| Metric | 11395462:btcusd:triple_med_gx:lsma25_115 | 11395462:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 84.52% | 189.3% |
| Max Drawdown | -39.15% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.57 | 0.63 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.6 | 0.56 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 21.43 | 4.05 |
| Outlier Loss Ratio | 3.94 | 3.95 |
| Volatility (ann.) | 15.62% | 26.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.51 | 0.55 |
| Skew | 1.29 | 0.2 |
| Kurtosis | 33.3 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.47% | 2.56% |
| Expected Yearly % | 16.55% | 30.42% |
| Kelly Criterion | 3.72% | 3.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.24% |
| Expected Shortfall (cVaR) | -1.33% | -2.24% |
| Year | 11395462:BTCUSD | 11395462:btcusd:triple_med_gx:lsma25_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -17.96 | 0.32 | + |
| 2023 | 155.54 | 48.71 | 0.31 | - |
| 2024 | 121.00 | 19.90 | 0.16 | - |
| 2025 | 16.76 | 26.14 | 1.56 | + |
| Metric | 11395462:btcusd:triple_med_gx:lsma25_115 | 11395462:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 8.81% | 31.46% |
| 6M | 29.29% | 12.77% |
| YTD | 26.14% | 16.76% |
| 1Y | 17.79% | 56.84% |
| 3Y (ann.) | 32.24% | 55.31% |
| 5Y (ann.) | 19.95% | 37.09% |
| Metric | 11395462:btcusd:triple_med_gx:lsma25_115 | 11395462:BTCUSD |
|---|---|---|
| Max Drawdown | -39.15% | -67.18% |
| Longest DD Days | 416.0 | 683.0 |
| Avg. Drawdown | -4.08% | -6.63% |
| Avg. Drawdown Days | 27.0 | 33.0 |
| Recovery Factor | 2.16 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2023-04-11 | -39.15 | 416 |
| 2024-06-05 | 2025-03-02 | -29.50 | 269 |
| 2025-03-13 | 2025-04-11 | -8.81 | 29 |
| 2024-01-13 | 2024-03-20 | -7.47 | 67 |
| 2024-04-15 | 2024-05-03 | -7.34 | 18 |
| 2023-07-14 | 2023-11-15 | -7.17 | 124 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-06-09 | 2023-06-17 | -6.18 | 7 |
| 2025-05-19 | 2025-06-09 | -5.95 | 21 |
| 2023-12-22 | 2024-01-01 | -4.78 | 10 |
| Metric | 11395462:btcusd:triple_med_gx:lsma25_115 | 11395462:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.32% | 43.77% |
| Worst Month | -14.33% | -37.12% |
| Best Year | 48.71% | 155.54% |
| Worst Year | -17.96% | -56.13% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.91% | -0.96% |
| Avg. Up Week | 3.8% | 5.4% |
| Avg. Down Week | -3.13% | -5.13% |
| Avg. Up Month | 5.28% | 12.66% |
| Avg. Down Month | -6.15% | -13.92% |
| Win Days % | 50.28% | 51.25% |
| Win Month % | 65.79% | 61.9% |
| Win Week % | 59.22% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |