| Metric | 11395362:btcusd:triple_med_gx:lsma80_115 | 11395362:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 42.48% | 189.3% |
| Max Drawdown | -45.38% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.36 | 0.63 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 16.65 | 4.12 |
| Outlier Loss Ratio | 4.17 | 4.09 |
| Volatility (ann.) | 17.34% | 26.34% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.24 | 0.55 |
| Skew | 0.83 | 0.2 |
| Kurtosis | 24.62 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.56% |
| Expected Yearly % | 9.25% | 30.42% |
| Kelly Criterion | 1.71% | 5.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.24% |
| Expected Shortfall (cVaR) | -1.48% | -2.24% |
| Year | 11395362:BTCUSD | 11395362:btcusd:triple_med_gx:lsma80_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -21.91 | 0.39 | + |
| 2023 | 155.54 | 31.19 | 0.20 | - |
| 2024 | 121.00 | 22.77 | 0.19 | - |
| 2025 | 16.76 | 13.28 | 0.79 | - |
| Metric | 11395362:btcusd:triple_med_gx:lsma80_115 | 11395362:BTCUSD |
|---|---|---|
| MTD | 2.94% | 4.16% |
| 3M | 1.69% | 31.46% |
| 6M | 13.89% | 12.77% |
| YTD | 13.28% | 16.76% |
| 1Y | 16.94% | 56.84% |
| 3Y (ann.) | 17.98% | 55.31% |
| 5Y (ann.) | 11.09% | 37.09% |
| Metric | 11395362:btcusd:triple_med_gx:lsma80_115 | 11395362:BTCUSD |
|---|---|---|
| Max Drawdown | -45.38% | -67.18% |
| Longest DD Days | 710.0 | 683.0 |
| Avg. Drawdown | -8.92% | -6.63% |
| Avg. Drawdown Days | 70.0 | 33.0 |
| Recovery Factor | 0.94 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2024-02-28 | -45.38 | 710 |
| 2024-03-29 | 2024-12-04 | -29.67 | 250 |
| 2025-03-03 | 2025-06-11 | -19.45 | 100 |
| 2022-02-01 | 2022-02-28 | -17.29 | 27 |
| 2024-02-29 | 2024-03-25 | -11.76 | 25 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2025-02-04 | 2025-02-28 | -5.67 | 24 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2025-03-01 | 2025-03-01 | -1.11 | 0 |
| Metric | 11395362:btcusd:triple_med_gx:lsma80_115 | 11395362:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 13.63% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 13.28% | 43.77% |
| Worst Month | -17.48% | -37.12% |
| Best Year | 31.19% | 155.54% |
| Worst Year | -21.91% | -56.13% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 3.93% | 6.95% |
| Avg. Down Week | -3.23% | -4.53% |
| Avg. Up Month | 5.19% | 13.26% |
| Avg. Down Month | -7.45% | -11.97% |
| Win Days % | 48.98% | 51.25% |
| Win Month % | 64.29% | 61.9% |
| Win Week % | 51.28% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |