| Metric | 11398974:btcusd:triple_med_gx:lsma115_125 | 11398974:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 132.29% | 208.37% |
| Max Drawdown | -46.82% | -67.18% |
| Sharpe | 0.43 | 0.44 |
| Sortino | 0.64 | 0.64 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 13.97 | 4.18 |
| Outlier Loss Ratio | 4.35 | 4.18 |
| Volatility (ann.) | 17.81% | 26.11% |
| R^2 | 0.46 | 0.46 |
| Calmar | 0.59 | 0.57 |
| Skew | 0.62 | 0.2 |
| Kurtosis | 20.51 | 6.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.03% | 2.72% |
| Expected Yearly % | 23.46% | 32.52% |
| Kelly Criterion | 3.69% | 5.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -2.22% |
| Expected Shortfall (cVaR) | -1.51% | -2.22% |
| Year | 11398974:BTCUSD | 11398974:btcusd:triple_med_gx:lsma115_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -17.05 | 0.30 | + |
| 2023 | 155.54 | 64.91 | 0.42 | - |
| 2024 | 121.00 | 40.18 | 0.33 | - |
| 2025 | 27.10 | 21.14 | 0.78 | - |
| Metric | 11398974:btcusd:triple_med_gx:lsma115_125 | 11398974:BTCUSD |
|---|---|---|
| MTD | 1.77% | 10.71% |
| 3M | 15.07% | 41.88% |
| 6M | 20.26% | 22.91% |
| YTD | 21.14% | 27.1% |
| 1Y | 54.74% | 82.29% |
| 3Y (ann.) | 44.58% | 77.48% |
| 5Y (ann.) | 27.6% | 38.5% |
| Metric | 11398974:btcusd:triple_med_gx:lsma115_125 | 11398974:BTCUSD |
|---|---|---|
| Max Drawdown | -46.82% | -67.18% |
| Longest DD Days | 545.0 | 683.0 |
| Avg. Drawdown | -4.75% | -6.54% |
| Avg. Drawdown Days | 26.0 | 33.0 |
| Recovery Factor | 2.83 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-08-29 | -46.82 | 545 |
| 2024-06-10 | 2024-10-18 | -29.21 | 129 |
| 2024-12-17 | 2025-05-18 | -21.81 | 151 |
| 2024-01-02 | 2024-03-25 | -15.92 | 83 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-08-29 | 2023-12-03 | -9.58 | 96 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-17 | -7.77 | 37 |
| 2025-05-30 | 2025-06-09 | -5.58 | 10 |
| Metric | 11398974:btcusd:triple_med_gx:lsma115_125 | 11398974:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 31.0% | 35.75% |
| Worst Week | -27.62% | -29.64% |
| Best Month | 25.44% | 43.77% |
| Worst Month | -25.76% | -37.12% |
| Best Year | 64.91% | 155.54% |
| Worst Year | -17.05% | -57.04% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.86% | -0.87% |
| Avg. Up Week | 4.72% | 6.57% |
| Avg. Down Week | -3.15% | -4.34% |
| Avg. Up Month | 8.03% | 14.95% |
| Avg. Down Month | -6.7% | -11.83% |
| Win Days % | 50.4% | 51.32% |
| Win Month % | 61.9% | 61.9% |
| Win Week % | 48.85% | 51.63% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |