| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 55.46% | 126.11% |
| Max Drawdown | -15.43% | -59.03% |
| Sharpe | 2.54 | 2.04 |
| Sortino | 5.04 | 3.45 |
| Payoff Ratio | 3.11 | 0.78 |
| Profit Factor | 1.63 | 1.43 |
| Common Sense Ratio | 2.73 | 2.51 |
| CPC Index | 1.41 | 0.57 |
| Tail Ratio | 1.68 | 1.75 |
| Outlier Win Ratio | 6.33 | 3.35 |
| Outlier Loss Ratio | 14.25 | 2.48 |
| Volatility (ann.) | 45.81% | 152.75% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.98 | 0.5 |
| Skew | 1.29 | 0.65 |
| Kurtosis | 4.37 | 7.61 |
| Expected Daily % | 0.29% | 0.54% |
| Expected Monthly % | 1.14% | 2.11% |
| Expected Yearly % | 11.66% | 22.63% |
| Kelly Criterion | 4.6% | -11.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.63% | -12.3% |
| Expected Shortfall (cVaR) | -3.63% | -12.3% |
| Year | 11420815:BTCUSD | 11420815:btcusd:triple_med_gx:lsma55_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.80 | 16.93 | -0.31 | + |
| 2023 | 158.15 | 3.96 | 0.03 | - |
| 2024 | 115.87 | 19.53 | 0.17 | - |
| 2025 | -10.24 | 6.99 | -0.68 | + |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| MTD | 5.89% | -13.68% |
| 3M | 7.99% | -15.58% |
| 6M | 14.02% | 53.4% |
| YTD | 6.99% | -10.24% |
| 1Y | 26.0% | 17.97% |
| 3Y (ann.) | 14.28% | 28.52% |
| 5Y (ann.) | 15.12% | 29.73% |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Max Drawdown | -15.43% | -59.03% |
| Longest DD Days | 578.0 | 612.0 |
| Avg. Drawdown | -2.55% | -18.19% |
| Avg. Drawdown Days | 57.0 | 145.0 |
| Recovery Factor | 3.59 | 2.14 |
| Ulcer Index | 1.0 | 1.33 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-25 | 2024-03-26 | -15.43 | 578 |
| 2024-09-05 | 2024-12-07 | -5.74 | 93 |
| 2024-04-08 | 2024-07-01 | -5.22 | 83 |
| 2022-07-31 | 2022-08-12 | -4.14 | 12 |
| 2024-12-27 | 2025-03-05 | -3.67 | 68 |
| 2022-05-05 | 2022-05-31 | -3.31 | 26 |
| 2024-07-11 | 2024-08-24 | -1.33 | 43 |
| 2025-03-16 | 2025-03-17 | -0.58 | 1 |
| 2022-02-26 | 2022-02-27 | -0.18 | 0 |
| 2022-06-20 | 2022-06-22 | -0.18 | 1 |
| Metric | 11420815:btcusd:triple_med_gx:lsma55_80 | 11420815:BTCUSD |
|---|---|---|
| Best Day | 10.08% | 36.9% |
| Worst Day | -7.29% | -37.89% |
| Best Week | 9.88% | 36.9% |
| Worst Week | -7.29% | -36.6% |
| Best Month | 14.0% | 54.15% |
| Worst Month | -7.21% | -36.6% |
| Best Year | 19.53% | 158.15% |
| Worst Year | 3.96% | -54.8% |
| Avg. Up Day | 3.0% | 3.18% |
| Avg. Down Day | -0.96% | -4.08% |
| Avg. Up Week | 2.83% | 8.09% |
| Avg. Down Week | -1.57% | -4.15% |
| Avg. Up Month | 4.56% | 12.59% |
| Avg. Down Month | -2.85% | -7.04% |
| Win Days % | 27.81% | 50.99% |
| Win Month % | 56.41% | 56.41% |
| Win Week % | 46.34% | 46.34% |
| Win Quarter % | 76.92% | 61.54% |
| Win Year % | 100.0% | 50.0% |