| Metric | 11397265:btcusd:triple_med_gx:lsma105_120 | 11397265:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 88.61% | 212.83% |
| Max Drawdown | -36.79% | -67.18% |
| Sharpe | 0.35 | 0.45 |
| Sortino | 0.52 | 0.65 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.09 | 1.08 |
| Common Sense Ratio | 1.23 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 14.68 | 4.15 |
| Outlier Loss Ratio | 4.3 | 4.08 |
| Volatility (ann.) | 17.28% | 26.12% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.55 | 0.58 |
| Skew | 0.71 | 0.2 |
| Kurtosis | 21.52 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.49% | 2.69% |
| Expected Yearly % | 17.19% | 32.99% |
| Kelly Criterion | 2.63% | 4.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.22% |
| Expected Shortfall (cVaR) | -1.47% | -2.22% |
| Year | 11397265:BTCUSD | 11397265:btcusd:triple_med_gx:lsma105_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -18.28 | 0.32 | + |
| 2023 | 155.54 | 46.58 | 0.30 | - |
| 2024 | 121.00 | 57.14 | 0.47 | - |
| 2025 | 27.10 | 0.21 | 0.01 | - |
| Metric | 11397265:btcusd:triple_med_gx:lsma105_120 | 11397265:BTCUSD |
|---|---|---|
| MTD | 0.08% | 10.71% |
| 3M | 11.15% | 41.88% |
| 6M | -2.13% | 22.91% |
| YTD | 0.21% | 27.1% |
| 1Y | 27.16% | 82.29% |
| 3Y (ann.) | 29.06% | 77.48% |
| 5Y (ann.) | 20.13% | 39.04% |
| Metric | 11397265:btcusd:triple_med_gx:lsma105_120 | 11397265:BTCUSD |
|---|---|---|
| Max Drawdown | -36.79% | -67.18% |
| Longest DD Days | 545.0 | 683.0 |
| Avg. Drawdown | -5.19% | -6.44% |
| Avg. Drawdown Days | 31.0 | 32.0 |
| Recovery Factor | 2.41 | 3.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-08-29 | -36.79 | 545 |
| 2024-05-30 | 2024-11-07 | -28.65 | 160 |
| 2024-12-17 | 2025-07-17 | -25.36 | 211 |
| 2023-08-29 | 2023-12-05 | -16.11 | 98 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-04-23 | 2024-05-03 | -8.11 | 10 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-01-22 | 2024-01-26 | -5.74 | 4 |
| Metric | 11397265:btcusd:triple_med_gx:lsma105_120 | 11397265:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.06% | 35.75% |
| Worst Week | -10.35% | -29.64% |
| Best Month | 18.32% | 43.77% |
| Worst Month | -12.87% | -37.12% |
| Best Year | 57.14% | 155.54% |
| Worst Year | -18.28% | -56.42% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.85% | -0.86% |
| Avg. Up Week | 4.34% | 6.67% |
| Avg. Down Week | -2.77% | -4.46% |
| Avg. Up Month | 8.16% | 14.17% |
| Avg. Down Month | -5.04% | -12.05% |
| Win Days % | 49.93% | 51.31% |
| Win Month % | 52.38% | 62.79% |
| Win Week % | 48.48% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |