| Metric | 11397263:btcusd:triple_med_gx:lsma95_120 | 11397263:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 55.31% | 187.39% |
| Max Drawdown | -38.16% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.41 | 0.62 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.17 | 1.06 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 15.94 | 4.07 |
| Outlier Loss Ratio | 4.24 | 4.09 |
| Volatility (ann.) | 17.04% | 26.35% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.37 | 0.55 |
| Skew | 0.69 | 0.2 |
| Kurtosis | 23.44 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.05% | 2.55% |
| Expected Yearly % | 11.64% | 30.2% |
| Kelly Criterion | 2.15% | 3.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.24% |
| Expected Shortfall (cVaR) | -1.45% | -2.24% |
| Year | 11397263:BTCUSD | 11397263:btcusd:triple_med_gx:lsma95_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -16.92 | 0.30 | + |
| 2023 | 155.54 | 43.80 | 0.28 | - |
| 2024 | 121.00 | 29.96 | 0.25 | - |
| 2025 | 16.76 | 0.04 | 0.00 | - |
| Metric | 11397263:btcusd:triple_med_gx:lsma95_120 | 11397263:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 14.52% | 31.46% |
| 6M | 3.6% | 12.77% |
| YTD | 0.04% | 16.76% |
| 1Y | 6.76% | 56.84% |
| 3Y (ann.) | 16.71% | 55.31% |
| 5Y (ann.) | 13.99% | 36.89% |
| Metric | 11397263:btcusd:triple_med_gx:lsma95_120 | 11397263:BTCUSD |
|---|---|---|
| Max Drawdown | -38.16% | -67.18% |
| Longest DD Days | 497.0 | 683.0 |
| Avg. Drawdown | -6.67% | -6.61% |
| Avg. Drawdown Days | 44.0 | 33.0 |
| Recovery Factor | 1.45 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-12 | -38.16 | 497 |
| 2024-05-16 | 2024-12-04 | -28.08 | 202 |
| 2025-01-07 | 2025-06-11 | -24.61 | 155 |
| 2023-07-14 | 2023-12-04 | -11.70 | 143 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-04-01 | 2024-05-03 | -10.64 | 32 |
| 2023-12-22 | 2024-01-29 | -9.67 | 38 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-16 | 2025-01-06 | -7.45 | 20 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11397263:btcusd:triple_med_gx:lsma95_120 | 11397263:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.57% | 35.75% |
| Worst Week | -15.26% | -29.64% |
| Best Month | 15.71% | 43.77% |
| Worst Month | -16.87% | -37.12% |
| Best Year | 43.8% | 155.54% |
| Worst Year | -16.92% | -56.42% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 3.91% | 6.18% |
| Avg. Down Week | -3.19% | -4.3% |
| Avg. Up Month | 6.45% | 13.92% |
| Avg. Down Month | -5.83% | -11.73% |
| Win Days % | 50.18% | 51.28% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 51.28% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |