| Metric | 11395573:btcusd:triple_med_gx:lsma25_115 | 11395573:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 71.72% | 189.3% |
| Max Drawdown | -38.48% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.51 | 0.63 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.22 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 20.93 | 3.99 |
| Outlier Loss Ratio | 4.02 | 3.92 |
| Volatility (ann.) | 15.7% | 26.34% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.45 | 0.55 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 34.79 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.56% |
| Expected Yearly % | 14.47% | 30.42% |
| Kelly Criterion | 2.61% | 4.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11395573:BTCUSD | 11395573:btcusd:triple_med_gx:lsma25_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -27.32 | 0.49 | + |
| 2023 | 155.54 | 26.19 | 0.17 | - |
| 2024 | 121.00 | 30.85 | 0.25 | - |
| 2025 | 16.76 | 43.08 | 2.57 | + |
| Metric | 11395573:btcusd:triple_med_gx:lsma25_115 | 11395573:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 27.91% | 31.46% |
| 6M | 47.81% | 12.77% |
| YTD | 43.08% | 16.76% |
| 1Y | 47.99% | 56.84% |
| 3Y (ann.) | 21.07% | 55.31% |
| 5Y (ann.) | 17.42% | 37.09% |
| Metric | 11395573:btcusd:triple_med_gx:lsma25_115 | 11395573:BTCUSD |
|---|---|---|
| Max Drawdown | -38.48% | -67.18% |
| Longest DD Days | 710.0 | 683.0 |
| Avg. Drawdown | -4.91% | -6.63% |
| Avg. Drawdown Days | 32.0 | 33.0 |
| Recovery Factor | 1.86 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-20 | -38.48 | 710 |
| 2024-05-30 | 2024-12-05 | -31.11 | 188 |
| 2022-02-19 | 2022-02-28 | -13.89 | 9 |
| 2024-04-21 | 2024-05-30 | -10.78 | 39 |
| 2025-03-03 | 2025-04-09 | -10.53 | 37 |
| 2024-12-26 | 2025-01-29 | -6.93 | 34 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -6.12 | 6 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| Metric | 11395573:btcusd:triple_med_gx:lsma25_115 | 11395573:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -19.45% | -29.64% |
| Best Month | 13.0% | 43.77% |
| Worst Month | -21.47% | -37.12% |
| Best Year | 43.08% | 155.54% |
| Worst Year | -27.32% | -56.13% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 4.08% | 6.41% |
| Avg. Down Week | -2.74% | -4.09% |
| Avg. Up Month | 5.11% | 12.79% |
| Avg. Down Month | -6.05% | -12.7% |
| Win Days % | 49.49% | 51.25% |
| Win Month % | 67.5% | 61.9% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |