| Metric | 11397253:btcusd:triple_med_gx:lsma55_120 | 11397253:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 60.54% | 187.39% |
| Max Drawdown | -40.67% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.45 | 0.62 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 19.31 | 3.99 |
| Outlier Loss Ratio | 4.04 | 3.94 |
| Volatility (ann.) | 15.95% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.37 | 0.55 |
| Skew | 0.85 | 0.2 |
| Kurtosis | 29.87 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.13% | 2.55% |
| Expected Yearly % | 12.56% | 30.2% |
| Kelly Criterion | 2.68% | 5.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11397253:BTCUSD | 11397253:btcusd:triple_med_gx:lsma55_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | -23.07 | 0.41 | + |
| 2023 | 155.54 | 43.10 | 0.28 | - |
| 2024 | 121.00 | 28.08 | 0.23 | - |
| 2025 | 16.76 | 13.86 | 0.83 | - |
| Metric | 11397253:btcusd:triple_med_gx:lsma55_120 | 11397253:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 21.66% | 31.46% |
| 6M | 12.88% | 12.77% |
| YTD | 13.86% | 16.76% |
| 1Y | 11.86% | 56.84% |
| 3Y (ann.) | 11.78% | 55.31% |
| 5Y (ann.) | 15.12% | 36.89% |
| Metric | 11397253:btcusd:triple_med_gx:lsma55_120 | 11397253:BTCUSD |
|---|---|---|
| Max Drawdown | -40.67% | -67.18% |
| Longest DD Days | 596.0 | 683.0 |
| Avg. Drawdown | -5.55% | -6.61% |
| Avg. Drawdown Days | 36.0 | 33.0 |
| Recovery Factor | 1.49 | 2.79 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-01-02 | -40.67 | 596 |
| 2024-05-30 | 2024-12-05 | -27.13 | 188 |
| 2025-01-30 | 2025-05-08 | -17.12 | 98 |
| 2022-03-02 | 2022-05-13 | -12.33 | 72 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-01-17 | 2024-03-20 | -10.20 | 63 |
| 2025-05-29 | 2025-06-11 | -8.11 | 13 |
| 2024-12-05 | 2025-01-30 | -7.93 | 55 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| Metric | 11397253:btcusd:triple_med_gx:lsma55_120 | 11397253:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -29.03% | -29.64% |
| Best Month | 13.22% | 43.77% |
| Worst Month | -26.96% | -37.12% |
| Best Year | 43.1% | 155.54% |
| Worst Year | -23.07% | -56.42% |
| Avg. Up Day | 0.96% | 0.96% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.15% | 5.97% |
| Avg. Down Week | -3.43% | -5.06% |
| Avg. Up Month | 5.46% | 12.53% |
| Avg. Down Month | -5.53% | -11.52% |
| Win Days % | 49.34% | 51.28% |
| Win Month % | 62.5% | 61.9% |
| Win Week % | 51.49% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |