| Metric | 11405923:btcusd:triple_med_gx:lsma95_145 | 11405923:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 164.07% | 185.15% |
| Max Drawdown | -32.83% | -67.18% |
| Sharpe | 0.55 | 0.42 |
| Sortino | 0.85 | 0.61 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 18.21 | 3.92 |
| Outlier Loss Ratio | 4.25 | 3.88 |
| Volatility (ann.) | 14.74% | 26.06% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.99 | 0.53 |
| Skew | 1.4 | 0.18 |
| Kurtosis | 26.2 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.34% | 2.53% |
| Expected Yearly % | 27.48% | 29.95% |
| Kelly Criterion | 6.3% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.21% |
| Expected Shortfall (cVaR) | -1.25% | -2.21% |
| Year | 11405923:BTCUSD | 11405923:btcusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -6.96 | 0.12 | + |
| 2023 | 155.54 | 64.16 | 0.41 | - |
| 2024 | 121.00 | 78.95 | 0.65 | - |
| 2025 | 27.10 | -3.39 | -0.12 | - |
| Metric | 11405923:btcusd:triple_med_gx:lsma95_145 | 11405923:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 5.03% | 41.88% |
| 6M | -3.27% | 22.91% |
| YTD | -3.39% | 27.1% |
| 1Y | 44.83% | 82.29% |
| 3Y (ann.) | 42.13% | 77.48% |
| 5Y (ann.) | 32.57% | 35.56% |
| Metric | 11405923:btcusd:triple_med_gx:lsma95_145 | 11405923:BTCUSD |
|---|---|---|
| Max Drawdown | -32.83% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -3.51% | -6.94% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 5.0 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -32.83 | 377 |
| 2025-01-07 | 2025-07-17 | -21.31 | 191 |
| 2024-06-05 | 2024-09-09 | -14.84 | 96 |
| 2023-07-14 | 2023-12-04 | -12.71 | 143 |
| 2023-04-26 | 2023-06-21 | -12.15 | 55 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2024-04-23 | 2024-05-03 | -6.82 | 10 |
| 2024-09-17 | 2024-10-14 | -6.22 | 26 |
| Metric | 11405923:btcusd:triple_med_gx:lsma95_145 | 11405923:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 22.06% | 35.75% |
| Worst Week | -10.28% | -29.64% |
| Best Month | 24.7% | 43.77% |
| Worst Month | -13.48% | -37.12% |
| Best Year | 78.95% | 155.54% |
| Worst Year | -6.96% | -60.27% |
| Avg. Up Day | 0.87% | 0.88% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.8% | 5.86% |
| Avg. Down Week | -2.78% | -4.26% |
| Avg. Up Month | 9.23% | 14.5% |
| Avg. Down Month | -4.94% | -11.98% |
| Win Days % | 51.31% | 51.3% |
| Win Month % | 52.5% | 61.9% |
| Win Week % | 52.38% | 51.37% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 50.0% | 75.0% |