| Metric | 11398912:btcusd:triple_med_gx:lsma95_125 | 11398912:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 63.78% | 183.29% |
| Max Drawdown | -40.49% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.45 | 0.62 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 16.62 | 4.07 |
| Outlier Loss Ratio | 4.2 | 4.04 |
| Volatility (ann.) | 16.74% | 26.34% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.39 | 0.54 |
| Skew | 0.68 | 0.2 |
| Kurtosis | 24.76 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.21% | 2.57% |
| Expected Yearly % | 13.13% | 29.73% |
| Kelly Criterion | 2.7% | 3.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.24% |
| Expected Shortfall (cVaR) | -1.43% | -2.24% |
| Year | 11398912:BTCUSD | 11398912:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -21.77 | 0.38 | + |
| 2023 | 155.54 | 42.29 | 0.27 | - |
| 2024 | 121.00 | 29.97 | 0.25 | - |
| 2025 | 16.76 | 13.21 | 0.79 | - |
| Metric | 11398912:btcusd:triple_med_gx:lsma95_125 | 11398912:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 18.55% | 31.46% |
| 6M | 18.14% | 12.77% |
| YTD | 13.21% | 16.76% |
| 1Y | 24.62% | 56.84% |
| 3Y (ann.) | 20.74% | 55.31% |
| 5Y (ann.) | 15.82% | 36.34% |
| Metric | 11398912:btcusd:triple_med_gx:lsma95_125 | 11398912:BTCUSD |
|---|---|---|
| Max Drawdown | -40.49% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -6.33% | -6.73% |
| Avg. Drawdown Days | 41.0 | 34.0 |
| Recovery Factor | 1.58 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -40.49 | 498 |
| 2024-05-16 | 2024-11-10 | -26.82 | 177 |
| 2025-01-07 | 2025-05-18 | -17.59 | 131 |
| 2023-07-14 | 2024-01-29 | -15.22 | 199 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-01 | 2024-05-03 | -10.64 | 32 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-01-31 | 2024-03-25 | -7.84 | 53 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-05-19 | 2025-06-09 | -4.92 | 21 |
| Metric | 11398912:btcusd:triple_med_gx:lsma95_125 | 11398912:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.57% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.52% | 43.77% |
| Worst Month | -19.7% | -37.12% |
| Best Year | 42.29% | 155.54% |
| Worst Year | -21.77% | -57.04% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.15% | 6.09% |
| Avg. Down Week | -3.24% | -4.12% |
| Avg. Up Month | 7.15% | 14.56% |
| Avg. Down Month | -5.15% | -12.0% |
| Win Days % | 50.21% | 51.3% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 51.79% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |