| Metric | 11393943:btcusd:triple_med_gx:lsma65_110 | 11393943:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 58.42% | 198.98% |
| Max Drawdown | -29.71% | -67.18% |
| Sharpe | 0.29 | 0.44 |
| Sortino | 0.44 | 0.64 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.15 | 1.07 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 18.38 | 4.05 |
| Outlier Loss Ratio | 4.1 | 4.0 |
| Volatility (ann.) | 16.44% | 26.34% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.49 | 0.57 |
| Skew | 1.19 | 0.2 |
| Kurtosis | 29.78 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.1% | 2.64% |
| Expected Yearly % | 12.19% | 31.5% |
| Kelly Criterion | 2.48% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.24% |
| Expected Shortfall (cVaR) | -1.4% | -2.24% |
| Year | 11393943:BTCUSD | 11393943:btcusd:triple_med_gx:lsma65_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -16.39 | 0.30 | + |
| 2023 | 155.54 | 38.74 | 0.25 | - |
| 2024 | 121.00 | 24.79 | 0.20 | - |
| 2025 | 16.76 | 9.44 | 0.56 | - |
| Metric | 11393943:btcusd:triple_med_gx:lsma65_110 | 11393943:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 9.21% | 31.46% |
| 6M | 11.54% | 12.77% |
| YTD | 9.44% | 16.76% |
| 1Y | 21.4% | 56.84% |
| 3Y (ann.) | 17.48% | 55.31% |
| 5Y (ann.) | 14.63% | 38.4% |
| Metric | 11393943:btcusd:triple_med_gx:lsma65_110 | 11393943:BTCUSD |
|---|---|---|
| Max Drawdown | -29.71% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -6.0% | -6.29% |
| Avg. Drawdown Days | 41.0 | 31.0 |
| Recovery Factor | 1.97 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -29.71 | 420 |
| 2024-06-07 | 2024-11-06 | -24.70 | 151 |
| 2025-03-03 | 2025-06-11 | -20.62 | 100 |
| 2022-02-02 | 2022-02-28 | -14.02 | 26 |
| 2023-07-14 | 2023-12-18 | -9.39 | 157 |
| 2023-04-26 | 2023-07-13 | -9.33 | 78 |
| 2024-03-29 | 2024-04-22 | -8.44 | 24 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-01-28 | 2024-03-20 | -7.59 | 52 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| Metric | 11393943:btcusd:triple_med_gx:lsma65_110 | 11393943:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 14.31% | 43.77% |
| Worst Month | -9.22% | -37.12% |
| Best Year | 38.74% | 155.54% |
| Worst Year | -16.39% | -54.66% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.25% | 5.92% |
| Avg. Down Week | -2.32% | -5.04% |
| Avg. Up Month | 4.92% | 10.04% |
| Avg. Down Month | -3.91% | -11.82% |
| Win Days % | 49.47% | 51.26% |
| Win Month % | 60.53% | 61.9% |
| Win Week % | 43.93% | 51.11% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |