| Metric | 11392335:btcusd:triple_med_gx:lsma55_105 | 11392335:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 48.29% | 202.8% |
| Max Drawdown | -43.64% | -67.18% |
| Sharpe | 0.26 | 0.44 |
| Sortino | 0.38 | 0.64 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 18.31 | 4.11 |
| Outlier Loss Ratio | 4.04 | 4.07 |
| Volatility (ann.) | 16.98% | 26.34% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.28 | 0.58 |
| Skew | 0.97 | 0.2 |
| Kurtosis | 27.64 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.94% | 2.67% |
| Expected Yearly % | 10.35% | 31.91% |
| Kelly Criterion | 1.79% | 3.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.24% |
| Expected Shortfall (cVaR) | -1.45% | -2.24% |
| Year | 11392335:BTCUSD | 11392335:btcusd:triple_med_gx:lsma55_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -21.58 | 0.40 | + |
| 2023 | 155.54 | 59.08 | 0.38 | - |
| 2024 | 121.00 | 11.67 | 0.10 | - |
| 2025 | 16.76 | 6.44 | 0.38 | - |
| Metric | 11392335:btcusd:triple_med_gx:lsma55_105 | 11392335:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | -0.08% | 31.46% |
| 6M | 6.74% | 12.77% |
| YTD | 6.44% | 16.76% |
| 1Y | 9.24% | 56.84% |
| 3Y (ann.) | 18.19% | 55.31% |
| 5Y (ann.) | 12.39% | 38.89% |
| Metric | 11392335:btcusd:triple_med_gx:lsma55_105 | 11392335:BTCUSD |
|---|---|---|
| Max Drawdown | -43.64% | -67.18% |
| Longest DD Days | 462.0 | 683.0 |
| Avg. Drawdown | -6.4% | -6.06% |
| Avg. Drawdown Days | 41.0 | 30.0 |
| Recovery Factor | 1.11 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-07-13 | -43.64 | 462 |
| 2024-06-07 | 2024-12-11 | -31.90 | 186 |
| 2022-01-31 | 2022-02-28 | -17.52 | 28 |
| 2025-03-03 | 2025-06-11 | -17.22 | 100 |
| 2024-02-29 | 2024-06-04 | -13.03 | 96 |
| 2025-02-04 | 2025-03-02 | -10.40 | 26 |
| 2023-07-14 | 2023-11-07 | -8.47 | 116 |
| 2023-12-22 | 2024-01-26 | -7.09 | 35 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| Metric | 11392335:btcusd:triple_med_gx:lsma55_105 | 11392335:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 16.15% | 43.77% |
| Worst Month | -20.36% | -37.12% |
| Best Year | 59.08% | 155.54% |
| Worst Year | -21.58% | -54.08% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.91% | -0.96% |
| Avg. Up Week | 4.56% | 6.36% |
| Avg. Down Week | -3.34% | -5.08% |
| Avg. Up Month | 5.31% | 14.79% |
| Avg. Down Month | -6.36% | -12.96% |
| Win Days % | 49.17% | 51.27% |
| Win Month % | 61.9% | 61.9% |
| Win Week % | 48.62% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |