| Metric | 11397144:btcusd:triple_med_gx:lsma65_120 | 11397144:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 61.81% | 187.39% |
| Max Drawdown | -28.85% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.46 | 0.62 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 19.33 | 4.0 |
| Outlier Loss Ratio | 4.04 | 3.95 |
| Volatility (ann.) | 16.18% | 26.35% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.53 | 0.55 |
| Skew | 1.37 | 0.2 |
| Kurtosis | 32.15 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.15% | 2.55% |
| Expected Yearly % | 12.79% | 30.2% |
| Kelly Criterion | 2.89% | 5.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11397144:BTCUSD | 11397144:btcusd:triple_med_gx:lsma65_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -0.67 | 0.01 | + |
| 2023 | 155.54 | 24.66 | 0.16 | - |
| 2024 | 121.00 | 10.63 | 0.09 | - |
| 2025 | 16.76 | 18.11 | 1.08 | + |
| Metric | 11397144:btcusd:triple_med_gx:lsma65_120 | 11397144:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 18.19% | 31.46% |
| 6M | 20.06% | 12.77% |
| YTD | 18.11% | 16.76% |
| 1Y | 26.18% | 56.84% |
| 3Y (ann.) | 14.6% | 55.31% |
| 5Y (ann.) | 15.39% | 36.89% |
| Metric | 11397144:btcusd:triple_med_gx:lsma65_120 | 11397144:BTCUSD |
|---|---|---|
| Max Drawdown | -28.85% | -67.18% |
| Longest DD Days | 335.0 | 683.0 |
| Avg. Drawdown | -8.55% | -6.61% |
| Avg. Drawdown Days | 70.0 | 33.0 |
| Recovery Factor | 2.14 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-29 | 2024-12-05 | -28.85 | 251 |
| 2022-05-10 | 2023-04-10 | -26.19 | 335 |
| 2025-03-03 | 2025-05-08 | -15.43 | 66 |
| 2023-04-26 | 2024-03-20 | -12.17 | 329 |
| 2022-02-20 | 2022-02-27 | -12.09 | 7 |
| 2022-04-10 | 2022-05-10 | -9.69 | 29 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-05-09 | 2025-06-09 | -6.02 | 31 |
| Metric | 11397144:btcusd:triple_med_gx:lsma65_120 | 11397144:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -9.68% | -29.64% |
| Best Month | 13.16% | 43.77% |
| Worst Month | -9.27% | -37.12% |
| Best Year | 24.66% | 155.54% |
| Worst Year | -0.67% | -56.42% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.4% | 6.61% |
| Avg. Down Week | -2.29% | -4.32% |
| Avg. Up Month | 5.58% | 12.37% |
| Avg. Down Month | -3.67% | -12.0% |
| Win Days % | 49.24% | 51.28% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 44.44% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |