| Metric | 11395364:btcusd:triple_med_gx:lsma85_115 | 11395364:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 43.76% | 189.3% |
| Max Drawdown | -43.1% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.36 | 0.63 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 16.21 | 4.22 |
| Outlier Loss Ratio | 4.22 | 4.14 |
| Volatility (ann.) | 17.83% | 26.34% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.26 | 0.55 |
| Skew | 0.93 | 0.2 |
| Kurtosis | 24.17 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.56% |
| Expected Yearly % | 9.5% | 30.42% |
| Kelly Criterion | 1.69% | 5.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -2.24% |
| Expected Shortfall (cVaR) | -1.52% | -2.24% |
| Year | 11395364:BTCUSD | 11395364:btcusd:triple_med_gx:lsma85_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -20.66 | 0.37 | + |
| 2023 | 155.54 | 48.11 | 0.31 | - |
| 2024 | 121.00 | 14.54 | 0.12 | - |
| 2025 | 16.76 | 6.80 | 0.41 | - |
| Metric | 11395364:btcusd:triple_med_gx:lsma85_115 | 11395364:BTCUSD |
|---|---|---|
| MTD | 2.06% | 4.16% |
| 3M | -4.2% | 31.46% |
| 6M | 6.87% | 12.77% |
| YTD | 6.8% | 16.76% |
| 1Y | 6.23% | 56.84% |
| 3Y (ann.) | 16.5% | 55.31% |
| 5Y (ann.) | 11.38% | 37.09% |
| Metric | 11395364:btcusd:triple_med_gx:lsma85_115 | 11395364:BTCUSD |
|---|---|---|
| Max Drawdown | -43.1% | -67.18% |
| Longest DD Days | 636.0 | 683.0 |
| Avg. Drawdown | -6.51% | -6.63% |
| Avg. Drawdown Days | 45.0 | 33.0 |
| Recovery Factor | 1.02 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-12-18 | -43.10 | 636 |
| 2024-04-01 | 2025-02-03 | -36.59 | 308 |
| 2025-03-03 | 2025-06-11 | -21.48 | 100 |
| 2022-02-01 | 2022-02-28 | -18.33 | 27 |
| 2024-02-29 | 2024-03-25 | -11.76 | 25 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2025-02-04 | 2025-02-28 | -5.67 | 24 |
| 2023-12-22 | 2024-01-08 | -4.91 | 17 |
| 2024-01-09 | 2024-01-19 | -3.13 | 10 |
| 2022-03-20 | 2022-03-22 | -2.97 | 2 |
| Metric | 11395364:btcusd:triple_med_gx:lsma85_115 | 11395364:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 15.79% | 43.77% |
| Worst Month | -18.1% | -37.12% |
| Best Year | 48.11% | 155.54% |
| Worst Year | -20.66% | -56.13% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.6% | 6.97% |
| Avg. Down Week | -3.54% | -4.56% |
| Avg. Up Month | 6.25% | 13.9% |
| Avg. Down Month | -8.59% | -11.97% |
| Win Days % | 48.6% | 51.25% |
| Win Month % | 64.29% | 61.9% |
| Win Week % | 48.74% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |