| Metric | 11393951:btcusd:triple_med_gx:lsma95_110 | 11393951:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 144.21% | 225.45% |
| Max Drawdown | -33.15% | -67.18% |
| Sharpe | 0.45 | 0.46 |
| Sortino | 0.69 | 0.66 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 14.37 | 4.19 |
| Outlier Loss Ratio | 4.36 | 4.16 |
| Volatility (ann.) | 17.84% | 26.11% |
| R^2 | 0.47 | 0.47 |
| Calmar | 0.89 | 0.6 |
| Skew | 1.02 | 0.2 |
| Kurtosis | 22.69 | 6.52 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.1% | 2.78% |
| Expected Yearly % | 25.01% | 34.31% |
| Kelly Criterion | 4.1% | 5.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.21% |
| Expected Shortfall (cVaR) | -1.51% | -2.21% |
| Year | 11393951:BTCUSD | 11393951:btcusd:triple_med_gx:lsma95_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 3.49 | -0.06 | + |
| 2023 | 155.54 | 69.04 | 0.44 | - |
| 2024 | 121.00 | 39.75 | 0.33 | - |
| 2025 | 27.10 | -0.12 | -0.00 | - |
| Metric | 11393951:btcusd:triple_med_gx:lsma95_110 | 11393951:BTCUSD |
|---|---|---|
| MTD | 2.08% | 10.71% |
| 3M | 2.66% | 41.88% |
| 6M | -3.17% | 22.91% |
| YTD | -0.12% | 27.1% |
| 1Y | 29.39% | 82.29% |
| 3Y (ann.) | 40.28% | 77.48% |
| 5Y (ann.) | 29.39% | 40.56% |
| Metric | 11393951:btcusd:triple_med_gx:lsma95_110 | 11393951:BTCUSD |
|---|---|---|
| Max Drawdown | -33.15% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -5.47% | -6.14% |
| Avg. Drawdown Days | 32.0 | 31.0 |
| Recovery Factor | 4.35 | 3.36 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-13 | -33.15 | 376 |
| 2024-04-01 | 2024-11-06 | -28.71 | 219 |
| 2025-03-03 | 2025-07-17 | -19.88 | 136 |
| 2022-02-05 | 2022-02-28 | -14.04 | 23 |
| 2023-12-22 | 2024-03-04 | -13.11 | 73 |
| 2023-07-14 | 2023-12-02 | -11.87 | 141 |
| 2025-01-07 | 2025-03-02 | -9.68 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-03-14 | 2023-04-10 | -7.90 | 26 |
| 2023-04-26 | 2023-06-20 | -7.33 | 54 |
| Metric | 11393951:btcusd:triple_med_gx:lsma95_110 | 11393951: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 | 19.42% | 43.77% |
| Worst Month | -11.4% | -37.12% |
| Best Year | 69.04% | 155.54% |
| Worst Year | -0.12% | -54.66% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 4.74% | 5.88% |
| Avg. Down Week | -2.44% | -4.94% |
| Avg. Up Month | 7.04% | 13.95% |
| Avg. Down Month | -4.77% | -12.0% |
| Win Days % | 50.25% | 51.29% |
| Win Month % | 59.52% | 62.79% |
| Win Week % | 46.21% | 51.89% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |