| Metric | 11430251:btcusd:triple_med_gx:lsma95_110 | 11430251:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 136.6% | 140.15% |
| Max Drawdown | -34.15% | -67.18% |
| Sharpe | 0.46 | 0.39 |
| Sortino | 0.7 | 0.57 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.27 | 1.04 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.13 | 0.98 |
| Outlier Win Ratio | 14.37 | 4.26 |
| Outlier Loss Ratio | 4.27 | 4.14 |
| Volatility (ann.) | 18.51% | 26.66% |
| R^2 | 0.48 | 0.48 |
| Calmar | 0.92 | 0.48 |
| Skew | 1.0 | 0.18 |
| Kurtosis | 21.38 | 6.27 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.23% | 2.27% |
| Expected Yearly % | 24.02% | 24.49% |
| Kelly Criterion | 4.14% | 4.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.57% | -2.27% |
| Expected Shortfall (cVaR) | -1.57% | -2.27% |
| Year | 11430251:BTCUSD | 11430251:btcusd:triple_med_gx:lsma95_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | 2.97 | -0.05 | + |
| 2023 | 155.54 | 74.94 | 0.48 | - |
| 2024 | 121.00 | 27.05 | 0.22 | - |
| 2025 | -6.21 | 3.38 | -0.54 | + |
| Metric | 11430251:btcusd:triple_med_gx:lsma95_110 | 11430251:BTCUSD |
|---|---|---|
| MTD | -0.14% | 3.86% |
| 3M | 1.84% | -7.61% |
| 6M | 32.61% | 38.23% |
| YTD | 3.38% | -6.21% |
| 1Y | 8.9% | 25.27% |
| 3Y (ann.) | 27.14% | 25.44% |
| 5Y (ann.) | 31.37% | 31.99% |
| Metric | 11430251:btcusd:triple_med_gx:lsma95_110 | 11430251:BTCUSD |
|---|---|---|
| Max Drawdown | -34.15% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -5.72% | -6.16% |
| Avg. Drawdown Days | 30.0 | 30.0 |
| Recovery Factor | 4.0 | 2.09 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-12-04 | -34.15 | 247 |
| 2022-03-02 | 2023-03-13 | -32.49 | 376 |
| 2025-03-03 | 2025-03-26 | -16.84 | 23 |
| 2022-02-05 | 2022-02-28 | -14.04 | 23 |
| 2023-07-14 | 2023-11-09 | -11.65 | 118 |
| 2023-03-14 | 2023-04-10 | -9.20 | 27 |
| 2023-12-22 | 2024-03-04 | -9.00 | 72 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11430251:btcusd:triple_med_gx:lsma95_110 | 11430251:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -9.95% | -29.64% |
| Best Month | 19.61% | 43.77% |
| Worst Month | -11.6% | -37.12% |
| Best Year | 74.94% | 155.54% |
| Worst Year | 2.97% | -54.66% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 5.38% | 6.58% |
| Avg. Down Week | -2.69% | -4.61% |
| Avg. Up Month | 7.87% | 14.3% |
| Avg. Down Month | -5.15% | -12.71% |
| Win Days % | 50.4% | 51.09% |
| Win Month % | 57.89% | 61.54% |
| Win Week % | 45.9% | 49.7% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |