| Metric | 11397200:btcusd:triple_med_gx:lsma70_120 | 11397200:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 66.54% | 187.39% |
| Max Drawdown | -33.61% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.47 | 0.62 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 19.02 | 4.03 |
| Outlier Loss Ratio | 4.08 | 3.98 |
| Volatility (ann.) | 16.16% | 26.35% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.49 | 0.55 |
| Skew | 0.97 | 0.2 |
| Kurtosis | 29.65 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.22% | 2.55% |
| Expected Yearly % | 13.6% | 30.2% |
| Kelly Criterion | 3.12% | 4.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11397200:BTCUSD | 11397200:btcusd:triple_med_gx:lsma70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -16.67 | 0.30 | + |
| 2023 | 155.54 | 48.06 | 0.31 | - |
| 2024 | 121.00 | 16.25 | 0.13 | - |
| 2025 | 16.76 | 16.12 | 0.96 | - |
| Metric | 11397200:btcusd:triple_med_gx:lsma70_120 | 11397200:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 25.73% | 31.46% |
| 6M | 18.32% | 12.77% |
| YTD | 16.12% | 16.76% |
| 1Y | 19.36% | 56.84% |
| 3Y (ann.) | 18.31% | 55.31% |
| 5Y (ann.) | 16.39% | 36.89% |
| Metric | 11397200:btcusd:triple_med_gx:lsma70_120 | 11397200:BTCUSD |
|---|---|---|
| Max Drawdown | -33.61% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -5.07% | -6.61% |
| Avg. Drawdown Days | 30.0 | 33.0 |
| Recovery Factor | 1.98 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -33.61 | 420 |
| 2024-04-23 | 2024-12-05 | -29.91 | 226 |
| 2025-02-06 | 2025-05-08 | -18.63 | 91 |
| 2023-12-22 | 2024-03-20 | -13.42 | 89 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-07-14 | 2023-11-10 | -9.57 | 119 |
| 2023-04-26 | 2023-06-20 | -8.03 | 54 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-02-06 | -6.93 | 42 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11397200:btcusd:triple_med_gx:lsma70_120 | 11397200:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 14.11% | 43.77% |
| Worst Month | -13.64% | -37.12% |
| Best Year | 48.06% | 155.54% |
| Worst Year | -16.67% | -56.42% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 5.0% | 6.52% |
| Avg. Down Week | -2.91% | -4.64% |
| Avg. Up Month | 6.37% | 13.77% |
| Avg. Down Month | -6.83% | -11.67% |
| Win Days % | 49.72% | 51.28% |
| Win Month % | 65.79% | 61.9% |
| Win Week % | 46.39% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |