| Metric | 11393935:btcusd:triple_med_gx:lsma25_110 | 11393935:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 95.31% | 198.98% |
| Max Drawdown | -29.15% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.61 | 0.64 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 20.69 | 4.06 |
| Outlier Loss Ratio | 4.08 | 3.95 |
| Volatility (ann.) | 15.73% | 26.34% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.75 | 0.57 |
| Skew | 1.47 | 0.2 |
| Kurtosis | 33.07 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.61% | 2.64% |
| Expected Yearly % | 18.22% | 31.5% |
| Kelly Criterion | 3.9% | 5.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11393935:BTCUSD | 11393935:btcusd:triple_med_gx:lsma25_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -10.36 | 0.19 | + |
| 2023 | 155.54 | 42.72 | 0.27 | - |
| 2024 | 121.00 | 23.92 | 0.20 | - |
| 2025 | 16.76 | 23.20 | 1.38 | + |
| Metric | 11393935:btcusd:triple_med_gx:lsma25_110 | 11393935:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 9.12% | 31.46% |
| 6M | 25.84% | 12.77% |
| YTD | 23.2% | 16.76% |
| 1Y | 25.23% | 56.84% |
| 3Y (ann.) | 29.1% | 55.31% |
| 5Y (ann.) | 21.98% | 38.4% |
| Metric | 11393935:btcusd:triple_med_gx:lsma25_110 | 11393935:BTCUSD |
|---|---|---|
| Max Drawdown | -29.15% | -67.18% |
| Longest DD Days | 361.0 | 683.0 |
| Avg. Drawdown | -4.52% | -6.29% |
| Avg. Drawdown Days | 27.0 | 31.0 |
| Recovery Factor | 3.27 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-04-04 | -29.15 | 361 |
| 2024-06-05 | 2024-12-05 | -27.48 | 182 |
| 2022-02-18 | 2022-02-28 | -13.90 | 10 |
| 2024-04-04 | 2024-05-30 | -12.68 | 55 |
| 2025-03-13 | 2025-05-08 | -9.53 | 56 |
| 2023-07-14 | 2023-11-15 | -8.28 | 124 |
| 2023-12-22 | 2024-03-20 | -7.67 | 89 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2023-04-05 | 2023-04-10 | -6.78 | 5 |
| 2023-05-04 | 2023-07-12 | -6.41 | 68 |
| Metric | 11393935:btcusd:triple_med_gx:lsma25_110 | 11393935:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 14.26% | 43.77% |
| Worst Month | -9.12% | -37.12% |
| Best Year | 42.72% | 155.54% |
| Worst Year | -10.36% | -54.66% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.0% | 5.72% |
| Avg. Down Week | -2.39% | -5.29% |
| Avg. Up Month | 5.31% | 12.28% |
| Avg. Down Month | -4.8% | -14.23% |
| Win Days % | 49.57% | 51.26% |
| Win Month % | 63.16% | 61.9% |
| Win Week % | 51.89% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |