| Metric | 11398960:btcusd:triple_med_gx:lsma60_125 | 11398960:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 79.29% | 183.29% |
| Max Drawdown | -45.55% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.53 | 0.62 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 19.09 | 3.94 |
| Outlier Loss Ratio | 4.04 | 3.97 |
| Volatility (ann.) | 15.99% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.42 | 0.54 |
| Skew | 0.81 | 0.2 |
| Kurtosis | 30.73 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.43% | 2.57% |
| Expected Yearly % | 15.72% | 29.73% |
| Kelly Criterion | 3.47% | 5.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11398960:BTCUSD | 11398960:btcusd:triple_med_gx:lsma60_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -27.87 | 0.49 | + |
| 2023 | 155.54 | 44.33 | 0.29 | - |
| 2024 | 121.00 | 45.68 | 0.38 | - |
| 2025 | 16.76 | 18.21 | 1.09 | + |
| Metric | 11398960:btcusd:triple_med_gx:lsma60_125 | 11398960:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 20.37% | 31.46% |
| 6M | 17.57% | 12.77% |
| YTD | 18.21% | 16.76% |
| 1Y | 24.51% | 56.84% |
| 3Y (ann.) | 20.35% | 55.31% |
| 5Y (ann.) | 18.98% | 36.34% |
| Metric | 11398960:btcusd:triple_med_gx:lsma60_125 | 11398960:BTCUSD |
|---|---|---|
| Max Drawdown | -45.55% | -67.18% |
| Longest DD Days | 754.0 | 683.0 |
| Avg. Drawdown | -4.27% | -6.73% |
| Avg. Drawdown Days | 34.0 | 34.0 |
| Recovery Factor | 1.74 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-03-25 | -45.55 | 754 |
| 2024-06-10 | 2024-11-06 | -23.61 | 148 |
| 2025-03-06 | 2025-05-08 | -12.99 | 63 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-03-05 | -10.38 | 89 |
| 2025-05-23 | 2025-06-09 | -6.70 | 17 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-05-03 | -4.50 | 10 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-12-01 | 2024-12-04 | -2.89 | 3 |
| Metric | 11398960:btcusd:triple_med_gx:lsma60_125 | 11398960:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -28.31% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -24.1% | -37.12% |
| Best Year | 45.68% | 155.54% |
| Worst Year | -27.87% | -57.04% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.89% | -0.9% |
| Avg. Up Week | 4.55% | 6.34% |
| Avg. Down Week | -3.33% | -4.48% |
| Avg. Up Month | 6.23% | 12.53% |
| Avg. Down Month | -5.39% | -10.83% |
| Win Days % | 50.16% | 51.3% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 52.83% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |