| Metric | 11395582:btcusd:triple_med_gx:lsma70_115 | 11395582:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 67.47% | 189.3% |
| Max Drawdown | -34.05% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.48 | 0.63 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 18.25 | 4.03 |
| Outlier Loss Ratio | 4.08 | 3.95 |
| Volatility (ann.) | 16.47% | 26.34% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.49 | 0.55 |
| Skew | 1.17 | 0.2 |
| Kurtosis | 30.09 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.24% | 2.56% |
| Expected Yearly % | 13.76% | 30.42% |
| Kelly Criterion | 2.37% | 4.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.24% |
| Expected Shortfall (cVaR) | -1.4% | -2.24% |
| Year | 11395582:BTCUSD | 11395582:btcusd:triple_med_gx:lsma70_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -20.00 | 0.36 | + |
| 2023 | 155.54 | 41.41 | 0.27 | - |
| 2024 | 121.00 | 23.61 | 0.20 | - |
| 2025 | 16.76 | 19.75 | 1.18 | + |
| Metric | 11395582:btcusd:triple_med_gx:lsma70_115 | 11395582:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 20.22% | 31.46% |
| 6M | 21.64% | 12.77% |
| YTD | 19.75% | 16.76% |
| 1Y | 29.85% | 56.84% |
| 3Y (ann.) | 20.91% | 55.31% |
| 5Y (ann.) | 16.55% | 37.09% |
| Metric | 11395582:btcusd:triple_med_gx:lsma70_115 | 11395582:BTCUSD |
|---|---|---|
| Max Drawdown | -34.05% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -6.18% | -6.63% |
| Avg. Drawdown Days | 42.0 | 33.0 |
| Recovery Factor | 1.98 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -34.05 | 498 |
| 2024-04-23 | 2024-11-06 | -30.66 | 197 |
| 2025-03-03 | 2025-05-08 | -16.84 | 66 |
| 2022-02-19 | 2022-02-28 | -13.89 | 9 |
| 2023-07-14 | 2023-11-15 | -11.30 | 124 |
| 2023-12-22 | 2024-03-20 | -10.66 | 89 |
| 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 |
| 2023-11-16 | 2023-12-01 | -4.66 | 15 |
| Metric | 11395582:btcusd:triple_med_gx:lsma70_115 | 11395582: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 | 15.99% | 43.77% |
| Worst Month | -12.87% | -37.12% |
| Best Year | 41.41% | 155.54% |
| Worst Year | -20.0% | -56.13% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.56% | 6.28% |
| Avg. Down Week | -2.63% | -4.33% |
| Avg. Up Month | 6.3% | 13.39% |
| Avg. Down Month | -6.23% | -12.22% |
| Win Days % | 49.53% | 51.25% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 45.71% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |