| Metric | 11397152:btcusd:triple_med_gx:lsma95_120 | 11397152:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 149.46% | 212.83% |
| Max Drawdown | -28.15% | -67.18% |
| Sharpe | 0.47 | 0.45 |
| Sortino | 0.71 | 0.65 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.35 | 1.08 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.19 | 1.0 |
| Outlier Win Ratio | 15.52 | 4.15 |
| Outlier Loss Ratio | 4.28 | 4.13 |
| Volatility (ann.) | 17.41% | 26.12% |
| R^2 | 0.45 | 0.45 |
| Calmar | 1.07 | 0.58 |
| Skew | 1.12 | 0.2 |
| Kurtosis | 24.95 | 6.51 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.15% | 2.69% |
| Expected Yearly % | 25.68% | 32.99% |
| Kelly Criterion | 4.74% | 4.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -2.22% |
| Expected Shortfall (cVaR) | -1.48% | -2.22% |
| Year | 11397152:BTCUSD | 11397152:btcusd:triple_med_gx:lsma95_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 12.21 | -0.22 | + |
| 2023 | 155.54 | 43.27 | 0.28 | - |
| 2024 | 121.00 | 42.92 | 0.35 | - |
| 2025 | 27.10 | 8.58 | 0.32 | - |
| Metric | 11397152:btcusd:triple_med_gx:lsma95_120 | 11397152:BTCUSD |
|---|---|---|
| MTD | 2.08% | 10.71% |
| 3M | 3.38% | 41.88% |
| 6M | 5.25% | 22.91% |
| YTD | 8.58% | 27.1% |
| 1Y | 38.86% | 82.29% |
| 3Y (ann.) | 34.98% | 77.48% |
| 5Y (ann.) | 30.24% | 39.04% |
| Metric | 11397152:btcusd:triple_med_gx:lsma95_120 | 11397152:BTCUSD |
|---|---|---|
| Max Drawdown | -28.15% | -67.18% |
| Longest DD Days | 337.0 | 683.0 |
| Avg. Drawdown | -6.02% | -6.44% |
| Avg. Drawdown Days | 39.0 | 32.0 |
| Recovery Factor | 5.31 | 3.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-03-14 | -28.15 | 337 |
| 2024-04-01 | 2024-11-06 | -27.41 | 219 |
| 2025-03-03 | 2025-06-09 | -16.84 | 98 |
| 2023-07-14 | 2024-03-04 | -14.80 | 234 |
| 2022-02-05 | 2022-02-27 | -12.22 | 22 |
| 2025-01-07 | 2025-03-02 | -9.00 | 54 |
| 2023-03-14 | 2023-04-10 | -8.83 | 27 |
| 2022-03-02 | 2022-04-09 | -8.59 | 38 |
| 2023-04-26 | 2023-06-20 | -8.23 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11397152:btcusd:triple_med_gx:lsma95_120 | 11397152: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 | 24.55% | 43.77% |
| Worst Month | -12.65% | -37.12% |
| Best Year | 43.27% | 155.54% |
| Worst Year | 8.58% | -56.42% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.85% | 6.3% |
| Avg. Down Week | -2.47% | -4.19% |
| Avg. Up Month | 7.25% | 14.06% |
| Avg. Down Month | -4.58% | -12.36% |
| Win Days % | 50.42% | 51.31% |
| Win Month % | 59.52% | 62.79% |
| Win Week % | 45.45% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 100.0% | 75.0% |