| Metric | 11395578:btcusd:triple_med_gx:lsma55_115 | 11395578:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 89.37% | 189.3% |
| Max Drawdown | -36.19% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.57 | 0.63 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 18.87 | 4.03 |
| Outlier Loss Ratio | 4.04 | 3.92 |
| Volatility (ann.) | 16.23% | 26.34% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.58 | 0.55 |
| Skew | 1.34 | 0.2 |
| Kurtosis | 31.33 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.53% | 2.56% |
| Expected Yearly % | 17.31% | 30.42% |
| Kelly Criterion | 3.33% | 5.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11395578:BTCUSD | 11395578:btcusd:triple_med_gx:lsma55_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -22.12 | 0.39 | + |
| 2023 | 155.54 | 27.30 | 0.18 | - |
| 2024 | 121.00 | 43.93 | 0.36 | - |
| 2025 | 16.76 | 32.72 | 1.95 | + |
| Metric | 11395578:btcusd:triple_med_gx:lsma55_115 | 11395578:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 23.86% | 31.46% |
| 6M | 36.7% | 12.77% |
| YTD | 32.72% | 16.76% |
| 1Y | 50.85% | 56.84% |
| 3Y (ann.) | 23.81% | 55.31% |
| 5Y (ann.) | 20.88% | 37.09% |
| Metric | 11395578:btcusd:triple_med_gx:lsma55_115 | 11395578:BTCUSD |
|---|---|---|
| Max Drawdown | -36.19% | -67.18% |
| Longest DD Days | 749.0 | 683.0 |
| Avg. Drawdown | -4.96% | -6.63% |
| Avg. Drawdown Days | 37.0 | 33.0 |
| Recovery Factor | 2.47 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-03-20 | -36.19 | 749 |
| 2024-05-30 | 2024-11-06 | -29.86 | 159 |
| 2022-02-19 | 2022-02-28 | -13.89 | 9 |
| 2025-03-03 | 2025-05-08 | -11.69 | 66 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-03-29 | 2024-04-19 | -5.35 | 21 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-04-23 | 2024-05-03 | -4.19 | 10 |
| Metric | 11395578:btcusd:triple_med_gx:lsma55_115 | 11395578:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -19.45% | -29.64% |
| Best Month | 15.99% | 43.77% |
| Worst Month | -16.15% | -37.12% |
| Best Year | 43.93% | 155.54% |
| Worst Year | -22.12% | -56.13% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.16% | 6.34% |
| Avg. Down Week | -2.88% | -4.1% |
| Avg. Up Month | 6.09% | 12.61% |
| Avg. Down Month | -6.04% | -11.67% |
| Win Days % | 49.54% | 51.25% |
| Win Month % | 69.23% | 61.9% |
| Win Week % | 52.48% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |