| Metric | 11397147:btcusd:triple_med_gx:lsma80_120 | 11397147:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 87.19% | 187.39% |
| Max Drawdown | -28.61% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.55 | 0.62 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 17.61 | 4.07 |
| Outlier Loss Ratio | 4.13 | 4.0 |
| Volatility (ann.) | 16.74% | 26.35% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.72 | 0.55 |
| Skew | 1.2 | 0.2 |
| Kurtosis | 28.74 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.5% | 2.55% |
| Expected Yearly % | 16.97% | 30.2% |
| Kelly Criterion | 3.34% | 4.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.24% |
| Expected Shortfall (cVaR) | -1.42% | -2.24% |
| Year | 11397147:BTCUSD | 11397147:btcusd:triple_med_gx:lsma80_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -0.21 | 0.00 | + |
| 2023 | 155.54 | 24.32 | 0.16 | - |
| 2024 | 121.00 | 26.22 | 0.22 | - |
| 2025 | 16.76 | 19.55 | 1.17 | + |
| Metric | 11397147:btcusd:triple_med_gx:lsma80_120 | 11397147:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.96% | 31.46% |
| 6M | 21.79% | 12.77% |
| YTD | 19.55% | 16.76% |
| 1Y | 35.18% | 56.84% |
| 3Y (ann.) | 20.1% | 55.31% |
| 5Y (ann.) | 20.5% | 36.89% |
| Metric | 11397147:btcusd:triple_med_gx:lsma80_120 | 11397147:BTCUSD |
|---|---|---|
| Max Drawdown | -28.61% | -67.18% |
| Longest DD Days | 364.0 | 683.0 |
| Avg. Drawdown | -6.25% | -6.61% |
| Avg. Drawdown Days | 43.0 | 33.0 |
| Recovery Factor | 3.05 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-06 | -28.61 | 219 |
| 2022-04-10 | 2023-04-10 | -26.53 | 364 |
| 2025-03-03 | 2025-05-08 | -16.84 | 66 |
| 2023-07-14 | 2024-03-20 | -16.70 | 250 |
| 2022-02-20 | 2022-02-27 | -12.09 | 7 |
| 2023-04-26 | 2023-07-11 | -10.24 | 75 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-05-09 | 2025-06-09 | -5.46 | 31 |
| Metric | 11397147:btcusd:triple_med_gx:lsma80_120 | 11397147: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 | 15.57% | 43.77% |
| Worst Month | -13.94% | -37.12% |
| Best Year | 26.22% | 155.54% |
| Worst Year | -0.21% | -56.42% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.35% | 6.91% |
| Avg. Down Week | -2.32% | -4.1% |
| Avg. Up Month | 6.11% | 12.12% |
| Avg. Down Month | -4.43% | -12.09% |
| Win Days % | 49.91% | 51.28% |
| Win Month % | 61.54% | 61.9% |
| Win Week % | 45.71% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |