| Metric | 11395420:btcusd:triple_med_gx:lsma85_115 | 11395420:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 57.95% | 189.3% |
| Max Drawdown | -39.42% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.42 | 0.63 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 15.99 | 4.13 |
| Outlier Loss Ratio | 4.22 | 4.15 |
| Volatility (ann.) | 17.69% | 26.34% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.37 | 0.55 |
| Skew | 0.9 | 0.2 |
| Kurtosis | 24.73 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.09% | 2.56% |
| Expected Yearly % | 12.11% | 30.42% |
| Kelly Criterion | 2.17% | 4.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.24% |
| Expected Shortfall (cVaR) | -1.51% | -2.24% |
| Year | 11395420:BTCUSD | 11395420:btcusd:triple_med_gx:lsma85_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -19.32 | 0.34 | + |
| 2023 | 155.54 | 60.16 | 0.39 | - |
| 2024 | 121.00 | 17.51 | 0.14 | - |
| 2025 | 16.76 | 4.02 | 0.24 | - |
| Metric | 11395420:btcusd:triple_med_gx:lsma85_115 | 11395420:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 1.0% | 31.46% |
| 6M | 4.99% | 12.77% |
| YTD | 4.02% | 16.76% |
| 1Y | 8.56% | 56.84% |
| 3Y (ann.) | 21.88% | 55.31% |
| 5Y (ann.) | 14.54% | 37.09% |
| Metric | 11395420:btcusd:triple_med_gx:lsma85_115 | 11395420:BTCUSD |
|---|---|---|
| Max Drawdown | -39.42% | -67.18% |
| Longest DD Days | 400.0 | 683.0 |
| Avg. Drawdown | -5.04% | -6.63% |
| Avg. Drawdown Days | 27.0 | 33.0 |
| Recovery Factor | 1.47 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-04-26 | -39.42 | 400 |
| 2024-06-07 | 2024-11-06 | -28.66 | 152 |
| 2025-03-03 | 2025-06-11 | -21.73 | 100 |
| 2022-02-01 | 2022-02-28 | -18.71 | 27 |
| 2023-04-26 | 2023-10-19 | -13.17 | 176 |
| 2024-01-30 | 2024-03-25 | -11.41 | 55 |
| 2024-04-01 | 2024-06-04 | -11.12 | 64 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| Metric | 11395420:btcusd:triple_med_gx:lsma85_115 | 11395420:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -15.27% | -29.64% |
| Best Month | 14.92% | 43.77% |
| Worst Month | -13.62% | -37.12% |
| Best Year | 60.16% | 155.54% |
| Worst Year | -19.32% | -56.13% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 4.19% | 6.29% |
| Avg. Down Week | -3.43% | -4.71% |
| Avg. Up Month | 5.81% | 12.44% |
| Avg. Down Month | -6.21% | -12.74% |
| Win Days % | 49.4% | 51.25% |
| Win Month % | 63.41% | 61.9% |
| Win Week % | 53.04% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |