| Metric | 11392339:btcusd:triple_med_gx:lsma80_105 | 11392339:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 73.03% | 229.61% |
| Max Drawdown | -43.51% | -67.18% |
| Sharpe | 0.31 | 0.46 |
| Sortino | 0.47 | 0.67 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.16 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 15.49 | 4.17 |
| Outlier Loss Ratio | 4.28 | 4.19 |
| Volatility (ann.) | 17.76% | 26.12% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.39 | 0.61 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 23.89 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.81% |
| Expected Yearly % | 14.69% | 34.74% |
| Kelly Criterion | 2.52% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.22% |
| Expected Shortfall (cVaR) | -1.51% | -2.22% |
| Year | 11392339:BTCUSD | 11392339:btcusd:triple_med_gx:lsma80_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -10.73 | 0.20 | + |
| 2023 | 155.54 | 71.01 | 0.46 | - |
| 2024 | 121.00 | 9.92 | 0.08 | - |
| 2025 | 27.10 | 3.11 | 0.11 | - |
| Metric | 11392339:btcusd:triple_med_gx:lsma80_105 | 11392339:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -4.14% | 41.88% |
| 6M | -1.95% | 22.91% |
| YTD | 3.11% | 27.1% |
| 1Y | 12.41% | 82.29% |
| 3Y (ann.) | 32.58% | 77.48% |
| 5Y (ann.) | 17.11% | 41.0% |
| Metric | 11392339:btcusd:triple_med_gx:lsma80_105 | 11392339:BTCUSD |
|---|---|---|
| Max Drawdown | -43.51% | -67.18% |
| Longest DD Days | 368.0 | 683.0 |
| Avg. Drawdown | -4.86% | -5.93% |
| Avg. Drawdown Days | 25.0 | 29.0 |
| Recovery Factor | 1.68 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-04-10 | -43.51 | 368 |
| 2024-06-07 | 2025-02-03 | -36.94 | 241 |
| 2025-03-03 | 2025-07-17 | -20.40 | 136 |
| 2022-02-01 | 2022-02-28 | -17.67 | 27 |
| 2024-04-01 | 2024-06-04 | -11.48 | 64 |
| 2024-02-29 | 2024-03-25 | -11.18 | 25 |
| 2025-02-04 | 2025-03-02 | -9.54 | 26 |
| 2023-07-14 | 2023-10-20 | -8.49 | 98 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2023-04-26 | 2023-06-06 | -5.79 | 40 |
| Metric | 11392339:btcusd:triple_med_gx:lsma80_105 | 11392339:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 16.97% | 43.77% |
| Worst Month | -22.27% | -37.12% |
| Best Year | 71.01% | 155.54% |
| Worst Year | -10.73% | -54.08% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 4.11% | 6.37% |
| Avg. Down Week | -3.16% | -4.81% |
| Avg. Up Month | 6.23% | 14.13% |
| Avg. Down Month | -6.29% | -11.24% |
| Win Days % | 49.17% | 51.29% |
| Win Month % | 64.29% | 62.79% |
| Win Week % | 52.76% | 51.89% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |