| Metric | 11400593:btcusd:triple_med_gx:lsma55_130 | 11400593:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 73.7% | 182.99% |
| Max Drawdown | -44.34% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.52 | 0.62 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 20.33 | 3.92 |
| Outlier Loss Ratio | 3.98 | 3.83 |
| Volatility (ann.) | 15.33% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.4 | 0.54 |
| Skew | 0.82 | 0.2 |
| Kurtosis | 33.23 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.36% | 2.57% |
| Expected Yearly % | 14.8% | 29.7% |
| Kelly Criterion | 3.72% | 5.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11400593:BTCUSD | 11400593:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -26.67 | 0.47 | + |
| 2023 | 155.54 | 39.37 | 0.25 | - |
| 2024 | 121.00 | 41.72 | 0.34 | - |
| 2025 | 16.76 | 19.92 | 1.19 | + |
| Metric | 11400593:btcusd:triple_med_gx:lsma55_130 | 11400593:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 21.59% | 31.46% |
| 6M | 18.12% | 12.77% |
| YTD | 19.92% | 16.76% |
| 1Y | 26.81% | 56.84% |
| 3Y (ann.) | 13.78% | 55.31% |
| 5Y (ann.) | 17.88% | 36.34% |
| Metric | 11400593:btcusd:triple_med_gx:lsma55_130 | 11400593:BTCUSD |
|---|---|---|
| Max Drawdown | -44.34% | -67.18% |
| Longest DD Days | 704.0 | 683.0 |
| Avg. Drawdown | -4.47% | -6.9% |
| Avg. Drawdown Days | 34.0 | 35.0 |
| Recovery Factor | 1.66 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-04-19 | -44.34 | 704 |
| 2024-06-10 | 2024-09-13 | -19.63 | 94 |
| 2024-12-05 | 2025-04-11 | -14.19 | 127 |
| 2022-03-02 | 2022-05-15 | -13.67 | 74 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-05-23 | 2025-06-09 | -7.91 | 17 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-05-03 | -4.31 | 10 |
| 2024-11-04 | 2024-12-05 | -4.21 | 30 |
| Metric | 11400593:btcusd:triple_med_gx:lsma55_130 | 11400593:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 17.32% | 43.77% |
| Worst Month | -23.37% | -37.12% |
| Best Year | 41.72% | 155.54% |
| Worst Year | -26.67% | -57.08% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.87% | -0.88% |
| Avg. Up Week | 4.06% | 5.78% |
| Avg. Down Week | -3.14% | -5.44% |
| Avg. Up Month | 5.81% | 11.01% |
| Avg. Down Month | -6.52% | -11.87% |
| Win Days % | 49.9% | 51.31% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 51.02% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |