| Metric | 11397134:btcusd:triple_med_gx:lsma25_120 | 11397134:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 95.71% | 187.39% |
| Max Drawdown | -28.94% | -67.18% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.63 | 0.62 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 21.62 | 4.0 |
| Outlier Loss Ratio | 4.06 | 3.87 |
| Volatility (ann.) | 15.37% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.76 | 0.55 |
| Skew | 1.61 | 0.2 |
| Kurtosis | 35.99 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.61% | 2.55% |
| Expected Yearly % | 18.28% | 30.2% |
| Kelly Criterion | 4.12% | 5.47% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11397134:BTCUSD | 11397134:btcusd:triple_med_gx:lsma25_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -7.71 | 0.14 | + |
| 2023 | 155.54 | 22.93 | 0.15 | - |
| 2024 | 121.00 | 27.92 | 0.23 | - |
| 2025 | 16.76 | 34.85 | 2.08 | + |
| Metric | 11397134:btcusd:triple_med_gx:lsma25_120 | 11397134:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 22.46% | 31.46% |
| 6M | 37.38% | 12.77% |
| YTD | 34.85% | 16.76% |
| 1Y | 32.01% | 56.84% |
| 3Y (ann.) | 26.21% | 55.31% |
| 5Y (ann.) | 22.11% | 36.89% |
| Metric | 11397134:btcusd:triple_med_gx:lsma25_120 | 11397134:BTCUSD |
|---|---|---|
| Max Drawdown | -28.94% | -67.18% |
| Longest DD Days | 364.0 | 683.0 |
| Avg. Drawdown | -4.75% | -6.61% |
| Avg. Drawdown Days | 29.0 | 33.0 |
| Recovery Factor | 3.31 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-30 | 2024-12-24 | -28.94 | 207 |
| 2022-04-10 | 2023-04-10 | -26.70 | 364 |
| 2022-02-20 | 2022-02-27 | -12.09 | 7 |
| 2023-07-14 | 2024-01-02 | -10.58 | 172 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2024-01-17 | 2024-03-20 | -8.80 | 63 |
| 2024-04-07 | 2024-04-29 | -7.75 | 22 |
| 2023-05-04 | 2023-07-13 | -7.73 | 70 |
| 2024-12-26 | 2025-03-02 | -7.33 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11397134:btcusd:triple_med_gx:lsma25_120 | 11397134:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -10.46% | -29.64% |
| Best Month | 13.8% | 43.77% |
| Worst Month | -12.67% | -37.12% |
| Best Year | 34.85% | 155.54% |
| Worst Year | -7.71% | -56.42% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.87% | -0.93% |
| Avg. Up Week | 4.08% | 6.34% |
| Avg. Down Week | -2.32% | -4.34% |
| Avg. Up Month | 5.72% | 13.07% |
| Avg. Down Month | -4.3% | -13.92% |
| Win Days % | 49.23% | 51.28% |
| Win Month % | 58.97% | 61.9% |
| Win Week % | 49.04% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |