| Metric | 11400715:btcusd:triple_med_gx:lsma105_130 | 11400715:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 170.8% | 195.6% |
| Max Drawdown | -39.14% | -67.18% |
| Sharpe | 0.52 | 0.43 |
| Sortino | 0.8 | 0.62 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 16.06 | 4.11 |
| Outlier Loss Ratio | 4.35 | 4.06 |
| Volatility (ann.) | 16.35% | 25.99% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.84 | 0.54 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 24.7 | 6.59 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.34% | 2.55% |
| Expected Yearly % | 28.28% | 31.12% |
| Kelly Criterion | 5.07% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.21% |
| Expected Shortfall (cVaR) | -1.38% | -2.21% |
| Year | 11400715:BTCUSD | 11400715:btcusd:triple_med_gx:lsma105_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -18.45 | 0.32 | + |
| 2023 | 155.54 | 80.90 | 0.52 | - |
| 2024 | 121.00 | 64.51 | 0.53 | - |
| 2025 | 21.96 | 11.58 | 0.53 | - |
| Metric | 11400715:btcusd:triple_med_gx:lsma105_130 | 11400715:BTCUSD |
|---|---|---|
| MTD | -1.64% | -1.64% |
| 3M | 5.07% | 18.77% |
| 6M | 10.31% | 11.18% |
| YTD | 11.58% | 21.96% |
| 1Y | 86.12% | 85.38% |
| 3Y (ann.) | 50.16% | 70.37% |
| 5Y (ann.) | 32.91% | 36.28% |
| Metric | 11400715:btcusd:triple_med_gx:lsma105_130 | 11400715:BTCUSD |
|---|---|---|
| Max Drawdown | -39.14% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -3.96% | -6.8% |
| Avg. Drawdown Days | 19.0 | 34.0 |
| Recovery Factor | 4.36 | 2.91 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-10 | -39.14 | 404 |
| 2024-06-10 | 2024-09-13 | -17.69 | 94 |
| 2025-03-06 | 2025-05-22 | -15.46 | 76 |
| 2024-01-02 | 2024-03-25 | -13.74 | 83 |
| 2023-08-29 | 2023-12-05 | -12.69 | 97 |
| 2024-12-17 | 2025-03-06 | -11.86 | 78 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-05-06 | 2023-06-20 | -10.22 | 45 |
| 2025-06-10 | 2025-08-03 | -8.76 | 54 |
| 2023-07-14 | 2023-08-29 | -8.32 | 46 |
| Metric | 11400715:btcusd:triple_med_gx:lsma105_130 | 11400715:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 35.51% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 27.45% | 43.77% |
| Worst Month | -15.15% | -37.12% |
| Best Year | 80.9% | 155.54% |
| Worst Year | -18.45% | -57.08% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.64% | 6.2% |
| Avg. Down Week | -2.82% | -4.49% |
| Avg. Up Month | 8.68% | 14.69% |
| Avg. Down Month | -5.28% | -12.61% |
| Win Days % | 50.62% | 51.28% |
| Win Month % | 58.14% | 60.47% |
| Win Week % | 50.83% | 51.34% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |