| Metric | 11398850:btcusd:triple_med_gx:lsma60_125 | 11398850:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 58.14% | 183.29% |
| Max Drawdown | -35.97% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.44 | 0.62 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 19.85 | 3.99 |
| Outlier Loss Ratio | 4.03 | 3.95 |
| Volatility (ann.) | 15.9% | 26.34% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.41 | 0.54 |
| Skew | 1.02 | 0.2 |
| Kurtosis | 31.41 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.12% | 2.57% |
| Expected Yearly % | 12.14% | 29.73% |
| Kelly Criterion | 2.82% | 5.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11398850:BTCUSD | 11398850:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -20.54 | 0.36 | + |
| 2023 | 155.54 | 44.90 | 0.29 | - |
| 2024 | 121.00 | 19.64 | 0.16 | - |
| 2025 | 16.76 | 14.81 | 0.88 | - |
| Metric | 11398850:btcusd:triple_med_gx:lsma60_125 | 11398850:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 21.9% | 31.46% |
| 6M | 19.07% | 12.77% |
| YTD | 14.81% | 16.76% |
| 1Y | 22.09% | 56.84% |
| 3Y (ann.) | 15.19% | 55.31% |
| 5Y (ann.) | 14.62% | 36.34% |
| Metric | 11398850:btcusd:triple_med_gx:lsma60_125 | 11398850:BTCUSD |
|---|---|---|
| Max Drawdown | -35.97% | -67.18% |
| Longest DD Days | 593.0 | 683.0 |
| Avg. Drawdown | -5.29% | -6.73% |
| Avg. Drawdown Days | 37.0 | 34.0 |
| Recovery Factor | 1.62 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-10-16 | -35.97 | 593 |
| 2024-05-05 | 2024-12-05 | -26.95 | 213 |
| 2025-01-30 | 2025-05-21 | -15.77 | 111 |
| 2023-12-22 | 2024-03-25 | -13.54 | 94 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2024-03-29 | 2024-04-19 | -4.78 | 21 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| Metric | 11398850:btcusd:triple_med_gx:lsma60_125 | 11398850:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -19.89% | -29.64% |
| Best Month | 16.72% | 43.77% |
| Worst Month | -16.0% | -37.12% |
| Best Year | 44.9% | 155.54% |
| Worst Year | -20.54% | -57.04% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.26% | 6.12% |
| Avg. Down Week | -3.23% | -4.22% |
| Avg. Up Month | 6.0% | 11.96% |
| Avg. Down Month | -6.22% | -13.35% |
| Win Days % | 49.32% | 51.3% |
| Win Month % | 63.16% | 60.98% |
| Win Week % | 54.64% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |