| Metric | 11395528:btcusd:triple_med_gx:lsma75_115 | 11395528:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 88.18% | 189.3% |
| Max Drawdown | -33.36% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.55 | 0.63 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 17.57 | 4.05 |
| Outlier Loss Ratio | 4.13 | 3.99 |
| Volatility (ann.) | 16.7% | 26.34% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.62 | 0.55 |
| Skew | 1.16 | 0.2 |
| Kurtosis | 28.81 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.52% | 2.56% |
| Expected Yearly % | 17.12% | 30.42% |
| Kelly Criterion | 3.46% | 4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.24% |
| Expected Shortfall (cVaR) | -1.42% | -2.24% |
| Year | 11395528:BTCUSD | 11395528:btcusd:triple_med_gx:lsma75_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -3.03 | 0.05 | + |
| 2023 | 155.54 | 33.17 | 0.21 | - |
| 2024 | 121.00 | 25.89 | 0.21 | - |
| 2025 | 16.76 | 15.76 | 0.94 | - |
| Metric | 11395528:btcusd:triple_med_gx:lsma75_115 | 11395528:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 14.41% | 31.46% |
| 6M | 17.11% | 12.77% |
| YTD | 15.76% | 16.76% |
| 1Y | 28.27% | 56.84% |
| 3Y (ann.) | 21.97% | 55.31% |
| 5Y (ann.) | 20.66% | 37.09% |
| Metric | 11395528:btcusd:triple_med_gx:lsma75_115 | 11395528:BTCUSD |
|---|---|---|
| Max Drawdown | -33.36% | -67.18% |
| Longest DD Days | 367.0 | 683.0 |
| Avg. Drawdown | -5.39% | -6.63% |
| Avg. Drawdown Days | 33.0 | 33.0 |
| Recovery Factor | 2.64 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2024-11-06 | -33.36 | 197 |
| 2022-04-08 | 2023-04-10 | -26.01 | 367 |
| 2025-03-03 | 2025-06-09 | -19.28 | 98 |
| 2022-02-19 | 2022-02-28 | -13.73 | 8 |
| 2023-04-26 | 2023-06-20 | -9.59 | 54 |
| 2023-07-14 | 2023-12-20 | -8.15 | 159 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-01-09 | 2024-01-27 | -7.46 | 18 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| Metric | 11395528:btcusd:triple_med_gx:lsma75_115 | 11395528:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -9.16% | -29.64% |
| Best Month | 12.03% | 43.77% |
| Worst Month | -12.21% | -37.12% |
| Best Year | 33.17% | 155.54% |
| Worst Year | -3.03% | -56.13% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.57% | 6.1% |
| Avg. Down Week | -2.43% | -4.41% |
| Avg. Up Month | 5.85% | 11.46% |
| Avg. Down Month | -3.8% | -12.05% |
| Win Days % | 50.0% | 51.25% |
| Win Month % | 58.97% | 61.9% |
| Win Week % | 48.15% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |