| Metric | 11402494:btcusd:triple_med_gx:lsma95_135 | 11402494:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 110.84% | 195.83% |
| Max Drawdown | -39.14% | -67.18% |
| Sharpe | 0.43 | 0.44 |
| Sortino | 0.67 | 0.64 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 17.32 | 4.0 |
| Outlier Loss Ratio | 4.36 | 3.99 |
| Volatility (ann.) | 15.75% | 26.35% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.64 | 0.57 |
| Skew | 1.46 | 0.2 |
| Kurtosis | 27.27 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.84% | 2.68% |
| Expected Yearly % | 20.5% | 31.15% |
| Kelly Criterion | 4.24% | 4.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11402494:BTCUSD | 11402494:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -17.41 | 0.32 | + |
| 2023 | 155.54 | 68.86 | 0.44 | - |
| 2024 | 121.00 | 42.60 | 0.35 | - |
| 2025 | 16.76 | 6.01 | 0.36 | - |
| Metric | 11402494:btcusd:triple_med_gx:lsma95_135 | 11402494:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 9.35% | 31.46% |
| 6M | 16.79% | 12.77% |
| YTD | 6.01% | 16.76% |
| 1Y | 39.64% | 56.84% |
| 3Y (ann.) | 25.07% | 55.31% |
| 5Y (ann.) | 24.91% | 38.19% |
| Metric | 11402494:btcusd:triple_med_gx:lsma95_135 | 11402494:BTCUSD |
|---|---|---|
| Max Drawdown | -39.14% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -4.53% | -6.97% |
| Avg. Drawdown Days | 29.0 | 36.0 |
| Recovery Factor | 2.83 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-11 | -39.14 | 405 |
| 2024-04-23 | 2024-10-16 | -24.61 | 176 |
| 2025-01-07 | 2025-06-11 | -16.34 | 155 |
| 2023-04-14 | 2023-06-21 | -13.47 | 67 |
| 2024-01-02 | 2024-03-24 | -12.53 | 82 |
| 2023-08-29 | 2023-12-04 | -10.78 | 96 |
| 2023-07-14 | 2023-08-29 | -8.52 | 46 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402494:btcusd:triple_med_gx:lsma95_135 | 11402494:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 31.0% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 32.71% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 68.86% | 155.54% |
| Worst Year | -17.41% | -55.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 5.17% | 5.95% |
| Avg. Down Week | -2.3% | -4.54% |
| Avg. Up Month | 8.65% | 14.67% |
| Avg. Down Month | -5.64% | -12.03% |
| Win Days % | 50.14% | 51.32% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 42.06% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |