| Metric | 11397201:btcusd:triple_med_gx:lsma75_120 | 11397201:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 88.58% | 187.39% |
| Max Drawdown | -33.19% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.56 | 0.62 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 18.37 | 4.05 |
| Outlier Loss Ratio | 4.13 | 3.98 |
| Volatility (ann.) | 16.34% | 26.35% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.63 | 0.55 |
| Skew | 0.97 | 0.2 |
| Kurtosis | 28.55 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.52% | 2.55% |
| Expected Yearly % | 17.19% | 30.2% |
| Kelly Criterion | 3.87% | 4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.24% |
| Expected Shortfall (cVaR) | -1.39% | -2.24% |
| Year | 11397201:BTCUSD | 11397201:btcusd:triple_med_gx:lsma75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -12.54 | 0.22 | + |
| 2023 | 155.54 | 46.26 | 0.30 | - |
| 2024 | 121.00 | 27.06 | 0.22 | - |
| 2025 | 16.76 | 16.02 | 0.96 | - |
| Metric | 11397201:btcusd:triple_med_gx:lsma75_120 | 11397201:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 27.51% | 31.46% |
| 6M | 19.88% | 12.77% |
| YTD | 16.02% | 16.76% |
| 1Y | 25.42% | 56.84% |
| 3Y (ann.) | 23.04% | 55.31% |
| 5Y (ann.) | 20.77% | 36.89% |
| Metric | 11397201:btcusd:triple_med_gx:lsma75_120 | 11397201:BTCUSD |
|---|---|---|
| Max Drawdown | -33.19% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -4.86% | -6.61% |
| Avg. Drawdown Days | 29.0 | 33.0 |
| Recovery Factor | 2.67 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-04-26 | -33.19 | 380 |
| 2024-04-23 | 2024-12-05 | -30.26 | 226 |
| 2025-02-06 | 2025-05-08 | -19.42 | 91 |
| 2023-12-22 | 2024-03-20 | -13.62 | 89 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-07-14 | 2023-12-20 | -10.56 | 159 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2023-04-26 | 2023-06-20 | -7.23 | 54 |
| 2024-12-26 | 2025-02-06 | -6.93 | 42 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11397201:btcusd:triple_med_gx:lsma75_120 | 11397201:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.45% | 43.77% |
| Worst Month | -14.01% | -37.12% |
| Best Year | 46.26% | 155.54% |
| Worst Year | -12.54% | -56.42% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.87% | 6.13% |
| Avg. Down Week | -2.79% | -4.32% |
| Avg. Up Month | 6.15% | 12.63% |
| Avg. Down Month | -6.11% | -12.61% |
| Win Days % | 49.94% | 51.28% |
| Win Month % | 68.42% | 61.9% |
| Win Week % | 47.52% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |