| Metric | 11397038:btcusd:triple_med_gx:lsma85_120 | 11397038:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 43.88% | 187.39% |
| Max Drawdown | -38.62% | -67.18% |
| Sharpe | 0.24 | 0.43 |
| Sortino | 0.36 | 0.62 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 16.84 | 4.08 |
| Outlier Loss Ratio | 4.15 | 4.07 |
| Volatility (ann.) | 17.17% | 26.35% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.3 | 0.55 |
| Skew | 0.99 | 0.2 |
| Kurtosis | 26.55 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.87% | 2.55% |
| Expected Yearly % | 9.52% | 30.2% |
| Kelly Criterion | 1.56% | 3.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.24% |
| Expected Shortfall (cVaR) | -1.47% | -2.24% |
| Year | 11397038:BTCUSD | 11397038:btcusd:triple_med_gx:lsma85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -21.53 | 0.38 | + |
| 2023 | 155.54 | 45.34 | 0.29 | - |
| 2024 | 121.00 | 18.51 | 0.15 | - |
| 2025 | 16.76 | 6.45 | 0.38 | - |
| Metric | 11397038:btcusd:triple_med_gx:lsma85_120 | 11397038:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 6.64% | 31.46% |
| 6M | 9.65% | 12.77% |
| YTD | 6.45% | 16.76% |
| 1Y | 14.18% | 56.84% |
| 3Y (ann.) | 18.75% | 55.31% |
| 5Y (ann.) | 11.43% | 36.89% |
| Metric | 11397038:btcusd:triple_med_gx:lsma85_120 | 11397038:BTCUSD |
|---|---|---|
| Max Drawdown | -38.62% | -67.18% |
| Longest DD Days | 598.0 | 683.0 |
| Avg. Drawdown | -6.14% | -6.61% |
| Avg. Drawdown Days | 37.0 | 33.0 |
| Recovery Factor | 1.14 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-11-10 | -38.62 | 598 |
| 2024-06-07 | 2024-11-06 | -29.74 | 152 |
| 2025-03-03 | 2025-06-11 | -21.71 | 100 |
| 2022-02-02 | 2022-02-28 | -17.64 | 26 |
| 2024-01-30 | 2024-03-25 | -10.84 | 55 |
| 2023-12-22 | 2024-01-29 | -9.03 | 38 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-04-01 | 2024-04-24 | -7.90 | 23 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2025-02-03 | 2025-03-02 | -5.84 | 26 |
| Metric | 11397038:btcusd:triple_med_gx:lsma85_120 | 11397038:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -14.36% | -29.64% |
| Best Month | 12.57% | 43.77% |
| Worst Month | -12.82% | -37.12% |
| Best Year | 45.34% | 155.54% |
| Worst Year | -21.53% | -56.42% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 3.81% | 6.43% |
| Avg. Down Week | -3.11% | -4.65% |
| Avg. Up Month | 4.22% | 12.39% |
| Avg. Down Month | -5.83% | -12.45% |
| Win Days % | 49.51% | 51.28% |
| Win Month % | 70.0% | 61.9% |
| Win Week % | 50.91% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |