| Metric | 11397146:btcusd:triple_med_gx:lsma75_120 | 11397146:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 91.94% | 187.39% |
| Max Drawdown | -30.92% | -67.18% |
| Sharpe | 0.38 | 0.43 |
| Sortino | 0.57 | 0.62 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 18.18 | 4.06 |
| Outlier Loss Ratio | 4.12 | 3.99 |
| Volatility (ann.) | 16.58% | 26.35% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.69 | 0.55 |
| Skew | 1.23 | 0.2 |
| Kurtosis | 29.78 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.56% | 2.55% |
| Expected Yearly % | 17.7% | 30.2% |
| Kelly Criterion | 3.74% | 4.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.24% |
| Expected Shortfall (cVaR) | -1.41% | -2.24% |
| Year | 11397146:BTCUSD | 11397146:btcusd:triple_med_gx:lsma75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 8.38 | -0.15 | + |
| 2023 | 155.54 | 23.45 | 0.15 | - |
| 2024 | 121.00 | 19.33 | 0.16 | - |
| 2025 | 16.76 | 20.22 | 1.21 | + |
| Metric | 11397146:btcusd:triple_med_gx:lsma75_120 | 11397146:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 20.18% | 31.46% |
| 6M | 21.25% | 12.77% |
| YTD | 20.22% | 16.76% |
| 1Y | 28.8% | 56.84% |
| 3Y (ann.) | 20.01% | 55.31% |
| 5Y (ann.) | 21.4% | 36.89% |
| Metric | 11397146:btcusd:triple_med_gx:lsma75_120 | 11397146:BTCUSD |
|---|---|---|
| Max Drawdown | -30.92% | -67.18% |
| Longest DD Days | 336.0 | 683.0 |
| Avg. Drawdown | -5.7% | -6.61% |
| Avg. Drawdown Days | 36.0 | 33.0 |
| Recovery Factor | 2.97 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2024-11-06 | -30.92 | 197 |
| 2022-04-10 | 2023-03-13 | -24.93 | 336 |
| 2025-03-03 | 2025-05-08 | -16.84 | 66 |
| 2023-07-14 | 2024-03-20 | -15.43 | 250 |
| 2022-02-20 | 2022-02-27 | -12.09 | 7 |
| 2023-04-26 | 2023-06-20 | -9.86 | 54 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-04-15 | 2024-04-22 | -7.51 | 6 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2023-04-05 | 2023-04-10 | -6.78 | 5 |
| Metric | 11397146:btcusd:triple_med_gx:lsma75_120 | 11397146:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -9.68% | -29.64% |
| Best Month | 14.74% | 43.77% |
| Worst Month | -14.02% | -37.12% |
| Best Year | 23.45% | 155.54% |
| Worst Year | 8.38% | -56.42% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.87% | -0.91% |
| Avg. Up Week | 4.66% | 6.57% |
| Avg. Down Week | -2.3% | -4.25% |
| Avg. Up Month | 5.74% | 12.82% |
| Avg. Down Month | -3.69% | -12.45% |
| Win Days % | 49.71% | 51.28% |
| Win Month % | 63.16% | 61.9% |
| Win Week % | 46.15% | 50.84% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 100.0% | 75.0% |