| Metric | 11398788:btcusd:triple_med_gx:lsma25_125 | 11398788:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 85.74% | 183.29% |
| Max Drawdown | -33.82% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.59 | 0.62 |
| Payoff Ratio | 1.1 | 1.07 |
| 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 | 22.22 | 3.94 |
| Outlier Loss Ratio | 3.99 | 3.91 |
| Volatility (ann.) | 15.19% | 26.34% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.6 | 0.54 |
| Skew | 1.5 | 0.2 |
| Kurtosis | 37.31 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.52% | 2.57% |
| Expected Yearly % | 16.74% | 29.73% |
| Kelly Criterion | 4.37% | 5.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.24% |
| Expected Shortfall (cVaR) | -1.29% | -2.24% |
| Year | 11398788:BTCUSD | 11398788:btcusd:triple_med_gx:lsma25_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -15.49 | 0.27 | + |
| 2023 | 155.54 | 26.67 | 0.17 | - |
| 2024 | 121.00 | 23.81 | 0.20 | - |
| 2025 | 16.76 | 40.13 | 2.39 | + |
| Metric | 11398788:btcusd:triple_med_gx:lsma25_125 | 11398788:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 27.61% | 31.46% |
| 6M | 44.33% | 12.77% |
| YTD | 40.13% | 16.76% |
| 1Y | 36.58% | 56.84% |
| 3Y (ann.) | 24.35% | 55.31% |
| 5Y (ann.) | 20.24% | 36.34% |
| Metric | 11398788:btcusd:triple_med_gx:lsma25_125 | 11398788:BTCUSD |
|---|---|---|
| Max Drawdown | -33.82% | -67.18% |
| Longest DD Days | 459.0 | 683.0 |
| Avg. Drawdown | -4.82% | -6.73% |
| Avg. Drawdown Days | 29.0 | 34.0 |
| Recovery Factor | 2.54 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-07-13 | -33.82 | 459 |
| 2024-05-04 | 2024-12-24 | -27.49 | 234 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-01-17 | 2024-03-20 | -11.21 | 63 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2023-07-14 | 2023-12-20 | -9.60 | 159 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-12-22 | 2024-01-02 | -5.85 | 10 |
| 2024-04-07 | 2024-04-19 | -4.88 | 12 |
| Metric | 11398788:btcusd:triple_med_gx:lsma25_125 | 11398788:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -14.66% | -29.64% |
| Best Month | 13.8% | 43.77% |
| Worst Month | -14.66% | -37.12% |
| Best Year | 40.13% | 155.54% |
| Worst Year | -15.49% | -57.04% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 3.84% | 5.89% |
| Avg. Down Week | -2.93% | -4.58% |
| Avg. Up Month | 4.96% | 12.05% |
| Avg. Down Month | -4.97% | -14.15% |
| Win Days % | 49.93% | 51.3% |
| Win Month % | 65.79% | 60.98% |
| Win Week % | 56.25% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |