| Metric | 11400095:btcusd:triple_med_gx:lsma65_130 | 11400095:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 26.61% | 182.99% |
| Max Drawdown | -47.21% | -67.18% |
| Sharpe | 0.19 | 0.43 |
| Sortino | 0.28 | 0.62 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.17 | 1.06 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 20.39 | 4.06 |
| Outlier Loss Ratio | 3.95 | 4.04 |
| Volatility (ann.) | 16.24% | 26.35% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.15 | 0.54 |
| Skew | 0.83 | 0.2 |
| Kurtosis | 30.59 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.58% | 2.57% |
| Expected Yearly % | 6.08% | 29.7% |
| Kelly Criterion | 0.89% | 2.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.24% |
| Expected Shortfall (cVaR) | -1.39% | -2.24% |
| Year | 11400095:BTCUSD | 11400095:btcusd:triple_med_gx:lsma65_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -29.70 | 0.52 | + |
| 2023 | 155.54 | 50.90 | 0.33 | - |
| 2024 | 121.00 | 22.60 | 0.19 | - |
| 2025 | 16.76 | -2.65 | -0.16 | - |
| Metric | 11400095:btcusd:triple_med_gx:lsma65_130 | 11400095:BTCUSD |
|---|---|---|
| MTD | 0.63% | 4.16% |
| 3M | 4.79% | 31.46% |
| 6M | -2.59% | 12.77% |
| YTD | -2.65% | 16.76% |
| 1Y | -7.34% | 56.84% |
| 3Y (ann.) | 7.71% | 55.31% |
| 5Y (ann.) | 7.28% | 36.34% |
| Metric | 11400095:btcusd:triple_med_gx:lsma65_130 | 11400095:BTCUSD |
|---|---|---|
| Max Drawdown | -47.21% | -67.18% |
| Longest DD Days | 692.0 | 683.0 |
| Avg. Drawdown | -6.75% | -6.9% |
| Avg. Drawdown Days | 62.0 | 35.0 |
| Recovery Factor | 0.56 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2024-02-28 | -47.21 | 692 |
| 2024-06-05 | 2024-12-25 | -22.83 | 203 |
| 2024-12-26 | 2025-06-11 | -20.63 | 167 |
| 2022-02-20 | 2022-02-28 | -12.09 | 8 |
| 2024-02-29 | 2024-03-25 | -11.63 | 25 |
| 2024-04-23 | 2024-06-02 | -3.34 | 40 |
| 2024-03-26 | 2024-04-19 | -2.90 | 23 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-03-25 | 2024-03-26 | -1.00 | 0 |
| 2022-03-17 | 2022-04-07 | -0.88 | 21 |
| Metric | 11400095:btcusd:triple_med_gx:lsma65_130 | 11400095:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 21.24% | 43.77% |
| Worst Month | -24.09% | -37.12% |
| Best Year | 50.9% | 155.54% |
| Worst Year | -29.7% | -57.08% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 4.28% | 6.23% |
| Avg. Down Week | -3.43% | -5.54% |
| Avg. Up Month | 7.51% | 15.2% |
| Avg. Down Month | -6.86% | -14.57% |
| Win Days % | 49.57% | 51.31% |
| Win Month % | 52.5% | 60.98% |
| Win Week % | 53.27% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |