| Metric | 11397143:btcusd:triple_med_gx:lsma55_120 | 11397143:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 89.99% | 187.39% |
| Max Drawdown | -27.92% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.58 | 0.62 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 19.67 | 4.03 |
| Outlier Loss Ratio | 4.01 | 3.92 |
| Volatility (ann.) | 16.09% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.75 | 0.55 |
| Skew | 1.45 | 0.2 |
| Kurtosis | 32.63 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.54% | 2.55% |
| Expected Yearly % | 17.4% | 30.2% |
| Kelly Criterion | 3.82% | 5.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.24% |
| Expected Shortfall (cVaR) | -1.37% | -2.24% |
| Year | 11397143:BTCUSD | 11397143:btcusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -3.48 | 0.06 | + |
| 2023 | 155.54 | 24.75 | 0.16 | - |
| 2024 | 121.00 | 27.16 | 0.22 | - |
| 2025 | 16.76 | 24.09 | 1.44 | + |
| Metric | 11397143:btcusd:triple_med_gx:lsma55_120 | 11397143:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 20.08% | 31.46% |
| 6M | 25.16% | 12.77% |
| YTD | 24.09% | 16.76% |
| 1Y | 29.22% | 56.84% |
| 3Y (ann.) | 20.24% | 55.31% |
| 5Y (ann.) | 21.04% | 36.89% |
| Metric | 11397143:btcusd:triple_med_gx:lsma55_120 | 11397143:BTCUSD |
|---|---|---|
| Max Drawdown | -27.92% | -67.18% |
| Longest DD Days | 336.0 | 683.0 |
| Avg. Drawdown | -5.62% | -6.61% |
| Avg. Drawdown Days | 39.0 | 33.0 |
| Recovery Factor | 3.22 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-12-05 | -27.92 | 188 |
| 2022-05-10 | 2023-04-11 | -25.68 | 336 |
| 2023-04-26 | 2024-01-01 | -12.21 | 250 |
| 2022-02-20 | 2022-02-27 | -12.09 | 7 |
| 2025-03-03 | 2025-05-06 | -11.36 | 64 |
| 2022-04-10 | 2022-05-10 | -9.69 | 29 |
| 2024-01-02 | 2024-03-20 | -9.31 | 77 |
| 2024-03-28 | 2024-04-22 | -8.07 | 24 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11397143:btcusd:triple_med_gx:lsma55_120 | 11397143:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -11.22% | -29.64% |
| Best Month | 13.96% | 43.77% |
| Worst Month | -10.82% | -37.12% |
| Best Year | 27.16% | 155.54% |
| Worst Year | -3.48% | -56.42% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.2% | 6.46% |
| Avg. Down Week | -2.18% | -4.48% |
| Avg. Up Month | 6.94% | 11.43% |
| Avg. Down Month | -3.62% | -13.39% |
| Win Days % | 49.58% | 51.28% |
| Win Month % | 52.63% | 61.9% |
| Win Week % | 43.88% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |