| Metric | 11400491:btcusd:triple_med_gx:lsma95_130 | 11400491:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 72.05% | 182.99% |
| Max Drawdown | -47.46% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.48 | 0.62 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 16.57 | 4.07 |
| Outlier Loss Ratio | 4.23 | 4.13 |
| Volatility (ann.) | 17.14% | 26.35% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.37 | 0.54 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 26.68 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.33% | 2.57% |
| Expected Yearly % | 14.53% | 29.7% |
| Kelly Criterion | 3.14% | 4.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.24% |
| Expected Shortfall (cVaR) | -1.46% | -2.24% |
| Year | 11400491:BTCUSD | 11400491:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -23.13 | 0.41 | + |
| 2023 | 155.54 | 56.92 | 0.37 | - |
| 2024 | 121.00 | 31.03 | 0.26 | - |
| 2025 | 16.76 | 8.85 | 0.53 | - |
| Metric | 11400491:btcusd:triple_med_gx:lsma95_130 | 11400491:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.5% | 31.46% |
| 6M | 16.09% | 12.77% |
| YTD | 8.85% | 16.76% |
| 1Y | 25.54% | 56.84% |
| 3Y (ann.) | 20.67% | 55.31% |
| 5Y (ann.) | 17.55% | 36.34% |
| Metric | 11400491:btcusd:triple_med_gx:lsma95_130 | 11400491:BTCUSD |
|---|---|---|
| Max Drawdown | -47.46% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -5.97% | -6.9% |
| Avg. Drawdown Days | 36.0 | 35.0 |
| Recovery Factor | 1.52 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -47.46 | 476 |
| 2024-04-23 | 2024-11-06 | -27.22 | 197 |
| 2025-03-03 | 2025-06-09 | -16.84 | 98 |
| 2023-07-14 | 2023-12-20 | -15.36 | 159 |
| 2023-12-22 | 2024-01-31 | -10.91 | 40 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-01-07 | 2025-03-02 | -8.51 | 54 |
| 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 |
| Metric | 11400491:btcusd:triple_med_gx:lsma95_130 | 11400491:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -29.16% | -37.12% |
| Best Year | 56.92% | 155.54% |
| Worst Year | -23.13% | -57.08% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.88% | -0.89% |
| Avg. Up Week | 4.64% | 5.87% |
| Avg. Down Week | -3.52% | -4.36% |
| Avg. Up Month | 7.3% | 14.44% |
| Avg. Down Month | -6.41% | -12.81% |
| Win Days % | 50.29% | 51.31% |
| Win Month % | 57.5% | 60.98% |
| Win Week % | 52.34% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |