| Metric | 11393893:btcusd:triple_med_gx:lsma85_110 | 11393893:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 83.86% | 225.45% |
| Max Drawdown | -41.38% | -67.18% |
| Sharpe | 0.34 | 0.46 |
| Sortino | 0.51 | 0.66 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 15.57 | 4.15 |
| Outlier Loss Ratio | 4.22 | 4.13 |
| Volatility (ann.) | 17.64% | 26.11% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.46 | 0.6 |
| Skew | 0.95 | 0.2 |
| Kurtosis | 24.15 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.43% | 2.78% |
| Expected Yearly % | 16.45% | 34.31% |
| Kelly Criterion | 2.91% | 5.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.21% |
| Expected Shortfall (cVaR) | -1.5% | -2.21% |
| Year | 11393893:BTCUSD | 11393893:btcusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -11.41 | 0.21 | + |
| 2023 | 155.54 | 59.97 | 0.39 | - |
| 2024 | 121.00 | 26.10 | 0.22 | - |
| 2025 | 27.10 | 2.88 | 0.11 | - |
| Metric | 11393893:btcusd:triple_med_gx:lsma85_110 | 11393893:BTCUSD |
|---|---|---|
| MTD | -1.01% | 10.71% |
| 3M | -3.04% | 41.88% |
| 6M | -3.03% | 22.91% |
| YTD | 2.88% | 27.1% |
| 1Y | 22.04% | 82.29% |
| 3Y (ann.) | 35.27% | 77.48% |
| 5Y (ann.) | 19.21% | 40.56% |
| Metric | 11393893:btcusd:triple_med_gx:lsma85_110 | 11393893:BTCUSD |
|---|---|---|
| Max Drawdown | -41.38% | -67.18% |
| Longest DD Days | 378.0 | 683.0 |
| Avg. Drawdown | -5.22% | -6.14% |
| Avg. Drawdown Days | 26.0 | 31.0 |
| Recovery Factor | 2.03 | 3.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-04-05 | -41.38 | 378 |
| 2024-06-07 | 2024-11-06 | -29.71 | 151 |
| 2025-03-03 | 2025-07-17 | -20.92 | 136 |
| 2022-02-01 | 2022-02-28 | -16.57 | 27 |
| 2024-04-01 | 2024-06-04 | -11.46 | 64 |
| 2023-04-26 | 2023-07-12 | -11.40 | 76 |
| 2024-03-19 | 2024-03-20 | -9.00 | 1 |
| 2023-07-14 | 2023-10-21 | -8.75 | 99 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-01-09 | 2024-01-27 | -7.55 | 18 |
| Metric | 11393893:btcusd:triple_med_gx:lsma85_110 | 11393893: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 | 14.11% | 43.77% |
| Worst Month | -17.05% | -37.12% |
| Best Year | 59.97% | 155.54% |
| Worst Year | -11.41% | -54.66% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.11% | 6.74% |
| Avg. Down Week | -2.96% | -4.64% |
| Avg. Up Month | 5.91% | 12.36% |
| Avg. Down Month | -5.39% | -11.24% |
| Win Days % | 49.41% | 51.29% |
| Win Month % | 63.41% | 62.79% |
| Win Week % | 50.83% | 51.89% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |