| Metric | 11393836:btcusd:triple_med_gx:lsma85_110 | 11393836:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 90.84% | 225.45% |
| Max Drawdown | -40.35% | -67.18% |
| Sharpe | 0.35 | 0.46 |
| Sortino | 0.53 | 0.66 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.18 | 1.08 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 15.7 | 4.23 |
| Outlier Loss Ratio | 4.28 | 4.16 |
| Volatility (ann.) | 17.76% | 26.11% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.51 | 0.6 |
| Skew | 0.92 | 0.2 |
| Kurtosis | 23.91 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.51% | 2.78% |
| Expected Yearly % | 17.53% | 34.31% |
| Kelly Criterion | 2.78% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.21% |
| Expected Shortfall (cVaR) | -1.51% | -2.21% |
| Year | 11393836:BTCUSD | 11393836:btcusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -23.67 | 0.43 | + |
| 2023 | 155.54 | 82.49 | 0.53 | - |
| 2024 | 121.00 | 28.09 | 0.23 | - |
| 2025 | 27.10 | 6.96 | 0.26 | - |
| Metric | 11393836:btcusd:triple_med_gx:lsma85_110 | 11393836:BTCUSD |
|---|---|---|
| MTD | -0.69% | 10.71% |
| 3M | -6.13% | 41.88% |
| 6M | 0.46% | 22.91% |
| YTD | 6.96% | 27.1% |
| 1Y | 21.99% | 82.29% |
| 3Y (ann.) | 35.05% | 77.48% |
| 5Y (ann.) | 20.5% | 40.56% |
| Metric | 11393836:btcusd:triple_med_gx:lsma85_110 | 11393836:BTCUSD |
|---|---|---|
| Max Drawdown | -40.35% | -67.18% |
| Longest DD Days | 576.0 | 683.0 |
| Avg. Drawdown | -4.74% | -6.14% |
| Avg. Drawdown Days | 27.0 | 31.0 |
| Recovery Factor | 2.25 | 3.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-10-19 | -40.35 | 576 |
| 2024-06-07 | 2024-11-06 | -28.41 | 151 |
| 2025-03-03 | 2025-07-17 | -20.55 | 136 |
| 2022-02-01 | 2022-02-28 | -18.27 | 27 |
| 2024-02-29 | 2024-03-25 | -12.14 | 25 |
| 2024-04-01 | 2024-06-04 | -11.92 | 64 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-01-09 | 2024-01-26 | -7.14 | 17 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-02-04 | 2025-02-28 | -5.67 | 24 |
| Metric | 11393836:btcusd:triple_med_gx:lsma85_110 | 11393836: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 | 16.15% | 43.77% |
| Worst Month | -16.11% | -37.12% |
| Best Year | 82.49% | 155.54% |
| Worst Year | -23.67% | -54.66% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.36% | 6.44% |
| Avg. Down Week | -3.1% | -4.71% |
| Avg. Up Month | 6.39% | 13.67% |
| Avg. Down Month | -6.39% | -11.62% |
| Win Days % | 48.94% | 51.29% |
| Win Month % | 62.79% | 62.79% |
| Win Week % | 52.42% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |