| Metric | 11398749:btcusd:triple_med_gx:lsma95_125 | 11398749:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 80.08% | 183.29% |
| Max Drawdown | -41.13% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.51 | 0.62 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 15.99 | 4.1 |
| Outlier Loss Ratio | 4.25 | 4.09 |
| Volatility (ann.) | 17.36% | 26.34% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.47 | 0.54 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 25.8 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.45% | 2.57% |
| Expected Yearly % | 15.84% | 29.73% |
| Kelly Criterion | 2.64% | 5.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.24% |
| Expected Shortfall (cVaR) | -1.48% | -2.24% |
| Year | 11398749:BTCUSD | 11398749:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 0.74 | -0.01 | + |
| 2023 | 155.54 | 47.95 | 0.31 | - |
| 2024 | 121.00 | 5.09 | 0.04 | - |
| 2025 | 16.76 | 14.97 | 0.89 | - |
| Metric | 11398749:btcusd:triple_med_gx:lsma95_125 | 11398749:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.49% | 31.46% |
| 6M | 21.77% | 12.77% |
| YTD | 14.97% | 16.76% |
| 1Y | 23.67% | 56.84% |
| 3Y (ann.) | 13.31% | 55.31% |
| 5Y (ann.) | 19.14% | 36.34% |
| Metric | 11398749:btcusd:triple_med_gx:lsma95_125 | 11398749:BTCUSD |
|---|---|---|
| Max Drawdown | -41.13% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -6.34% | -6.73% |
| Avg. Drawdown Days | 45.0 | 34.0 |
| Recovery Factor | 1.95 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-03-02 | -41.13 | 335 |
| 2022-04-10 | 2023-04-26 | -30.76 | 380 |
| 2025-03-03 | 2025-06-09 | -16.84 | 98 |
| 2023-07-14 | 2024-03-04 | -15.70 | 234 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-04-26 | 2023-06-10 | -5.79 | 44 |
| 2022-03-02 | 2022-03-24 | -5.50 | 22 |
| 2024-03-19 | 2024-03-20 | -5.40 | 1 |
| 2023-06-13 | 2023-06-16 | -4.64 | 3 |
| Metric | 11398749:btcusd:triple_med_gx:lsma95_125 | 11398749:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 25.94% | 43.77% |
| Worst Month | -15.26% | -37.12% |
| Best Year | 47.95% | 155.54% |
| Worst Year | 0.74% | -57.04% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.56% | 5.69% |
| Avg. Down Week | -3.18% | -4.29% |
| Avg. Up Month | 7.52% | 14.46% |
| Avg. Down Month | -4.66% | -12.0% |
| Win Days % | 49.66% | 51.3% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |