| Metric | 11393834:btcusd:triple_med_gx:lsma80_110 | 11393834:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 73.27% | 198.98% |
| Max Drawdown | -39.56% | -67.18% |
| Sharpe | 0.32 | 0.44 |
| Sortino | 0.48 | 0.64 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.19 | 1.07 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 15.86 | 4.15 |
| Outlier Loss Ratio | 4.24 | 4.14 |
| Volatility (ann.) | 17.73% | 26.34% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.45 | 0.57 |
| Skew | 0.9 | 0.2 |
| Kurtosis | 24.28 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.32% | 2.64% |
| Expected Yearly % | 14.73% | 31.5% |
| Kelly Criterion | 2.45% | 5.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.24% |
| Expected Shortfall (cVaR) | -1.51% | -2.24% |
| Year | 11393834:BTCUSD | 11393834:btcusd:triple_med_gx:lsma80_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -30.55 | 0.56 | + |
| 2023 | 155.54 | 82.30 | 0.53 | - |
| 2024 | 121.00 | 24.73 | 0.20 | - |
| 2025 | 16.76 | 9.73 | 0.58 | - |
| Metric | 11393834:btcusd:triple_med_gx:lsma80_110 | 11393834:BTCUSD |
|---|---|---|
| MTD | 2.84% | 4.16% |
| 3M | -0.87% | 31.46% |
| 6M | 8.27% | 12.77% |
| YTD | 9.73% | 16.76% |
| 1Y | 14.49% | 56.84% |
| 3Y (ann.) | 26.27% | 55.31% |
| 5Y (ann.) | 17.72% | 38.4% |
| Metric | 11393834:btcusd:triple_med_gx:lsma80_110 | 11393834:BTCUSD |
|---|---|---|
| Max Drawdown | -39.56% | -67.18% |
| Longest DD Days | 580.0 | 683.0 |
| Avg. Drawdown | -5.11% | -6.29% |
| Avg. Drawdown Days | 33.0 | 31.0 |
| Recovery Factor | 1.85 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-11-09 | -39.56 | 580 |
| 2024-04-13 | 2024-11-06 | -27.74 | 207 |
| 2022-02-01 | 2022-02-28 | -19.60 | 27 |
| 2025-03-03 | 2025-06-11 | -18.98 | 100 |
| 2024-02-29 | 2024-03-25 | -11.98 | 25 |
| 2024-12-05 | 2025-02-03 | -7.97 | 60 |
| 2024-01-09 | 2024-01-26 | -7.14 | 17 |
| 2025-02-04 | 2025-02-28 | -5.67 | 24 |
| 2023-12-22 | 2024-01-08 | -4.91 | 17 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| Metric | 11393834:btcusd:triple_med_gx:lsma80_110 | 11393834:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -17.71% | -29.64% |
| Best Month | 14.93% | 43.77% |
| Worst Month | -17.37% | -37.12% |
| Best Year | 82.3% | 155.54% |
| Worst Year | -30.55% | -54.66% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.59% | 6.73% |
| Avg. Down Week | -3.23% | -4.71% |
| Avg. Up Month | 6.02% | 13.75% |
| Avg. Down Month | -6.49% | -11.33% |
| Win Days % | 49.02% | 51.26% |
| Win Month % | 64.29% | 61.9% |
| Win Week % | 52.94% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |