| Metric | 11393885:btcusd:triple_med_gx:lsma55_110 | 11393885:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 63.35% | 198.98% |
| Max Drawdown | -40.33% | -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 | 1.18 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 19.21 | 4.12 |
| Outlier Loss Ratio | 3.97 | 4.02 |
| Volatility (ann.) | 16.63% | 26.34% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.39 | 0.57 |
| Skew | 1.12 | 0.2 |
| Kurtosis | 29.38 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.64% |
| Expected Yearly % | 13.05% | 31.5% |
| Kelly Criterion | 2.81% | 4.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.24% |
| Expected Shortfall (cVaR) | -1.42% | -2.24% |
| Year | 11393885:BTCUSD | 11393885:btcusd:triple_med_gx:lsma55_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -18.03 | 0.33 | + |
| 2023 | 155.54 | 44.04 | 0.28 | - |
| 2024 | 121.00 | 21.03 | 0.17 | - |
| 2025 | 16.76 | 14.32 | 0.85 | - |
| Metric | 11393885:btcusd:triple_med_gx:lsma55_110 | 11393885:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 5.89% | 31.46% |
| 6M | 16.4% | 12.77% |
| YTD | 14.32% | 16.76% |
| 1Y | 22.87% | 56.84% |
| 3Y (ann.) | 21.22% | 55.31% |
| 5Y (ann.) | 15.68% | 38.4% |
| Metric | 11393885:btcusd:triple_med_gx:lsma55_110 | 11393885:BTCUSD |
|---|---|---|
| Max Drawdown | -40.33% | -67.18% |
| Longest DD Days | 403.0 | 683.0 |
| Avg. Drawdown | -5.66% | -6.29% |
| Avg. Drawdown Days | 36.0 | 31.0 |
| Recovery Factor | 1.57 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-18 | 2023-04-26 | -40.33 | 403 |
| 2024-06-07 | 2024-12-05 | -27.65 | 180 |
| 2025-03-03 | 2025-06-11 | -16.47 | 100 |
| 2022-02-18 | 2022-02-28 | -13.90 | 10 |
| 2023-04-26 | 2023-11-22 | -13.32 | 210 |
| 2024-01-28 | 2024-03-20 | -9.18 | 52 |
| 2023-12-22 | 2024-01-28 | -8.60 | 36 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-12-26 | 2025-03-01 | -6.93 | 65 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11393885:btcusd:triple_med_gx:lsma55_110 | 11393885:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 14.71% | 43.77% |
| Worst Month | -16.09% | -37.12% |
| Best Year | 44.04% | 155.54% |
| Worst Year | -18.03% | -54.66% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.91% | -0.95% |
| Avg. Up Week | 4.61% | 5.85% |
| Avg. Down Week | -3.18% | -5.1% |
| Avg. Up Month | 5.15% | 11.96% |
| Avg. Down Month | -5.59% | -11.77% |
| Win Days % | 49.5% | 51.26% |
| Win Month % | 64.1% | 61.9% |
| Win Week % | 47.96% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |