| Metric | 11397092:btcusd:triple_med_gx:lsma85_120 | 11397092:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 44.99% | 187.39% |
| Max Drawdown | -39.66% | -67.18% |
| Sharpe | 0.25 | 0.43 |
| Sortino | 0.37 | 0.62 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.17 | 1.06 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 16.78 | 4.09 |
| Outlier Loss Ratio | 4.11 | 4.09 |
| Volatility (ann.) | 17.28% | 26.35% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.29 | 0.55 |
| Skew | 0.91 | 0.2 |
| Kurtosis | 26.28 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.89% | 2.55% |
| Expected Yearly % | 9.73% | 30.2% |
| Kelly Criterion | 1.59% | 3.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.24% |
| Expected Shortfall (cVaR) | -1.48% | -2.24% |
| Year | 11397092:BTCUSD | 11397092:btcusd:triple_med_gx:lsma85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -14.81 | 0.26 | + |
| 2023 | 155.54 | 36.39 | 0.23 | - |
| 2024 | 121.00 | 15.50 | 0.13 | - |
| 2025 | 16.76 | 8.04 | 0.48 | - |
| Metric | 11397092:btcusd:triple_med_gx:lsma85_120 | 11397092:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 6.4% | 31.46% |
| 6M | 10.73% | 12.77% |
| YTD | 8.04% | 16.76% |
| 1Y | 13.92% | 56.84% |
| 3Y (ann.) | 15.14% | 55.31% |
| 5Y (ann.) | 11.69% | 36.89% |
| Metric | 11397092:btcusd:triple_med_gx:lsma85_120 | 11397092:BTCUSD |
|---|---|---|
| Max Drawdown | -39.66% | -67.18% |
| Longest DD Days | 419.0 | 683.0 |
| Avg. Drawdown | -9.2% | -6.61% |
| Avg. Drawdown Days | 63.0 | 33.0 |
| Recovery Factor | 1.13 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-25 | -39.66 | 419 |
| 2024-04-01 | 2024-12-05 | -33.95 | 248 |
| 2025-03-03 | 2025-06-11 | -20.10 | 100 |
| 2022-02-19 | 2022-02-28 | -13.75 | 8 |
| 2023-05-18 | 2023-07-13 | -11.52 | 56 |
| 2023-07-14 | 2024-03-19 | -11.23 | 249 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-04-26 | 2023-05-17 | -5.79 | 21 |
| Metric | 11397092:btcusd:triple_med_gx:lsma85_120 | 11397092:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 14.53% | 43.77% |
| Worst Month | -17.05% | -37.12% |
| Best Year | 36.39% | 155.54% |
| Worst Year | -14.81% | -56.42% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 4.18% | 6.33% |
| Avg. Down Week | -3.09% | -4.26% |
| Avg. Up Month | 5.28% | 12.96% |
| Avg. Down Month | -5.96% | -12.22% |
| Win Days % | 49.81% | 51.28% |
| Win Month % | 62.5% | 61.9% |
| Win Week % | 50.46% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |