| Metric | 11397148:btcusd:triple_med_gx:lsma85_120 | 11397148:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 89.57% | 187.39% |
| Max Drawdown | -36.75% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.55 | 0.62 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 16.72 | 4.09 |
| Outlier Loss Ratio | 4.11 | 4.02 |
| Volatility (ann.) | 17.14% | 26.35% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.57 | 0.55 |
| Skew | 1.19 | 0.2 |
| Kurtosis | 26.95 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.53% | 2.55% |
| Expected Yearly % | 17.34% | 30.2% |
| Kelly Criterion | 3.47% | 3.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -2.24% |
| Expected Shortfall (cVaR) | -1.46% | -2.24% |
| Year | 11397148:BTCUSD | 11397148:btcusd:triple_med_gx:lsma85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 9.20 | -0.16 | + |
| 2023 | 155.54 | 36.31 | 0.23 | - |
| 2024 | 121.00 | 9.82 | 0.08 | - |
| 2025 | 16.76 | 15.97 | 0.95 | - |
| Metric | 11397148:btcusd:triple_med_gx:lsma85_120 | 11397148:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.1% | 31.46% |
| 6M | 17.63% | 12.77% |
| YTD | 15.97% | 16.76% |
| 1Y | 27.88% | 56.84% |
| 3Y (ann.) | 18.12% | 55.31% |
| 5Y (ann.) | 20.96% | 36.89% |
| Metric | 11397148:btcusd:triple_med_gx:lsma85_120 | 11397148:BTCUSD |
|---|---|---|
| Max Drawdown | -36.75% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -7.13% | -6.61% |
| Avg. Drawdown Days | 53.0 | 33.0 |
| Recovery Factor | 2.44 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-01-06 | -36.75 | 280 |
| 2022-03-02 | 2023-03-14 | -27.03 | 377 |
| 2023-07-14 | 2024-03-20 | -17.12 | 250 |
| 2025-03-03 | 2025-06-11 | -16.84 | 100 |
| 2022-02-20 | 2022-02-27 | -12.09 | 7 |
| 2023-04-26 | 2023-06-19 | -6.80 | 54 |
| 2023-04-05 | 2023-04-10 | -6.78 | 5 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-02-06 | 2025-03-02 | -3.26 | 24 |
| Metric | 11397148:btcusd:triple_med_gx:lsma85_120 | 11397148:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -9.68% | -29.64% |
| Best Month | 23.21% | 43.77% |
| Worst Month | -14.09% | -37.12% |
| Best Year | 36.31% | 155.54% |
| Worst Year | 9.2% | -56.42% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.7% | 6.72% |
| Avg. Down Week | -2.58% | -4.15% |
| Avg. Up Month | 6.9% | 12.12% |
| Avg. Down Month | -4.9% | -11.4% |
| Win Days % | 50.24% | 51.28% |
| Win Month % | 57.5% | 61.9% |
| Win Week % | 44.44% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |