| Metric | 11400717:btcusd:triple_med_gx:lsma115_130 | 11400717:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 124.01% | 208.04% |
| Max Drawdown | -47.31% | -67.18% |
| Sharpe | 0.43 | 0.44 |
| Sortino | 0.64 | 0.64 |
| Payoff Ratio | 1.04 | 1.03 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 14.79 | 4.13 |
| Outlier Loss Ratio | 4.34 | 4.15 |
| Volatility (ann.) | 17.0% | 26.12% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.56 | 0.57 |
| Skew | 0.78 | 0.2 |
| Kurtosis | 20.36 | 6.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.94% | 2.71% |
| Expected Yearly % | 22.34% | 32.48% |
| Kelly Criterion | 3.75% | 4.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.22% |
| Expected Shortfall (cVaR) | -1.44% | -2.22% |
| Year | 11400717:BTCUSD | 11400717:btcusd:triple_med_gx:lsma115_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -23.48 | 0.41 | + |
| 2023 | 155.54 | 84.62 | 0.54 | - |
| 2024 | 121.00 | 52.64 | 0.44 | - |
| 2025 | 27.10 | 3.88 | 0.14 | - |
| Metric | 11400717:btcusd:triple_med_gx:lsma115_130 | 11400717:BTCUSD |
|---|---|---|
| MTD | 1.12% | 10.71% |
| 3M | 10.6% | 41.88% |
| 6M | 3.23% | 22.91% |
| YTD | 3.88% | 27.1% |
| 1Y | 55.67% | 82.29% |
| 3Y (ann.) | 43.4% | 77.48% |
| 5Y (ann.) | 26.32% | 38.53% |
| Metric | 11400717:btcusd:triple_med_gx:lsma115_130 | 11400717:BTCUSD |
|---|---|---|
| Max Drawdown | -47.31% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -4.83% | -6.7% |
| Avg. Drawdown Days | 24.0 | 34.0 |
| Recovery Factor | 2.62 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-05-04 | -47.31 | 377 |
| 2024-12-17 | 2025-07-17 | -24.27 | 211 |
| 2024-05-05 | 2024-09-17 | -21.10 | 134 |
| 2022-03-02 | 2022-03-27 | -14.49 | 25 |
| 2023-05-06 | 2023-06-20 | -11.80 | 45 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-07-14 | 2023-12-01 | -9.32 | 140 |
| 2024-01-02 | 2024-01-29 | -8.90 | 27 |
| 2024-09-20 | 2024-10-14 | -8.35 | 24 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| Metric | 11400717:btcusd:triple_med_gx:lsma115_130 | 11400717:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 27.72% | 43.77% |
| Worst Month | -28.98% | -37.12% |
| Best Year | 84.62% | 155.54% |
| Worst Year | -23.48% | -57.08% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 4.75% | 6.17% |
| Avg. Down Week | -3.2% | -4.48% |
| Avg. Up Month | 7.8% | 14.46% |
| Avg. Down Month | -6.75% | -11.56% |
| Win Days % | 50.83% | 51.33% |
| Win Month % | 61.9% | 61.9% |
| Win Week % | 49.21% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |