| Metric | 11393831:btcusd:triple_med_gx:lsma65_110 | 11393831:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 64.68% | 198.98% |
| Max Drawdown | -39.92% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.46 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 18.26 | 4.12 |
| Outlier Loss Ratio | 4.08 | 4.06 |
| Volatility (ann.) | 16.89% | 26.34% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.4 | 0.57 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 28.36 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.19% | 2.64% |
| Expected Yearly % | 13.28% | 31.5% |
| Kelly Criterion | 2.95% | 4.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.24% |
| Expected Shortfall (cVaR) | -1.44% | -2.24% |
| Year | 11393831:BTCUSD | 11393831:btcusd:triple_med_gx:lsma65_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -23.72 | 0.43 | + |
| 2023 | 155.54 | 61.34 | 0.39 | - |
| 2024 | 121.00 | 14.80 | 0.12 | - |
| 2025 | 16.76 | 16.56 | 0.99 | - |
| Metric | 11393831:btcusd:triple_med_gx:lsma65_110 | 11393831:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 3.99% | 31.46% |
| 6M | 12.14% | 12.77% |
| YTD | 16.56% | 16.76% |
| 1Y | 18.35% | 56.84% |
| 3Y (ann.) | 22.62% | 55.31% |
| 5Y (ann.) | 15.96% | 38.4% |
| Metric | 11393831:btcusd:triple_med_gx:lsma65_110 | 11393831:BTCUSD |
|---|---|---|
| Max Drawdown | -39.92% | -67.18% |
| Longest DD Days | 581.0 | 683.0 |
| Avg. Drawdown | -5.41% | -6.29% |
| Avg. Drawdown Days | 39.0 | 31.0 |
| Recovery Factor | 1.62 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-11-10 | -39.92 | 581 |
| 2024-03-29 | 2024-11-06 | -29.96 | 222 |
| 2025-03-03 | 2025-06-11 | -17.17 | 100 |
| 2022-02-01 | 2022-02-28 | -15.40 | 26 |
| 2024-02-29 | 2024-03-25 | -11.42 | 25 |
| 2024-12-05 | 2025-02-28 | -10.26 | 85 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2023-11-11 | 2023-11-22 | -4.68 | 11 |
| 2023-12-22 | 2024-01-08 | -3.57 | 17 |
| 2024-11-30 | 2024-12-04 | -2.94 | 4 |
| Metric | 11393831:btcusd:triple_med_gx:lsma65_110 | 11393831:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -17.71% | -29.64% |
| Best Month | 10.99% | 43.77% |
| Worst Month | -18.04% | -37.12% |
| Best Year | 61.34% | 155.54% |
| Worst Year | -23.72% | -54.66% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 3.87% | 6.47% |
| Avg. Down Week | -3.16% | -4.38% |
| Avg. Up Month | 5.28% | 13.81% |
| Avg. Down Month | -6.08% | -12.28% |
| Win Days % | 49.5% | 51.26% |
| Win Month % | 65.0% | 61.9% |
| Win Week % | 57.55% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |