| Metric | 11395480:btcusd:triple_med_gx:lsma95_115 | 11395480:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 74.02% | 214.91% |
| Max Drawdown | -39.48% | -67.18% |
| Sharpe | 0.31 | 0.45 |
| Sortino | 0.47 | 0.65 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 15.03 | 4.15 |
| Outlier Loss Ratio | 4.25 | 4.13 |
| Volatility (ann.) | 17.7% | 26.11% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.44 | 0.58 |
| Skew | 1.01 | 0.2 |
| Kurtosis | 23.79 | 6.52 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.7% |
| Expected Yearly % | 14.86% | 33.21% |
| Kelly Criterion | 2.38% | 4.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.22% |
| Expected Shortfall (cVaR) | -1.51% | -2.22% |
| Year | 11395480:BTCUSD | 11395480:btcusd:triple_med_gx:lsma95_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -3.95 | 0.07 | + |
| 2023 | 155.54 | 67.42 | 0.43 | - |
| 2024 | 121.00 | 2.95 | 0.02 | - |
| 2025 | 27.10 | 5.11 | 0.19 | - |
| Metric | 11395480:btcusd:triple_med_gx:lsma95_115 | 11395480:BTCUSD |
|---|---|---|
| MTD | 2.1% | 10.71% |
| 3M | 1.87% | 41.88% |
| 6M | -2.5% | 22.91% |
| YTD | 5.11% | 27.1% |
| 1Y | 16.45% | 82.29% |
| 3Y (ann.) | 25.34% | 77.48% |
| 5Y (ann.) | 17.35% | 39.27% |
| Metric | 11395480:btcusd:triple_med_gx:lsma95_115 | 11395480:BTCUSD |
|---|---|---|
| Max Drawdown | -39.48% | -67.18% |
| Longest DD Days | 472.0 | 683.0 |
| Avg. Drawdown | -6.04% | -6.45% |
| Avg. Drawdown Days | 45.0 | 32.0 |
| Recovery Factor | 1.87 | 3.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-17 | -39.48 | 472 |
| 2022-04-08 | 2023-04-10 | -36.08 | 367 |
| 2022-02-05 | 2022-02-28 | -14.18 | 23 |
| 2023-12-22 | 2024-03-04 | -11.46 | 73 |
| 2023-07-14 | 2023-12-02 | -11.05 | 141 |
| 2022-03-02 | 2022-03-24 | -6.57 | 22 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-03-19 | 2024-03-20 | -5.79 | 1 |
| 2023-04-26 | 2023-05-17 | -5.79 | 21 |
| 2023-05-18 | 2023-06-16 | -4.67 | 29 |
| Metric | 11395480:btcusd:triple_med_gx:lsma95_115 | 11395480:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 17.37% | 43.77% |
| Worst Month | -14.84% | -37.12% |
| Best Year | 67.42% | 155.54% |
| Worst Year | -3.95% | -56.13% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.09% | 5.67% |
| Avg. Down Week | -3.09% | -4.52% |
| Avg. Up Month | 6.6% | 14.37% |
| Avg. Down Month | -6.17% | -12.36% |
| Win Days % | 49.67% | 51.28% |
| Win Month % | 59.52% | 62.79% |
| Win Week % | 51.18% | 51.63% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |