| Metric | 11400657:btcusd:triple_med_gx:lsma95_130 | 11400657:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 107.55% | 182.99% |
| Max Drawdown | -41.3% | -67.18% |
| Sharpe | 0.42 | 0.43 |
| Sortino | 0.62 | 0.62 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.6 | 0.56 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 17.14 | 4.03 |
| Outlier Loss Ratio | 4.23 | 4.01 |
| Volatility (ann.) | 16.16% | 26.35% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.59 | 0.54 |
| Skew | 0.75 | 0.2 |
| Kurtosis | 26.32 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.8% | 2.57% |
| Expected Yearly % | 20.03% | 29.7% |
| Kelly Criterion | 4.39% | 3.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.24% |
| Expected Shortfall (cVaR) | -1.37% | -2.24% |
| Year | 11400657:BTCUSD | 11400657:btcusd:triple_med_gx:lsma95_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -24.70 | 0.43 | + |
| 2023 | 155.54 | 55.23 | 0.36 | - |
| 2024 | 121.00 | 72.49 | 0.60 | - |
| 2025 | 16.76 | 2.94 | 0.18 | - |
| Metric | 11400657:btcusd:triple_med_gx:lsma95_130 | 11400657:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.2% | 31.46% |
| 6M | 10.7% | 12.77% |
| YTD | 2.94% | 16.76% |
| 1Y | 32.86% | 56.84% |
| 3Y (ann.) | 27.65% | 55.31% |
| 5Y (ann.) | 24.31% | 36.34% |
| Metric | 11400657:btcusd:triple_med_gx:lsma95_130 | 11400657:BTCUSD |
|---|---|---|
| Max Drawdown | -41.3% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -3.79% | -6.9% |
| Avg. Drawdown Days | 24.0 | 35.0 |
| Recovery Factor | 2.6 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-04 | -41.30 | 642 |
| 2024-06-10 | 2024-10-15 | -23.40 | 126 |
| 2025-01-07 | 2025-06-11 | -20.11 | 155 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-01 | 2024-04-20 | -8.17 | 19 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-01-13 | 2024-01-26 | -5.93 | 12 |
| 2023-12-23 | 2024-01-01 | -5.02 | 9 |
| 2024-01-31 | 2024-03-24 | -4.74 | 53 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11400657:btcusd:triple_med_gx:lsma95_130 | 11400657:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.06% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 16.28% | 43.77% |
| Worst Month | -19.72% | -37.12% |
| Best Year | 72.49% | 155.54% |
| Worst Year | -24.7% | -57.08% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 5.06% | 6.54% |
| Avg. Down Week | -3.0% | -5.05% |
| Avg. Up Month | 8.27% | 14.4% |
| Avg. Down Month | -5.59% | -12.02% |
| Win Days % | 50.93% | 51.31% |
| Win Month % | 55.0% | 60.98% |
| Win Week % | 47.71% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |