| Metric | 11393945:btcusd:triple_med_gx:lsma75_110 | 11393945:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 79.44% | 225.45% |
| Max Drawdown | -29.56% | -67.18% |
| Sharpe | 0.33 | 0.46 |
| Sortino | 0.51 | 0.66 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.19 | 1.08 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 17.14 | 4.1 |
| Outlier Loss Ratio | 4.18 | 4.05 |
| Volatility (ann.) | 16.79% | 26.11% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.62 | 0.6 |
| Skew | 1.12 | 0.2 |
| Kurtosis | 27.69 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.37% | 2.78% |
| Expected Yearly % | 15.74% | 34.31% |
| Kelly Criterion | 2.78% | 5.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.21% |
| Expected Shortfall (cVaR) | -1.43% | -2.21% |
| Year | 11393945:BTCUSD | 11393945:btcusd:triple_med_gx:lsma75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -6.82 | 0.12 | + |
| 2023 | 155.54 | 39.20 | 0.25 | - |
| 2024 | 121.00 | 28.33 | 0.23 | - |
| 2025 | 27.10 | 7.80 | 0.29 | - |
| Metric | 11393945:btcusd:triple_med_gx:lsma75_110 | 11393945:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.23% | 41.88% |
| 6M | 3.27% | 22.91% |
| YTD | 7.8% | 27.1% |
| 1Y | 29.93% | 82.29% |
| 3Y (ann.) | 25.59% | 77.48% |
| 5Y (ann.) | 18.38% | 40.56% |
| Metric | 11393945:btcusd:triple_med_gx:lsma75_110 | 11393945:BTCUSD |
|---|---|---|
| Max Drawdown | -29.56% | -67.18% |
| Longest DD Days | 339.0 | 683.0 |
| Avg. Drawdown | -5.36% | -6.14% |
| Avg. Drawdown Days | 32.0 | 31.0 |
| Recovery Factor | 2.69 | 3.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2024-11-06 | -29.56 | 197 |
| 2022-04-08 | 2023-03-13 | -28.67 | 339 |
| 2025-03-03 | 2025-07-17 | -19.96 | 136 |
| 2022-02-02 | 2022-02-28 | -16.63 | 26 |
| 2023-07-14 | 2023-12-20 | -10.06 | 159 |
| 2023-04-26 | 2023-06-20 | -8.65 | 54 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-01-09 | 2024-01-27 | -7.46 | 18 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| Metric | 11393945:btcusd:triple_med_gx:lsma75_110 | 11393945:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 13.24% | 43.77% |
| Worst Month | -9.96% | -37.12% |
| Best Year | 39.2% | 155.54% |
| Worst Year | -6.82% | -54.66% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.33% | 5.53% |
| Avg. Down Week | -2.44% | -5.03% |
| Avg. Up Month | 5.77% | 11.98% |
| Avg. Down Month | -3.88% | -12.05% |
| Win Days % | 49.55% | 51.29% |
| Win Month % | 57.5% | 62.79% |
| Win Week % | 46.9% | 51.89% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |