.54% |
| Worst Year | -1.36% | -56.13% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 4.82% | 6.13% |
| Avg. Down Week | -2.62% | -4.23% |
| Avg. Up Month | 6.69% | 13.72% |
| Avg. Down Month | -4.48% | -12.0% |
| Win Days % | 50.57% | 51.28% |
| Win Month % | 59.52% | 62.79% |
| Win Week % | 48.03% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |