| Metric | 11398803:btcusd:triple_med_gx:lsma95_125 | 11398803:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 112.76% | 183.29% |
| Max Drawdown | -35.13% | -67.18% |
| Sharpe | 0.41 | 0.43 |
| Sortino | 0.62 | 0.62 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 16.1 | 4.12 |
| Outlier Loss Ratio | 4.26 | 4.13 |
| Volatility (ann.) | 17.33% | 26.34% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.72 | 0.54 |
| Skew | 1.07 | 0.2 |
| Kurtosis | 25.71 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.86% | 2.57% |
| Expected Yearly % | 20.77% | 29.73% |
| Kelly Criterion | 4.09% | 5.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.24% |
| Expected Shortfall (cVaR) | -1.47% | -2.24% |
| Year | 11398803:BTCUSD | 11398803:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -4.56 | 0.08 | + |
| 2023 | 155.54 | 55.54 | 0.36 | - |
| 2024 | 121.00 | 30.31 | 0.25 | - |
| 2025 | 16.76 | 9.99 | 0.60 | - |
| Metric | 11398803:btcusd:triple_med_gx:lsma95_125 | 11398803:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 14.53% | 31.46% |
| 6M | 16.65% | 12.77% |
| YTD | 9.99% | 16.76% |
| 1Y | 25.92% | 56.84% |
| 3Y (ann.) | 25.7% | 55.31% |
| 5Y (ann.) | 25.2% | 36.34% |
| Metric | 11398803:btcusd:triple_med_gx:lsma95_125 | 11398803:BTCUSD |
|---|---|---|
| Max Drawdown | -35.13% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -5.18% | -6.73% |
| Avg. Drawdown Days | 31.0 | 34.0 |
| Recovery Factor | 3.21 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-04-26 | -35.13 | 380 |
| 2024-04-30 | 2024-11-07 | -29.56 | 191 |
| 2025-01-07 | 2025-06-09 | -17.13 | 153 |
| 2023-07-14 | 2023-12-20 | -14.12 | 159 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-12-22 | 2024-03-20 | -11.50 | 89 |
| 2022-03-02 | 2022-04-10 | -8.99 | 39 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| Metric | 11398803:btcusd:triple_med_gx:lsma95_125 | 11398803:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.19% | -29.64% |
| Best Month | 23.11% | 43.77% |
| Worst Month | -15.36% | -37.12% |
| Best Year | 55.54% | 155.54% |
| Worst Year | -4.56% | -57.04% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.54% | 5.88% |
| Avg. Down Week | -3.04% | -4.32% |
| Avg. Up Month | 7.49% | 13.6% |
| Avg. Down Month | -5.19% | -13.07% |
| Win Days % | 50.37% | 51.3% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 50.45% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |