| Metric | 11393889:btcusd:triple_med_gx:lsma75_110 | 11393889:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 53.7% | 198.98% |
| Max Drawdown | -43.5% | -67.18% |
| Sharpe | 0.27 | 0.44 |
| Sortino | 0.41 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.14 | 1.07 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 16.73 | 4.09 |
| Outlier Loss Ratio | 4.15 | 4.08 |
| Volatility (ann.) | 17.29% | 26.34% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.31 | 0.57 |
| Skew | 0.98 | 0.2 |
| Kurtosis | 26.36 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.64% |
| Expected Yearly % | 11.34% | 31.5% |
| Kelly Criterion | 2.03% | 4.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.24% |
| Expected Shortfall (cVaR) | -1.48% | -2.24% |
| Year | 11393889:BTCUSD | 11393889:btcusd:triple_med_gx:lsma75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -29.83 | 0.55 | + |
| 2023 | 155.54 | 60.51 | 0.39 | - |
| 2024 | 121.00 | 23.78 | 0.20 | - |
| 2025 | 16.76 | 10.25 | 0.61 | - |
| Metric | 11393889:btcusd:triple_med_gx:lsma75_110 | 11393889:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 4.27% | 31.46% |
| 6M | 10.45% | 12.77% |
| YTD | 10.25% | 16.76% |
| 1Y | 14.25% | 56.84% |
| 3Y (ann.) | 23.28% | 55.31% |
| 5Y (ann.) | 13.6% | 38.4% |
| Metric | 11393889:btcusd:triple_med_gx:lsma75_110 | 11393889:BTCUSD |
|---|---|---|
| Max Drawdown | -43.5% | -67.18% |
| Longest DD Days | 599.0 | 683.0 |
| Avg. Drawdown | -5.55% | -6.29% |
| Avg. Drawdown Days | 33.0 | 31.0 |
| Recovery Factor | 1.23 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2023-11-09 | -43.50 | 599 |
| 2024-06-07 | 2024-11-06 | -25.68 | 152 |
| 2025-03-03 | 2025-06-11 | -21.10 | 100 |
| 2022-02-01 | 2022-02-28 | -18.83 | 27 |
| 2024-03-02 | 2024-03-25 | -9.75 | 23 |
| 2024-12-05 | 2024-12-25 | -7.93 | 20 |
| 2024-01-09 | 2024-01-27 | -7.55 | 18 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2025-02-04 | 2025-02-28 | -5.67 | 24 |
| Metric | 11393889:btcusd:triple_med_gx:lsma75_110 | 11393889:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 12.98% | 43.77% |
| Worst Month | -16.29% | -37.12% |
| Best Year | 60.51% | 155.54% |
| Worst Year | -29.83% | -54.66% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 3.98% | 6.55% |
| Avg. Down Week | -3.04% | -4.73% |
| Avg. Up Month | 4.51% | 12.69% |
| Avg. Down Month | -6.08% | -10.89% |
| Win Days % | 49.19% | 51.26% |
| Win Month % | 70.0% | 61.9% |
| Win Week % | 50.43% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |