| Metric | 11393723:btcusd:triple_med_gx:lsma80_110 | 11393723:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 31.81% | 198.98% |
| Max Drawdown | -48.38% | -67.18% |
| Sharpe | 0.2 | 0.44 |
| Sortino | 0.3 | 0.64 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.12 | 1.07 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 16.07 | 4.12 |
| Outlier Loss Ratio | 4.2 | 4.16 |
| Volatility (ann.) | 17.56% | 26.34% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.18 | 0.57 |
| Skew | 0.54 | 0.2 |
| Kurtosis | 23.09 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.66% | 2.64% |
| Expected Yearly % | 7.15% | 31.5% |
| Kelly Criterion | 1.22% | 3.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.24% |
| Expected Shortfall (cVaR) | -1.5% | -2.24% |
| Year | 11393723:BTCUSD | 11393723:btcusd:triple_med_gx:lsma80_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -24.88 | 0.46 | + |
| 2023 | 155.54 | 33.88 | 0.22 | - |
| 2024 | 121.00 | 21.41 | 0.18 | - |
| 2025 | 16.76 | 7.94 | 0.47 | - |
| Metric | 11393723:btcusd:triple_med_gx:lsma80_110 | 11393723:BTCUSD |
|---|---|---|
| MTD | 2.99% | 4.16% |
| 3M | 7.69% | 31.46% |
| 6M | 7.75% | 12.77% |
| YTD | 7.94% | 16.76% |
| 1Y | 5.14% | 56.84% |
| 3Y (ann.) | 16.18% | 55.31% |
| 5Y (ann.) | 8.54% | 38.4% |
| Metric | 11393723:btcusd:triple_med_gx:lsma80_110 | 11393723:BTCUSD |
|---|---|---|
| Max Drawdown | -48.38% | -67.18% |
| Longest DD Days | 709.0 | 683.0 |
| Avg. Drawdown | -9.27% | -6.29% |
| Avg. Drawdown Days | 80.0 | 31.0 |
| Recovery Factor | 0.66 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2024-02-27 | -48.38 | 709 |
| 2024-03-29 | 2025-03-02 | -33.06 | 338 |
| 2025-03-03 | 2025-06-11 | -19.64 | 100 |
| 2022-02-01 | 2022-02-28 | -15.08 | 26 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2024-02-29 | 2024-03-17 | -3.13 | 17 |
| 2022-01-30 | 2022-01-31 | -3.03 | 1 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-03-17 | 2022-03-18 | -1.72 | 1 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| Metric | 11393723:btcusd:triple_med_gx:lsma80_110 | 11393723:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.02% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 19.54% | 43.77% |
| Worst Month | -17.98% | -37.12% |
| Best Year | 33.88% | 155.54% |
| Worst Year | -24.88% | -54.66% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 3.85% | 6.39% |
| Avg. Down Week | -3.14% | -4.68% |
| Avg. Up Month | 4.97% | 13.47% |
| Avg. Down Month | -7.39% | -13.46% |
| Win Days % | 49.2% | 51.26% |
| Win Month % | 66.67% | 61.9% |
| Win Week % | 50.42% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |