| Metric | 11395525:btcusd:triple_med_gx:lsma60_115 | 11395525:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 72.92% | 189.3% |
| Max Drawdown | -32.32% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.51 | 0.63 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 19.22 | 3.99 |
| Outlier Loss Ratio | 4.02 | 3.92 |
| Volatility (ann.) | 16.13% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.55 | 0.55 |
| Skew | 1.33 | 0.2 |
| Kurtosis | 32.35 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.31% | 2.56% |
| Expected Yearly % | 14.67% | 30.42% |
| Kelly Criterion | 3.08% | 5.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.24% |
| Expected Shortfall (cVaR) | -1.37% | -2.24% |
| Year | 11395525:BTCUSD | 11395525:btcusd:triple_med_gx:lsma60_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -16.58 | 0.30 | + |
| 2023 | 155.54 | 35.48 | 0.23 | - |
| 2024 | 121.00 | 28.15 | 0.23 | - |
| 2025 | 16.76 | 19.40 | 1.16 | + |
| Metric | 11395525:btcusd:triple_med_gx:lsma60_115 | 11395525:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 13.11% | 31.46% |
| 6M | 20.79% | 12.77% |
| YTD | 19.4% | 16.76% |
| 1Y | 35.89% | 56.84% |
| 3Y (ann.) | 20.11% | 55.31% |
| 5Y (ann.) | 17.66% | 37.09% |
| Metric | 11395525:btcusd:triple_med_gx:lsma60_115 | 11395525:BTCUSD |
|---|---|---|
| Max Drawdown | -32.32% | -67.18% |
| Longest DD Days | 636.0 | 683.0 |
| Avg. Drawdown | -6.47% | -6.63% |
| Avg. Drawdown Days | 48.0 | 33.0 |
| Recovery Factor | 2.26 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-11-28 | -32.32 | 636 |
| 2024-05-30 | 2024-11-05 | -27.03 | 158 |
| 2025-03-03 | 2025-05-08 | -16.33 | 66 |
| 2022-02-19 | 2022-02-28 | -13.73 | 8 |
| 2024-03-29 | 2024-05-30 | -8.87 | 62 |
| 2023-12-22 | 2024-01-28 | -7.99 | 36 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-03-19 | 2024-03-20 | -5.23 | 1 |
| Metric | 11395525:btcusd:triple_med_gx:lsma60_115 | 11395525:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 12.88% | 43.77% |
| Worst Month | -6.48% | -37.12% |
| Best Year | 35.48% | 155.54% |
| Worst Year | -16.58% | -56.13% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.29% | 6.08% |
| Avg. Down Week | -2.36% | -4.6% |
| Avg. Up Month | 5.29% | 10.41% |
| Avg. Down Month | -4.21% | -13.62% |
| Win Days % | 49.69% | 51.25% |
| Win Month % | 63.16% | 61.9% |
| Win Week % | 48.48% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |