| Metric | 11395418:btcusd:triple_med_gx:lsma80_115 | 11395418:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 39.27% | 189.3% |
| Max Drawdown | -37.89% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.34 | 0.63 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 16.67 | 4.11 |
| Outlier Loss Ratio | 4.16 | 4.14 |
| Volatility (ann.) | 17.44% | 26.34% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.27 | 0.55 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 25.78 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.56% |
| Expected Yearly % | 8.63% | 30.42% |
| Kelly Criterion | 1.64% | 4.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -2.24% |
| Expected Shortfall (cVaR) | -1.49% | -2.24% |
| Year | 11395418:BTCUSD | 11395418:btcusd:triple_med_gx:lsma80_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -25.87 | 0.46 | + |
| 2023 | 155.54 | 59.63 | 0.38 | - |
| 2024 | 121.00 | 15.02 | 0.12 | - |
| 2025 | 16.76 | 2.32 | 0.14 | - |
| Metric | 11395418:btcusd:triple_med_gx:lsma80_115 | 11395418:BTCUSD |
|---|---|---|
| MTD | 2.84% | 4.16% |
| 3M | 1.03% | 31.46% |
| 6M | 1.51% | 12.77% |
| YTD | 2.32% | 16.76% |
| 1Y | 5.34% | 56.84% |
| 3Y (ann.) | 15.86% | 55.31% |
| 5Y (ann.) | 10.34% | 37.09% |
| Metric | 11395418:btcusd:triple_med_gx:lsma80_115 | 11395418:BTCUSD |
|---|---|---|
| Max Drawdown | -37.89% | -67.18% |
| Longest DD Days | 582.0 | 683.0 |
| Avg. Drawdown | -5.03% | -6.63% |
| Avg. Drawdown Days | 33.0 | 33.0 |
| Recovery Factor | 1.04 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-11-10 | -37.89 | 582 |
| 2024-06-07 | 2024-11-06 | -27.75 | 152 |
| 2025-03-03 | 2025-06-11 | -19.74 | 100 |
| 2022-02-01 | 2022-02-28 | -18.81 | 27 |
| 2024-02-29 | 2024-03-25 | -10.31 | 25 |
| 2024-04-13 | 2024-06-05 | -8.65 | 52 |
| 2024-12-05 | 2025-03-02 | -7.93 | 87 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2023-12-22 | 2024-01-08 | -4.91 | 17 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| Metric | 11395418:btcusd:triple_med_gx:lsma80_115 | 11395418:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -15.27% | -29.64% |
| Best Month | 14.23% | 43.77% |
| Worst Month | -15.37% | -37.12% |
| Best Year | 59.63% | 155.54% |
| Worst Year | -25.87% | -56.13% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.2% | 6.4% |
| Avg. Down Week | -3.37% | -4.59% |
| Avg. Up Month | 5.27% | 12.44% |
| Avg. Down Month | -5.69% | -12.06% |
| Win Days % | 49.41% | 51.25% |
| Win Month % | 60.98% | 61.9% |
| Win Week % | 51.33% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |