| Metric | 11395591:btcusd:triple_med_gx:lsma95_115 | 11395591:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 98.12% | 189.3% |
| Max Drawdown | -42.71% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.57 | 0.63 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 14.84 | 4.12 |
| Outlier Loss Ratio | 4.33 | 4.17 |
| Volatility (ann.) | 17.86% | 26.34% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.53 | 0.55 |
| Skew | 1.01 | 0.2 |
| Kurtosis | 23.54 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.64% | 2.56% |
| Expected Yearly % | 18.64% | 30.42% |
| Kelly Criterion | 2.87% | 3.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -2.24% |
| Expected Shortfall (cVaR) | -1.52% | -2.24% |
| Year | 11395591:BTCUSD | 11395591:btcusd:triple_med_gx:lsma95_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -19.34 | 0.34 | + |
| 2023 | 155.54 | 55.02 | 0.35 | - |
| 2024 | 121.00 | 42.00 | 0.35 | - |
| 2025 | 16.76 | 11.58 | 0.69 | - |
| Metric | 11395591:btcusd:triple_med_gx:lsma95_115 | 11395591:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 17.52% | 31.46% |
| 6M | 17.53% | 12.77% |
| YTD | 11.58% | 16.76% |
| 1Y | 29.21% | 56.84% |
| 3Y (ann.) | 26.23% | 55.31% |
| 5Y (ann.) | 22.51% | 37.09% |
| Metric | 11395591:btcusd:triple_med_gx:lsma95_115 | 11395591:BTCUSD |
|---|---|---|
| Max Drawdown | -42.71% | -67.18% |
| Longest DD Days | 657.0 | 683.0 |
| Avg. Drawdown | -6.12% | -6.63% |
| Avg. Drawdown Days | 43.0 | 33.0 |
| Recovery Factor | 2.3 | 2.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-19 | -42.71 | 657 |
| 2024-04-23 | 2024-11-06 | -29.98 | 197 |
| 2025-01-07 | 2025-06-09 | -18.07 | 153 |
| 2022-02-05 | 2022-02-28 | -14.48 | 22 |
| 2023-12-22 | 2024-01-28 | -8.71 | 36 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-01-31 | 2024-03-04 | -3.81 | 32 |
| Metric | 11395591:btcusd:triple_med_gx:lsma95_115 | 11395591:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 22.02% | 43.77% |
| Worst Month | -19.16% | -37.12% |
| Best Year | 55.02% | 155.54% |
| Worst Year | -19.34% | -56.13% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.59% | 6.36% |
| Avg. Down Week | -2.8% | -4.05% |
| Avg. Up Month | 6.88% | 13.98% |
| Avg. Down Month | -6.34% | -11.7% |
| Win Days % | 50.24% | 51.25% |
| Win Month % | 63.41% | 61.9% |
| Win Week % | 48.8% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |