| Metric | 11398798:btcusd:triple_med_gx:lsma75_125 | 11398798:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 79.88% | 183.29% |
| Max Drawdown | -31.03% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.53 | 0.62 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 18.73 | 4.04 |
| Outlier Loss Ratio | 4.08 | 3.98 |
| Volatility (ann.) | 16.37% | 26.34% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.62 | 0.54 |
| Skew | 1.18 | 0.2 |
| Kurtosis | 30.87 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.44% | 2.57% |
| Expected Yearly % | 15.81% | 29.73% |
| Kelly Criterion | 3.45% | 5.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.24% |
| Expected Shortfall (cVaR) | -1.39% | -2.24% |
| Year | 11398798:BTCUSD | 11398798:btcusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -4.36 | 0.08 | + |
| 2023 | 155.54 | 32.54 | 0.21 | - |
| 2024 | 121.00 | 18.91 | 0.16 | - |
| 2025 | 16.76 | 19.34 | 1.15 | + |
| Metric | 11398798:btcusd:triple_med_gx:lsma75_125 | 11398798:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 20.59% | 31.46% |
| 6M | 21.69% | 12.77% |
| YTD | 19.34% | 16.76% |
| 1Y | 27.31% | 56.84% |
| 3Y (ann.) | 19.49% | 55.31% |
| 5Y (ann.) | 19.1% | 36.34% |
| Metric | 11398798:btcusd:triple_med_gx:lsma75_125 | 11398798:BTCUSD |
|---|---|---|
| Max Drawdown | -31.03% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -5.06% | -6.73% |
| Avg. Drawdown Days | 33.0 | 34.0 |
| Recovery Factor | 2.57 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2024-12-05 | -31.03 | 226 |
| 2022-04-10 | 2023-04-26 | -30.80 | 380 |
| 2025-03-03 | 2025-05-08 | -16.84 | 66 |
| 2023-07-14 | 2024-03-20 | -14.37 | 250 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2023-05-23 | 2023-06-19 | -6.72 | 27 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-04-26 | 2023-05-23 | -5.79 | 26 |
| Metric | 11398798:btcusd:triple_med_gx:lsma75_125 | 11398798:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -11.37% | -29.64% |
| Best Month | 14.74% | 43.77% |
| Worst Month | -13.99% | -37.12% |
| Best Year | 32.54% | 155.54% |
| Worst Year | -4.36% | -57.04% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.28% | 5.96% |
| Avg. Down Week | -2.73% | -4.34% |
| Avg. Up Month | 6.0% | 13.46% |
| Avg. Down Month | -4.23% | -13.22% |
| Win Days % | 49.85% | 51.3% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 51.52% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |