| Metric | 11397199:btcusd:triple_med_gx:lsma65_120 | 11397199:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 37.24% | 187.39% |
| Max Drawdown | -33.24% | -67.18% |
| Sharpe | 0.23 | 0.43 |
| Sortino | 0.34 | 0.62 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.07 | 1.07 |
| Common Sense Ratio | 1.13 | 1.06 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.05 | 0.99 |
| Outlier Win Ratio | 19.42 | 4.0 |
| Outlier Loss Ratio | 4.03 | 3.98 |
| Volatility (ann.) | 16.09% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.3 | 0.55 |
| Skew | 0.96 | 0.2 |
| Kurtosis | 30.3 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.76% | 2.55% |
| Expected Yearly % | 8.24% | 30.2% |
| Kelly Criterion | 2.18% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11397199:BTCUSD | 11397199:btcusd:triple_med_gx:lsma65_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -13.34 | 0.24 | + |
| 2023 | 155.54 | 33.71 | 0.22 | - |
| 2024 | 121.00 | 8.93 | 0.07 | - |
| 2025 | 16.76 | 8.73 | 0.52 | - |
| Metric | 11397199:btcusd:triple_med_gx:lsma65_120 | 11397199:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 24.13% | 31.46% |
| 6M | 12.68% | 12.77% |
| YTD | 8.73% | 16.76% |
| 1Y | 9.59% | 56.84% |
| 3Y (ann.) | 10.72% | 55.31% |
| 5Y (ann.) | 9.88% | 36.89% |
| Metric | 11397199:btcusd:triple_med_gx:lsma65_120 | 11397199:BTCUSD |
|---|---|---|
| Max Drawdown | -33.24% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -6.75% | -6.61% |
| Avg. Drawdown Days | 57.0 | 33.0 |
| Recovery Factor | 1.12 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -33.24 | 498 |
| 2024-04-23 | 2025-06-09 | -32.82 | 412 |
| 2023-12-22 | 2024-03-20 | -14.26 | 89 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-07-14 | 2023-11-10 | -9.57 | 119 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-11-16 | 2023-12-20 | -5.85 | 34 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11397199:btcusd:triple_med_gx:lsma65_120 | 11397199:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 13.52% | 43.77% |
| Worst Month | -17.01% | -37.12% |
| Best Year | 33.71% | 155.54% |
| Worst Year | -13.34% | -56.42% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.65% | 6.69% |
| Avg. Down Week | -3.02% | -4.4% |
| Avg. Up Month | 6.32% | 12.95% |
| Avg. Down Month | -6.65% | -11.67% |
| Win Days % | 49.47% | 51.28% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 45.54% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |