| Metric | 11397247:btcusd:triple_med_gx:lsma25_120 | 11397247:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 29.9% | 187.39% |
| Max Drawdown | -39.86% | -67.18% |
| Sharpe | 0.2 | 0.43 |
| Sortino | 0.3 | 0.62 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 21.32 | 3.86 |
| Outlier Loss Ratio | 4.01 | 3.94 |
| Volatility (ann.) | 15.37% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.2 | 0.55 |
| Skew | 0.68 | 0.2 |
| Kurtosis | 33.5 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.62% | 2.55% |
| Expected Yearly % | 6.76% | 30.2% |
| Kelly Criterion | 1.16% | 4.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11397247:BTCUSD | 11397247:btcusd:triple_med_gx:lsma25_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -26.04 | 0.46 | + |
| 2023 | 155.54 | 42.45 | 0.27 | - |
| 2024 | 121.00 | 10.99 | 0.09 | - |
| 2025 | 16.76 | 11.08 | 0.66 | - |
| Metric | 11397247:btcusd:triple_med_gx:lsma25_120 | 11397247:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 22.78% | 31.46% |
| 6M | 10.12% | 12.77% |
| YTD | 11.08% | 16.76% |
| 1Y | -4.01% | 56.84% |
| 3Y (ann.) | 5.87% | 55.31% |
| 5Y (ann.) | 8.09% | 36.89% |
| Metric | 11397247:btcusd:triple_med_gx:lsma25_120 | 11397247:BTCUSD |
|---|---|---|
| Max Drawdown | -39.86% | -67.18% |
| Longest DD Days | 596.0 | 683.0 |
| Avg. Drawdown | -6.88% | -6.61% |
| Avg. Drawdown Days | 56.0 | 33.0 |
| Recovery Factor | 0.75 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-01-02 | -39.86 | 596 |
| 2024-05-30 | 2025-06-11 | -29.56 | 376 |
| 2022-04-10 | 2022-05-15 | -14.14 | 35 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-01-17 | 2024-03-20 | -10.20 | 63 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-04-07 | 2024-04-19 | -4.88 | 12 |
| 2024-04-21 | 2024-05-03 | -4.87 | 12 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| Metric | 11397247:btcusd:triple_med_gx:lsma25_120 | 11397247:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -28.42% | -29.64% |
| Best Month | 14.66% | 43.77% |
| Worst Month | -29.12% | -37.12% |
| Best Year | 42.45% | 155.54% |
| Worst Year | -26.04% | -56.42% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 4.0% | 6.07% |
| Avg. Down Week | -3.07% | -4.7% |
| Avg. Up Month | 5.65% | 12.35% |
| Avg. Down Month | -7.88% | -12.43% |
| Win Days % | 49.1% | 51.28% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 48.57% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |