| Metric | 11397191:btcusd:triple_med_gx:lsma25_120 | 11397191:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 78.13% | 187.39% |
| Max Drawdown | -34.71% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.54 | 0.62 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 21.49 | 3.94 |
| Outlier Loss Ratio | 4.02 | 3.92 |
| Volatility (ann.) | 15.35% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.54 | 0.55 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 34.45 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.38% | 2.55% |
| Expected Yearly % | 15.53% | 30.2% |
| Kelly Criterion | 3.92% | 5.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11397191:BTCUSD | 11397191:btcusd:triple_med_gx:lsma25_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -18.76 | 0.33 | + |
| 2023 | 155.54 | 32.01 | 0.21 | - |
| 2024 | 121.00 | 24.54 | 0.20 | - |
| 2025 | 16.76 | 33.36 | 1.99 | + |
| Metric | 11397191:btcusd:triple_med_gx:lsma25_120 | 11397191:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 33.71% | 31.46% |
| 6M | 38.2% | 12.77% |
| YTD | 33.36% | 16.76% |
| 1Y | 29.9% | 56.84% |
| 3Y (ann.) | 19.98% | 55.31% |
| 5Y (ann.) | 18.74% | 36.89% |
| Metric | 11397191:btcusd:triple_med_gx:lsma25_120 | 11397191:BTCUSD |
|---|---|---|
| Max Drawdown | -34.71% | -67.18% |
| Longest DD Days | 631.0 | 683.0 |
| Avg. Drawdown | -4.18% | -6.61% |
| Avg. Drawdown Days | 27.0 | 33.0 |
| Recovery Factor | 2.25 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-01-02 | -34.71 | 631 |
| 2024-05-30 | 2024-12-24 | -30.36 | 207 |
| 2025-02-06 | 2025-04-09 | -12.03 | 62 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-01-17 | 2024-03-20 | -10.12 | 63 |
| 2024-04-21 | 2024-05-30 | -10.06 | 38 |
| 2024-12-26 | 2025-02-06 | -6.93 | 42 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11397191:btcusd:triple_med_gx:lsma25_120 | 11397191:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -15.95% | -29.64% |
| Best Month | 16.72% | 43.77% |
| Worst Month | -18.24% | -37.12% |
| Best Year | 33.36% | 155.54% |
| Worst Year | -18.76% | -56.42% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.2% | 6.34% |
| Avg. Down Week | -2.63% | -4.44% |
| Avg. Up Month | 6.37% | 14.25% |
| Avg. Down Month | -5.55% | -11.28% |
| Win Days % | 49.82% | 51.28% |
| Win Month % | 60.53% | 61.9% |
| Win Week % | 49.52% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |