| Metric | 11395584:btcusd:triple_med_gx:lsma80_115 | 11395584:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 73.81% | 189.3% |
| Max Drawdown | -35.12% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.5 | 0.63 |
| Payoff Ratio | 1.06 | 1.03 |
| 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 | 16.87 | 4.06 |
| Outlier Loss Ratio | 4.14 | 4.0 |
| Volatility (ann.) | 16.98% | 26.34% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.51 | 0.55 |
| Skew | 1.17 | 0.2 |
| Kurtosis | 27.65 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.32% | 2.56% |
| Expected Yearly % | 14.82% | 30.42% |
| Kelly Criterion | 2.43% | 4.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.24% |
| Expected Shortfall (cVaR) | -1.45% | -2.24% |
| Year | 11395584:BTCUSD | 11395584:btcusd:triple_med_gx:lsma80_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -7.26 | 0.13 | + |
| 2023 | 155.54 | 27.96 | 0.18 | - |
| 2024 | 121.00 | 22.89 | 0.19 | - |
| 2025 | 16.76 | 19.19 | 1.14 | + |
| Metric | 11395584:btcusd:triple_med_gx:lsma80_115 | 11395584:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 19.6% | 31.46% |
| 6M | 22.94% | 12.77% |
| YTD | 19.19% | 16.76% |
| 1Y | 37.41% | 56.84% |
| 3Y (ann.) | 18.14% | 55.31% |
| 5Y (ann.) | 17.84% | 37.09% |
| Metric | 11395584:btcusd:triple_med_gx:lsma80_115 | 11395584:BTCUSD |
|---|---|---|
| Max Drawdown | -35.12% | -67.18% |
| Longest DD Days | 660.0 | 683.0 |
| Avg. Drawdown | -6.81% | -6.63% |
| Avg. Drawdown Days | 50.0 | 33.0 |
| Recovery Factor | 2.1 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2024-12-05 | -35.12 | 226 |
| 2022-03-02 | 2023-12-22 | -34.87 | 660 |
| 2025-03-03 | 2025-05-08 | -16.84 | 66 |
| 2022-02-19 | 2022-02-28 | -13.89 | 9 |
| 2023-12-22 | 2024-03-20 | -11.41 | 89 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-04-01 | 2024-04-20 | -6.23 | 19 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11395584:btcusd:triple_med_gx:lsma80_115 | 11395584:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 20.84% | 43.77% |
| Worst Month | -12.87% | -37.12% |
| Best Year | 27.96% | 155.54% |
| Worst Year | -7.26% | -56.13% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.49% | 6.5% |
| Avg. Down Week | -2.76% | -4.0% |
| Avg. Up Month | 7.1% | 13.0% |
| Avg. Down Month | -5.58% | -11.7% |
| Win Days % | 49.86% | 51.25% |
| Win Month % | 56.41% | 61.9% |
| Win Week % | 46.9% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |