| Metric | 11395474:btcusd:triple_med_gx:lsma85_115 | 11395474:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 76.16% | 189.3% |
| Max Drawdown | -36.09% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.5 | 0.63 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 16.1 | 4.11 |
| Outlier Loss Ratio | 4.16 | 4.08 |
| Volatility (ann.) | 17.41% | 26.34% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.51 | 0.55 |
| Skew | 0.99 | 0.2 |
| Kurtosis | 25.3 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.36% | 2.56% |
| Expected Yearly % | 15.21% | 30.42% |
| Kelly Criterion | 2.83% | 4.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.24% |
| Expected Shortfall (cVaR) | -1.48% | -2.24% |
| Year | 11395474:BTCUSD | 11395474:btcusd:triple_med_gx:lsma85_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -2.72 | 0.05 | + |
| 2023 | 155.54 | 40.20 | 0.26 | - |
| 2024 | 121.00 | 21.09 | 0.17 | - |
| 2025 | 16.76 | 6.67 | 0.40 | - |
| Metric | 11395474:btcusd:triple_med_gx:lsma85_115 | 11395474:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 3.64% | 31.46% |
| 6M | 9.28% | 12.77% |
| YTD | 6.67% | 16.76% |
| 1Y | 13.79% | 56.84% |
| 3Y (ann.) | 24.9% | 55.31% |
| 5Y (ann.) | 18.31% | 37.09% |
| Metric | 11395474:btcusd:triple_med_gx:lsma85_115 | 11395474:BTCUSD |
|---|---|---|
| Max Drawdown | -36.09% | -67.18% |
| Longest DD Days | 356.0 | 683.0 |
| Avg. Drawdown | -7.46% | -6.63% |
| Avg. Drawdown Days | 44.0 | 33.0 |
| Recovery Factor | 2.11 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-03-13 | -36.09 | 356 |
| 2024-04-01 | 2024-12-05 | -32.07 | 248 |
| 2025-03-03 | 2025-06-11 | -20.14 | 100 |
| 2022-02-02 | 2022-02-28 | -15.89 | 26 |
| 2023-04-26 | 2023-07-13 | -12.72 | 78 |
| 2023-07-14 | 2023-11-10 | -8.32 | 119 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-01-09 | 2024-01-27 | -7.46 | 18 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2023-04-05 | 2023-04-10 | -6.78 | 5 |
| Metric | 11395474:btcusd:triple_med_gx:lsma85_115 | 11395474:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 14.38% | 43.77% |
| Worst Month | -11.71% | -37.12% |
| Best Year | 40.2% | 155.54% |
| Worst Year | -2.72% | -56.13% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 3.75% | 6.15% |
| Avg. Down Week | -2.99% | -4.64% |
| Avg. Up Month | 5.33% | 12.44% |
| Avg. Down Month | -5.73% | -12.22% |
| Win Days % | 49.95% | 51.25% |
| Win Month % | 67.5% | 61.9% |
| Win Week % | 54.78% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |