| Metric | 11406539:btcusd:triple_med_gx:lsma95_145 | 11406539:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 79.2% | 196.26% |
| Max Drawdown | -27.3% | -67.18% |
| Sharpe | 0.54 | 0.44 |
| Sortino | 0.9 | 0.63 |
| Payoff Ratio | 1.23 | 1.22 |
| Profit Factor | 1.32 | 1.07 |
| Common Sense Ratio | inf | 1.07 |
| CPC Index | 0.82 | 0.67 |
| Tail Ratio | inf | 1.0 |
| Outlier Win Ratio | 52.39 | 3.3 |
| Outlier Loss Ratio | 3.34 | 3.1 |
| Volatility (ann.) | 8.66% | 26.03% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.68 | 0.56 |
| Skew | 3.77 | 0.18 |
| Kurtosis | 90.1 | 6.58 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.4% | 2.62% |
| Expected Yearly % | 15.7% | 31.19% |
| Kelly Criterion | 10.04% | 11.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -2.21% |
| Expected Shortfall (cVaR) | -0.73% | -2.21% |
| Year | 11406539:BTCUSD | 11406539:btcusd:triple_med_gx:lsma95_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 4.01 | -0.07 | + |
| 2023 | 155.54 | 27.21 | 0.17 | - |
| 2024 | 121.00 | 28.11 | 0.23 | - |
| 2025 | 27.10 | 5.72 | 0.21 | - |
| Metric | 11406539:btcusd:triple_med_gx:lsma95_145 | 11406539:BTCUSD |
|---|---|---|
| MTD | -0.2% | 10.71% |
| 3M | 1.61% | 41.88% |
| 6M | 5.72% | 22.91% |
| YTD | 5.72% | 27.1% |
| 1Y | 38.05% | 82.29% |
| 3Y (ann.) | 22.92% | 77.48% |
| 5Y (ann.) | 18.67% | 37.53% |
| Metric | 11406539:btcusd:triple_med_gx:lsma95_145 | 11406539:BTCUSD |
|---|---|---|
| Max Drawdown | -27.3% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -3.45% | -6.96% |
| Avg. Drawdown Days | 44.0 | 36.0 |
| Recovery Factor | 2.9 | 2.92 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-11 | -27.30 | 405 |
| 2024-03-21 | 2024-08-08 | -11.06 | 140 |
| 2024-09-14 | 2024-10-14 | -7.07 | 30 |
| 2023-07-14 | 2023-11-15 | -6.01 | 124 |
| 2023-11-16 | 2024-03-20 | -5.97 | 125 |
| 2024-12-05 | 2025-04-11 | -5.45 | 127 |
| 2025-05-23 | 2025-07-17 | -4.57 | 55 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-15 | 2025-05-21 | -2.59 | 36 |
| 2024-08-09 | 2024-09-09 | -2.43 | 31 |
| Metric | 11406539:btcusd:triple_med_gx:lsma95_145 | 11406539:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 12.44% | 35.75% |
| Worst Week | -5.87% | -29.64% |
| Best Month | 12.03% | 43.77% |
| Worst Month | -8.8% | -37.12% |
| Best Year | 28.11% | 155.54% |
| Worst Year | 4.01% | -58.73% |
| Avg. Up Day | 1.04% | 1.05% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 4.4% | 7.45% |
| Avg. Down Week | -1.99% | -5.65% |
| Avg. Up Month | 6.42% | 10.91% |
| Avg. Down Month | -2.93% | -10.82% |
| Win Days % | 50.4% | 51.32% |
| Win Month % | 64.29% | 61.9% |
| Win Week % | 54.55% | 51.1% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 100.0% | 75.0% |