| Metric | 11393896:btcusd:triple_med_gx:lsma95_110 | 11393896:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 94.26% | 225.45% |
| Max Drawdown | -38.81% | -67.18% |
| Sharpe | 0.35 | 0.46 |
| Sortino | 0.54 | 0.66 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 14.37 | 4.21 |
| Outlier Loss Ratio | 4.34 | 4.19 |
| Volatility (ann.) | 18.11% | 26.11% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.54 | 0.6 |
| Skew | 0.98 | 0.2 |
| Kurtosis | 22.18 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.56% | 2.78% |
| Expected Yearly % | 18.06% | 34.31% |
| Kelly Criterion | 2.89% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -2.21% |
| Expected Shortfall (cVaR) | -1.54% | -2.21% |
| Year | 11393896:BTCUSD | 11393896:btcusd:triple_med_gx:lsma95_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -6.26 | 0.11 | + |
| 2023 | 155.54 | 88.96 | 0.57 | - |
| 2024 | 121.00 | 0.90 | 0.01 | - |
| 2025 | 27.10 | 8.69 | 0.32 | - |
| Metric | 11393896:btcusd:triple_med_gx:lsma95_110 | 11393896:BTCUSD |
|---|---|---|
| MTD | 2.1% | 10.71% |
| 3M | 1.17% | 41.88% |
| 6M | 0.82% | 22.91% |
| YTD | 8.69% | 27.1% |
| 1Y | 23.91% | 82.29% |
| 3Y (ann.) | 33.69% | 77.48% |
| 5Y (ann.) | 21.12% | 40.56% |
| Metric | 11393896:btcusd:triple_med_gx:lsma95_110 | 11393896:BTCUSD |
|---|---|---|
| Max Drawdown | -38.81% | -67.18% |
| Longest DD Days | 381.0 | 683.0 |
| Avg. Drawdown | -6.0% | -6.14% |
| Avg. Drawdown Days | 35.0 | 31.0 |
| Recovery Factor | 2.43 | 3.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-25 | 2023-04-10 | -38.81 | 381 |
| 2024-04-01 | 2025-03-01 | -36.44 | 334 |
| 2025-03-03 | 2025-07-17 | -19.15 | 136 |
| 2023-12-22 | 2024-03-04 | -16.67 | 73 |
| 2022-02-05 | 2022-02-28 | -14.35 | 23 |
| 2023-07-14 | 2023-11-07 | -10.77 | 116 |
| 2024-03-19 | 2024-03-20 | -9.00 | 1 |
| 2022-03-02 | 2022-03-24 | -6.63 | 22 |
| 2023-05-18 | 2023-06-17 | -6.33 | 29 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11393896:btcusd:triple_med_gx:lsma95_110 | 11393896:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -14.36% | -29.64% |
| Best Month | 14.87% | 43.77% |
| Worst Month | -16.73% | -37.12% |
| Best Year | 88.96% | 155.54% |
| Worst Year | -6.26% | -54.66% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.86% | -0.88% |
| Avg. Up Week | 4.17% | 6.07% |
| Avg. Down Week | -3.05% | -4.43% |
| Avg. Up Month | 7.11% | 14.21% |
| Avg. Down Month | -6.28% | -11.24% |
| Win Days % | 49.46% | 51.29% |
| Win Month % | 61.9% | 62.79% |
| Win Week % | 50.75% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |