| Metric | 11395592:btcusd:triple_med_gx:lsma105_115 | 11395592:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 154.54% | 214.91% |
| Max Drawdown | -42.03% | -67.18% |
| Sharpe | 0.46 | 0.45 |
| Sortino | 0.7 | 0.65 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.27 | 1.08 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 13.69 | 4.23 |
| Outlier Loss Ratio | 4.45 | 4.19 |
| Volatility (ann.) | 18.12% | 26.11% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.74 | 0.58 |
| Skew | 0.97 | 0.2 |
| Kurtosis | 21.46 | 6.52 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.2% | 2.7% |
| Expected Yearly % | 26.31% | 33.21% |
| Kelly Criterion | 3.56% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -2.22% |
| Expected Shortfall (cVaR) | -1.54% | -2.22% |
| Year | 11395592:BTCUSD | 11395592:btcusd:triple_med_gx:lsma105_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.13 | -18.50 | 0.33 | + |
| 2023 | 155.54 | 58.96 | 0.38 | - |
| 2024 | 121.00 | 80.49 | 0.67 | - |
| 2025 | 27.10 | 8.86 | 0.33 | - |
| Metric | 11395592:btcusd:triple_med_gx:lsma105_115 | 11395592:BTCUSD |
|---|---|---|
| MTD | -0.49% | 10.71% |
| 3M | 9.67% | 41.88% |
| 6M | 10.0% | 22.91% |
| YTD | 8.86% | 27.1% |
| 1Y | 60.87% | 82.29% |
| 3Y (ann.) | 42.44% | 77.48% |
| 5Y (ann.) | 30.97% | 39.27% |
| Metric | 11395592:btcusd:triple_med_gx:lsma105_115 | 11395592:BTCUSD |
|---|---|---|
| Max Drawdown | -42.03% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -4.72% | -6.45% |
| Avg. Drawdown Days | 28.0 | 32.0 |
| Recovery Factor | 3.68 | 3.2 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-05 | -42.03 | 643 |
| 2024-06-05 | 2024-10-14 | -28.34 | 130 |
| 2025-01-07 | 2025-05-18 | -18.89 | 131 |
| 2022-02-19 | 2022-02-28 | -13.89 | 9 |
| 2024-04-01 | 2024-05-15 | -10.84 | 44 |
| 2023-12-22 | 2024-01-28 | -8.41 | 36 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-06-10 | 2025-07-17 | -6.75 | 37 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11395592:btcusd:triple_med_gx:lsma105_115 | 11395592:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.94% | 35.75% |
| Worst Week | -9.45% | -29.64% |
| Best Month | 24.41% | 43.77% |
| Worst Month | -11.51% | -37.12% |
| Best Year | 80.49% | 155.54% |
| Worst Year | -18.5% | -56.13% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 4.44% | 6.39% |
| Avg. Down Week | -2.57% | -4.24% |
| Avg. Up Month | 9.02% | 14.31% |
| Avg. Down Month | -5.72% | -12.0% |
| Win Days % | 50.13% | 51.28% |
| Win Month % | 54.76% | 62.79% |
| Win Week % | 47.89% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |