| Metric | 11397080:btcusd:triple_med_gx:lsma25_120 | 11397080:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 51.21% | 187.39% |
| Max Drawdown | -43.43% | -67.18% |
| Sharpe | 0.28 | 0.43 |
| Sortino | 0.42 | 0.62 |
| Payoff Ratio | 1.05 | 1.01 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 22.12 | 4.03 |
| Outlier Loss Ratio | 3.88 | 3.97 |
| Volatility (ann.) | 15.57% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.3 | 0.55 |
| Skew | 1.16 | 0.2 |
| Kurtosis | 34.03 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.99% | 2.55% |
| Expected Yearly % | 10.89% | 30.2% |
| Kelly Criterion | 2.2% | 3.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.24% |
| Expected Shortfall (cVaR) | -1.33% | -2.24% |
| Year | 11397080:BTCUSD | 11397080:btcusd:triple_med_gx:lsma25_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -32.19 | 0.57 | + |
| 2023 | 155.54 | 39.82 | 0.26 | - |
| 2024 | 121.00 | 21.56 | 0.18 | - |
| 2025 | 16.76 | 31.20 | 1.86 | + |
| Metric | 11397080:btcusd:triple_med_gx:lsma25_120 | 11397080:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 14.72% | 31.46% |
| 6M | 34.52% | 12.77% |
| YTD | 31.2% | 16.76% |
| 1Y | 21.09% | 56.84% |
| 3Y (ann.) | 24.19% | 55.31% |
| 5Y (ann.) | 13.09% | 36.89% |
| Metric | 11397080:btcusd:triple_med_gx:lsma25_120 | 11397080:BTCUSD |
|---|---|---|
| Max Drawdown | -43.43% | -67.18% |
| Longest DD Days | 681.0 | 683.0 |
| Avg. Drawdown | -5.89% | -6.61% |
| Avg. Drawdown Days | 49.0 | 33.0 |
| Recovery Factor | 1.18 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-19 | 2024-01-02 | -43.43 | 681 |
| 2024-06-05 | 2025-03-02 | -30.73 | 269 |
| 2025-03-13 | 2025-04-11 | -8.77 | 29 |
| 2024-01-17 | 2024-03-19 | -7.74 | 62 |
| 2024-04-15 | 2024-05-03 | -7.34 | 18 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-03-19 | 2024-03-20 | -5.23 | 1 |
| 2025-05-29 | 2025-06-09 | -4.67 | 10 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2024-04-04 | 2024-04-14 | -3.50 | 10 |
| Metric | 11397080:btcusd:triple_med_gx:lsma25_120 | 11397080:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 13.44% | 43.77% |
| Worst Month | -19.51% | -37.12% |
| Best Year | 39.82% | 155.54% |
| Worst Year | -32.19% | -56.42% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.94% | -0.97% |
| Avg. Up Week | 3.91% | 5.36% |
| Avg. Down Week | -3.06% | -4.52% |
| Avg. Up Month | 5.58% | 12.86% |
| Avg. Down Month | -6.88% | -13.92% |
| Win Days % | 50.0% | 51.28% |
| Win Month % | 58.97% | 61.9% |
| Win Week % | 53.54% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |