| Metric | 11393948:btcusd:triple_med_gx:lsma85_110 | 11393948:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 100.47% | 198.98% |
| Max Drawdown | -36.07% | -67.18% |
| Sharpe | 0.38 | 0.44 |
| Sortino | 0.58 | 0.64 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 15.33 | 4.12 |
| Outlier Loss Ratio | 4.19 | 4.06 |
| Volatility (ann.) | 17.61% | 26.34% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.64 | 0.57 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 24.31 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.67% | 2.64% |
| Expected Yearly % | 18.99% | 31.5% |
| Kelly Criterion | 3.36% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -2.24% |
| Expected Shortfall (cVaR) | -1.5% | -2.24% |
| Year | 11393948:BTCUSD | 11393948:btcusd:triple_med_gx:lsma85_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -1.42 | 0.03 | + |
| 2023 | 155.54 | 56.97 | 0.37 | - |
| 2024 | 121.00 | 20.56 | 0.17 | - |
| 2025 | 16.76 | 7.45 | 0.44 | - |
| Metric | 11393948:btcusd:triple_med_gx:lsma85_110 | 11393948:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 2.66% | 31.46% |
| 6M | 9.27% | 12.77% |
| YTD | 7.45% | 16.76% |
| 1Y | 21.23% | 56.84% |
| 3Y (ann.) | 26.35% | 55.31% |
| 5Y (ann.) | 22.92% | 38.4% |
| Metric | 11393948:btcusd:triple_med_gx:lsma85_110 | 11393948:BTCUSD |
|---|---|---|
| Max Drawdown | -36.07% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -5.96% | -6.29% |
| Avg. Drawdown Days | 33.0 | 31.0 |
| Recovery Factor | 2.79 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-12-05 | -36.07 | 248 |
| 2022-03-02 | 2023-03-14 | -32.88 | 377 |
| 2025-03-03 | 2025-06-11 | -19.71 | 100 |
| 2022-02-18 | 2022-02-28 | -13.90 | 10 |
| 2023-07-14 | 2023-12-18 | -11.17 | 157 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-01-09 | 2024-01-27 | -7.46 | 18 |
| 2023-05-18 | 2023-06-20 | -7.18 | 33 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2023-04-05 | 2023-04-10 | -6.78 | 5 |
| Metric | 11393948:btcusd:triple_med_gx:lsma85_110 | 11393948:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 15.7% | 43.77% |
| Worst Month | -13.18% | -37.12% |
| Best Year | 56.97% | 155.54% |
| Worst Year | -1.42% | -54.66% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.36% | 6.25% |
| Avg. Down Week | -2.65% | -5.04% |
| Avg. Up Month | 7.79% | 12.76% |
| Avg. Down Month | -4.88% | -12.0% |
| Win Days % | 50.17% | 51.26% |
| Win Month % | 52.5% | 61.9% |
| Win Week % | 48.28% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |