| Metric | 11400546:btcusd:triple_med_gx:lsma95_130 | 11400546:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 84.74% | 182.99% |
| Max Drawdown | -42.36% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.53 | 0.62 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.22 | 1.06 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 16.8 | 4.04 |
| Outlier Loss Ratio | 4.23 | 4.07 |
| Volatility (ann.) | 16.72% | 26.35% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.47 | 0.54 |
| Skew | 0.81 | 0.2 |
| Kurtosis | 26.1 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.51% | 2.57% |
| Expected Yearly % | 16.58% | 29.7% |
| Kelly Criterion | 3.57% | 3.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.24% |
| Expected Shortfall (cVaR) | -1.42% | -2.24% |
| Year | 11400546:BTCUSD | 11400546:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -23.84 | 0.42 | + |
| 2023 | 155.54 | 71.15 | 0.46 | - |
| 2024 | 121.00 | 36.06 | 0.30 | - |
| 2025 | 16.76 | 4.16 | 0.25 | - |
| Metric | 11400546:btcusd:triple_med_gx:lsma95_130 | 11400546:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.9% | 31.46% |
| 6M | 5.46% | 12.77% |
| YTD | 4.16% | 16.76% |
| 1Y | 19.62% | 56.84% |
| 3Y (ann.) | 24.78% | 55.31% |
| 5Y (ann.) | 20.07% | 36.34% |
| Metric | 11400546:btcusd:triple_med_gx:lsma95_130 | 11400546:BTCUSD |
|---|---|---|
| Max Drawdown | -42.36% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -5.33% | -6.9% |
| Avg. Drawdown Days | 31.0 | 35.0 |
| Recovery Factor | 2.0 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -42.36 | 476 |
| 2024-06-10 | 2024-10-14 | -22.42 | 125 |
| 2025-01-07 | 2025-06-11 | -18.94 | 155 |
| 2023-07-14 | 2023-12-04 | -13.96 | 143 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-12-22 | 2024-01-29 | -9.96 | 38 |
| 2024-04-23 | 2024-05-15 | -8.78 | 22 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-16 | 2025-01-06 | -7.68 | 21 |
| Metric | 11400546:btcusd:triple_med_gx:lsma95_130 | 11400546:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -19.72% | -37.12% |
| Best Year | 71.15% | 155.54% |
| Worst Year | -23.84% | -57.08% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.69% | 6.05% |
| Avg. Down Week | -2.88% | -4.15% |
| Avg. Up Month | 7.24% | 13.76% |
| Avg. Down Month | -5.15% | -12.64% |
| Win Days % | 50.41% | 51.31% |
| Win Month % | 57.5% | 60.98% |
| Win Week % | 48.15% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |