| Metric | 11400662:btcusd:triple_med_gx:lsma115_130 | 11400662:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 110.67% | 182.99% |
| Max Drawdown | -47.31% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.6 | 0.62 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 14.54 | 4.12 |
| Outlier Loss Ratio | 4.32 | 4.13 |
| Volatility (ann.) | 17.43% | 26.35% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.53 | 0.54 |
| Skew | 0.56 | 0.2 |
| Kurtosis | 20.88 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.83% | 2.57% |
| Expected Yearly % | 20.48% | 29.7% |
| Kelly Criterion | 3.5% | 4.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.24% |
| Expected Shortfall (cVaR) | -1.48% | -2.24% |
| Year | 11400662:BTCUSD | 11400662:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -27.68 | 0.48 | + |
| 2023 | 155.54 | 77.56 | 0.50 | - |
| 2024 | 121.00 | 49.64 | 0.41 | - |
| 2025 | 16.76 | 9.63 | 0.57 | - |
| Metric | 11400662:btcusd:triple_med_gx:lsma115_130 | 11400662:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 17.79% | 31.46% |
| 6M | 6.67% | 12.77% |
| YTD | 9.63% | 16.76% |
| 1Y | 25.79% | 56.84% |
| 3Y (ann.) | 26.96% | 55.31% |
| 5Y (ann.) | 24.86% | 36.34% |
| Metric | 11400662:btcusd:triple_med_gx:lsma115_130 | 11400662:BTCUSD |
|---|---|---|
| Max Drawdown | -47.31% | -67.18% |
| Longest DD Days | 642.0 | 683.0 |
| Avg. Drawdown | -4.63% | -6.9% |
| Avg. Drawdown Days | 30.0 | 35.0 |
| Recovery Factor | 2.34 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-04 | -47.31 | 642 |
| 2024-06-10 | 2024-10-16 | -26.57 | 127 |
| 2024-12-17 | 2025-06-11 | -23.03 | 175 |
| 2024-01-02 | 2024-03-25 | -14.20 | 83 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-12-06 | 2024-01-01 | -5.30 | 26 |
| 2024-04-23 | 2024-05-03 | -4.66 | 10 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11400662:btcusd:triple_med_gx:lsma115_130 | 11400662:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 31.0% | 35.75% |
| Worst Week | -26.81% | -29.64% |
| Best Month | 23.21% | 43.77% |
| Worst Month | -24.93% | -37.12% |
| Best Year | 77.56% | 155.54% |
| Worst Year | -27.68% | -57.08% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.86% | -0.88% |
| Avg. Up Week | 5.0% | 6.66% |
| Avg. Down Week | -3.2% | -4.75% |
| Avg. Up Month | 7.83% | 14.67% |
| Avg. Down Month | -7.67% | -12.09% |
| Win Days % | 50.61% | 51.31% |
| Win Month % | 63.41% | 60.98% |
| Win Week % | 47.62% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |