| Metric | 11390769:btcusd:triple_med_gx:lsma80_100 | 11390769:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 31.62% | 195.42% |
| Max Drawdown | -49.58% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.3 | 0.63 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.05 | 1.07 |
| Common Sense Ratio | 1.14 | 1.06 |
| CPC Index | 0.55 | 0.58 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 14.68 | 4.18 |
| Outlier Loss Ratio | 4.19 | 4.21 |
| Volatility (ann.) | 18.52% | 26.36% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.17 | 0.56 |
| Skew | 0.62 | 0.2 |
| Kurtosis | 21.53 | 6.39 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.61% |
| Expected Yearly % | 7.11% | 31.1% |
| Kelly Criterion | 0.82% | 4.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -2.24% |
| Expected Shortfall (cVaR) | -1.58% | -2.24% |
| Year | 11390769:BTCUSD | 11390769:btcusd:triple_med_gx:lsma80_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | -41.86 | 0.76 | + |
| 2023 | 155.54 | 75.24 | 0.48 | - |
| 2024 | 121.00 | 24.34 | 0.20 | - |
| 2025 | 17.02 | 3.89 | 0.23 | - |
| Metric | 11390769:btcusd:triple_med_gx:lsma80_100 | 11390769:BTCUSD |
|---|---|---|
| MTD | 3.07% | 4.4% |
| 3M | 1.26% | 31.76% |
| 6M | 7.3% | 12.25% |
| YTD | 3.89% | 17.02% |
| 1Y | 11.67% | 57.19% |
| 3Y (ann.) | 16.92% | 55.42% |
| 5Y (ann.) | 8.48% | 37.84% |
| Metric | 11390769:btcusd:triple_med_gx:lsma80_100 | 11390769:BTCUSD |
|---|---|---|
| Max Drawdown | -49.58% | -67.18% |
| Longest DD Days | 691.0 | 683.0 |
| Avg. Drawdown | -8.78% | -6.6% |
| Avg. Drawdown Days | 58.0 | 32.0 |
| Recovery Factor | 0.64 | 2.91 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-06 | 2024-02-26 | -49.58 | 691 |
| 2024-04-12 | 2024-12-20 | -31.90 | 252 |
| 2022-02-01 | 2022-02-28 | -19.61 | 27 |
| 2025-03-03 | 2025-06-11 | -17.49 | 100 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2025-02-04 | 2025-03-02 | -8.97 | 26 |
| 2024-12-26 | 2025-01-13 | -6.93 | 18 |
| 2025-02-02 | 2025-02-03 | -6.11 | 1 |
| 2024-12-21 | 2024-12-24 | -5.46 | 3 |
| 2024-02-29 | 2024-03-17 | -3.13 | 17 |
| Metric | 11390769:btcusd:triple_med_gx:lsma80_100 | 11390769:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -22.4% | -29.64% |
| Best Month | 14.07% | 43.77% |
| Worst Month | -19.36% | -37.12% |
| Best Year | 75.24% | 155.54% |
| Worst Year | -41.86% | -55.3% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.91% | -0.94% |
| Avg. Up Week | 4.71% | 6.66% |
| Avg. Down Week | -3.64% | -4.87% |
| Avg. Up Month | 6.18% | 13.45% |
| Avg. Down Month | -8.79% | -13.62% |
| Win Days % | 48.77% | 51.27% |
| Win Month % | 66.67% | 61.9% |
| Win Week % | 49.22% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |