| Metric | 11393879:btcusd:triple_med_gx:lsma25_110 | 11393879:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 53.78% | 198.98% |
| Max Drawdown | -44.1% | -67.18% |
| Sharpe | 0.28 | 0.44 |
| Sortino | 0.42 | 0.64 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 20.62 | 4.07 |
| Outlier Loss Ratio | 3.95 | 4.0 |
| Volatility (ann.) | 16.06% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.31 | 0.57 |
| Skew | 1.19 | 0.2 |
| Kurtosis | 30.93 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.64% |
| Expected Yearly % | 11.36% | 31.5% |
| Kelly Criterion | 2.39% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.24% |
| Expected Shortfall (cVaR) | -1.37% | -2.24% |
| Year | 11393879:BTCUSD | 11393879:btcusd:triple_med_gx:lsma25_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -23.77 | 0.43 | + |
| 2023 | 155.54 | 53.74 | 0.35 | - |
| 2024 | 121.00 | 8.01 | 0.07 | - |
| 2025 | 16.76 | 21.48 | 1.28 | + |
| Metric | 11393879:btcusd:triple_med_gx:lsma25_110 | 11393879:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 2.77% | 31.46% |
| 6M | 23.83% | 12.77% |
| YTD | 21.48% | 16.76% |
| 1Y | 14.69% | 56.84% |
| 3Y (ann.) | 25.39% | 55.31% |
| 5Y (ann.) | 13.62% | 38.4% |
| Metric | 11393879:btcusd:triple_med_gx:lsma25_110 | 11393879:BTCUSD |
|---|---|---|
| Max Drawdown | -44.1% | -67.18% |
| Longest DD Days | 432.0 | 683.0 |
| Avg. Drawdown | -5.3% | -6.29% |
| Avg. Drawdown Days | 38.0 | 31.0 |
| Recovery Factor | 1.22 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-18 | 2023-04-26 | -44.10 | 432 |
| 2024-05-13 | 2025-03-02 | -29.51 | 293 |
| 2023-12-22 | 2024-03-25 | -10.25 | 94 |
| 2025-03-13 | 2025-05-08 | -9.71 | 56 |
| 2025-05-19 | 2025-06-11 | -7.97 | 23 |
| 2023-07-14 | 2023-11-15 | -7.58 | 124 |
| 2023-06-07 | 2023-07-13 | -7.42 | 36 |
| 2024-04-15 | 2024-05-11 | -7.34 | 26 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2023-11-16 | 2023-11-24 | -4.55 | 8 |
| Metric | 11393879:btcusd:triple_med_gx:lsma25_110 | 11393879:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 14.14% | 43.77% |
| Worst Month | -19.51% | -37.12% |
| Best Year | 53.74% | 155.54% |
| Worst Year | -23.77% | -54.66% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.92% | -0.96% |
| Avg. Up Week | 4.12% | 5.35% |
| Avg. Down Week | -3.14% | -4.87% |
| Avg. Up Month | 5.42% | 12.66% |
| Avg. Down Month | -7.81% | -13.45% |
| Win Days % | 49.36% | 51.26% |
| Win Month % | 64.86% | 61.9% |
| Win Week % | 51.96% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |