| Metric | 11395586:btcusd:triple_med_gx:lsma85_115 | 11395586:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 59.18% | 189.3% |
| Max Drawdown | -40.83% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.43 | 0.63 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 16.04 | 4.06 |
| Outlier Loss Ratio | 4.19 | 4.07 |
| Volatility (ann.) | 17.31% | 26.34% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.36 | 0.55 |
| Skew | 1.06 | 0.2 |
| Kurtosis | 25.78 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.56% |
| Expected Yearly % | 12.32% | 30.42% |
| Kelly Criterion | 1.75% | 3.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.24% |
| Expected Shortfall (cVaR) | -1.48% | -2.24% |
| Year | 11395586:BTCUSD | 11395586:btcusd:triple_med_gx:lsma85_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -9.27 | 0.17 | + |
| 2023 | 155.54 | 26.20 | 0.17 | - |
| 2024 | 121.00 | 15.42 | 0.13 | - |
| 2025 | 16.76 | 20.44 | 1.22 | + |
| Metric | 11395586:btcusd:triple_med_gx:lsma85_115 | 11395586:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.7% | 31.46% |
| 6M | 24.89% | 12.77% |
| YTD | 20.44% | 16.76% |
| 1Y | 36.16% | 56.84% |
| 3Y (ann.) | 16.39% | 55.31% |
| 5Y (ann.) | 14.8% | 37.09% |
| Metric | 11395586:btcusd:triple_med_gx:lsma85_115 | 11395586:BTCUSD |
|---|---|---|
| Max Drawdown | -40.83% | -67.18% |
| Longest DD Days | 733.0 | 683.0 |
| Avg. Drawdown | -11.26% | -6.63% |
| Avg. Drawdown Days | 109.0 | 33.0 |
| Recovery Factor | 1.45 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-03-02 | -40.83 | 335 |
| 2022-03-02 | 2024-03-04 | -37.55 | 733 |
| 2025-03-03 | 2025-06-09 | -16.84 | 98 |
| 2022-02-05 | 2022-02-28 | -14.14 | 23 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-03-29 | 2024-03-31 | -1.92 | 2 |
| 2025-06-10 | 2025-06-11 | -1.41 | 1 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2024-03-19 | 2024-03-20 | -0.79 | 0 |
| Metric | 11395586:btcusd:triple_med_gx:lsma85_115 | 11395586:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 22.42% | 43.77% |
| Worst Month | -14.18% | -37.12% |
| Best Year | 26.2% | 155.54% |
| Worst Year | -9.27% | -56.13% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 4.65% | 6.44% |
| Avg. Down Week | -2.84% | -4.09% |
| Avg. Up Month | 6.99% | 12.0% |
| Avg. Down Month | -6.75% | -12.36% |
| Win Days % | 49.87% | 51.25% |
| Win Month % | 60.0% | 61.9% |
| Win Week % | 43.7% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |