| Metric | 11397197:btcusd:triple_med_gx:lsma55_120 | 11397197:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 103.88% | 187.39% |
| Max Drawdown | -32.86% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.63 | 0.62 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 19.29 | 4.03 |
| Outlier Loss Ratio | 4.05 | 3.92 |
| Volatility (ann.) | 15.97% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.72 | 0.55 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 30.45 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.71% | 2.55% |
| Expected Yearly % | 19.49% | 30.2% |
| Kelly Criterion | 4.42% | 5.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11397197:BTCUSD | 11397197:btcusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -14.64 | 0.26 | + |
| 2023 | 155.54 | 35.13 | 0.23 | - |
| 2024 | 121.00 | 36.39 | 0.30 | - |
| 2025 | 16.76 | 29.58 | 1.76 | + |
| Metric | 11397197:btcusd:triple_med_gx:lsma55_120 | 11397197:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 30.57% | 31.46% |
| 6M | 33.89% | 12.77% |
| YTD | 29.58% | 16.76% |
| 1Y | 38.5% | 56.84% |
| 3Y (ann.) | 24.55% | 55.31% |
| 5Y (ann.) | 23.6% | 36.89% |
| Metric | 11397197:btcusd:triple_med_gx:lsma55_120 | 11397197:BTCUSD |
|---|---|---|
| Max Drawdown | -32.86% | -67.18% |
| Longest DD Days | 553.0 | 683.0 |
| Avg. Drawdown | -3.96% | -6.61% |
| Avg. Drawdown Days | 25.0 | 33.0 |
| Recovery Factor | 3.16 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-10-16 | -32.86 | 553 |
| 2024-05-30 | 2024-12-04 | -29.46 | 188 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2025-02-06 | 2025-04-12 | -11.50 | 65 |
| 2024-01-02 | 2024-03-20 | -10.93 | 78 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-11-16 | 2023-12-20 | -5.85 | 34 |
| 2023-12-22 | 2024-01-02 | -5.33 | 10 |
| Metric | 11397197:btcusd:triple_med_gx:lsma55_120 | 11397197:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -16.66% | -29.64% |
| Best Month | 15.1% | 43.77% |
| Worst Month | -13.64% | -37.12% |
| Best Year | 36.39% | 155.54% |
| Worst Year | -14.64% | -56.42% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.21% | 6.37% |
| Avg. Down Week | -2.98% | -4.33% |
| Avg. Up Month | 6.78% | 13.18% |
| Avg. Down Month | -5.85% | -11.67% |
| Win Days % | 49.75% | 51.28% |
| Win Month % | 64.1% | 61.9% |
| Win Week % | 54.08% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |