| Metric | 11398854:btcusd:triple_med_gx:lsma80_125 | 11398854:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 57.16% | 183.29% |
| Max Drawdown | -33.12% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.43 | 0.62 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 18.11 | 4.0 |
| Outlier Loss Ratio | 4.09 | 4.0 |
| Volatility (ann.) | 16.37% | 26.34% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.44 | 0.54 |
| Skew | 0.91 | 0.2 |
| Kurtosis | 28.27 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.11% | 2.57% |
| Expected Yearly % | 11.97% | 29.73% |
| Kelly Criterion | 2.42% | 3.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.24% |
| Expected Shortfall (cVaR) | -1.4% | -2.24% |
| Year | 11398854:BTCUSD | 11398854:btcusd:triple_med_gx:lsma80_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -15.80 | 0.28 | + |
| 2023 | 155.54 | 48.46 | 0.31 | - |
| 2024 | 121.00 | 16.00 | 0.13 | - |
| 2025 | 16.76 | 8.39 | 0.50 | - |
| Metric | 11398854:btcusd:triple_med_gx:lsma80_125 | 11398854:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 20.28% | 31.46% |
| 6M | 12.41% | 12.77% |
| YTD | 8.39% | 16.76% |
| 1Y | 18.31% | 56.84% |
| 3Y (ann.) | 16.62% | 55.31% |
| 5Y (ann.) | 14.41% | 36.34% |
| Metric | 11398854:btcusd:triple_med_gx:lsma80_125 | 11398854:BTCUSD |
|---|---|---|
| Max Drawdown | -33.12% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -6.57% | -6.73% |
| Avg. Drawdown Days | 43.0 | 34.0 |
| Recovery Factor | 1.73 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -33.12 | 420 |
| 2024-04-23 | 2024-12-05 | -29.70 | 226 |
| 2025-01-06 | 2025-06-09 | -20.12 | 154 |
| 2023-12-22 | 2024-03-20 | -13.45 | 89 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2023-07-14 | 2023-12-20 | -10.53 | 159 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2023-05-23 | 2023-06-19 | -6.59 | 27 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11398854:btcusd:triple_med_gx:lsma80_125 | 11398854:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 13.02% | 43.77% |
| Worst Month | -12.79% | -37.12% |
| Best Year | 48.46% | 155.54% |
| Worst Year | -15.8% | -57.04% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.53% | 6.39% |
| Avg. Down Week | -2.86% | -4.27% |
| Avg. Up Month | 6.19% | 12.82% |
| Avg. Down Month | -5.63% | -13.32% |
| Win Days % | 49.79% | 51.3% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 49.02% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |