| Metric | 11393947:btcusd:triple_med_gx:lsma80_110 | 11393947:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 87.44% | 225.45% |
| Max Drawdown | -30.72% | -67.18% |
| Sharpe | 0.35 | 0.46 |
| Sortino | 0.53 | 0.66 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.1 | 1.08 |
| Common Sense Ratio | 1.2 | 1.08 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.09 | 1.0 |
| Outlier Win Ratio | 16.46 | 4.11 |
| Outlier Loss Ratio | 4.22 | 4.07 |
| Volatility (ann.) | 16.99% | 26.11% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.65 | 0.6 |
| Skew | 1.09 | 0.2 |
| Kurtosis | 26.49 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.47% | 2.78% |
| Expected Yearly % | 17.01% | 34.31% |
| Kelly Criterion | 2.85% | 4.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.21% |
| Expected Shortfall (cVaR) | -1.45% | -2.21% |
| Year | 11393947:BTCUSD | 11393947:btcusd:triple_med_gx:lsma80_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -9.65 | 0.18 | + |
| 2023 | 155.54 | 41.90 | 0.27 | - |
| 2024 | 121.00 | 38.07 | 0.31 | - |
| 2025 | 27.10 | 5.89 | 0.22 | - |
| Metric | 11393947:btcusd:triple_med_gx:lsma80_110 | 11393947:BTCUSD |
|---|---|---|
| MTD | -0.37% | 10.71% |
| 3M | 1.35% | 41.88% |
| 6M | -0.55% | 22.91% |
| YTD | 5.89% | 27.1% |
| 1Y | 34.56% | 82.29% |
| 3Y (ann.) | 29.52% | 77.48% |
| 5Y (ann.) | 19.88% | 40.56% |
| Metric | 11393947:btcusd:triple_med_gx:lsma80_110 | 11393947:BTCUSD |
|---|---|---|
| Max Drawdown | -30.72% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -5.43% | -6.14% |
| Avg. Drawdown Days | 32.0 | 31.0 |
| Recovery Factor | 2.85 | 3.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-04-04 | -30.72 | 377 |
| 2024-06-07 | 2024-11-06 | -29.87 | 151 |
| 2025-03-03 | 2025-07-17 | -19.99 | 136 |
| 2022-02-02 | 2022-02-28 | -15.61 | 26 |
| 2023-07-14 | 2023-12-20 | -10.21 | 159 |
| 2024-04-01 | 2024-06-04 | -9.79 | 64 |
| 2023-04-26 | 2023-06-20 | -8.78 | 54 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-01-09 | 2024-01-27 | -7.46 | 18 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| Metric | 11393947:btcusd:triple_med_gx:lsma80_110 | 11393947: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 | 13.24% | 43.77% |
| Worst Month | -9.87% | -37.12% |
| Best Year | 41.9% | 155.54% |
| Worst Year | -9.65% | -54.66% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.86% | -0.88% |
| Avg. Up Week | 4.1% | 6.14% |
| Avg. Down Week | -2.34% | -4.85% |
| Avg. Up Month | 6.06% | 12.02% |
| Avg. Down Month | -4.19% | -12.0% |
| Win Days % | 49.77% | 51.29% |
| Win Month % | 56.1% | 62.79% |
| Win Week % | 47.01% | 51.89% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |