| Metric | 11397802:btcusd:triple_med_gx:lsma55_125 | 11397802:BTCUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 52.19% | 183.29% |
| Max Drawdown | -18.27% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.57 | 0.62 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.66 | 0.67 |
| Tail Ratio | 1.03 | 0.99 |
| Outlier Win Ratio | 35.23 | 3.53 |
| Outlier Loss Ratio | 4.16 | 3.3 |
| Volatility (ann.) | 10.91% | 26.34% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.73 | 0.54 |
| Skew | 3.7 | 0.2 |
| Kurtosis | 67.87 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.03% | 2.57% |
| Expected Yearly % | 11.07% | 29.73% |
| Kelly Criterion | 2.17% | 11.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.24% |
| Expected Shortfall (cVaR) | -0.93% | -2.24% |
| Year | 11397802:BTCUSD | 11397802:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 14.32 | -0.25 | + |
| 2023 | 155.54 | 8.74 | 0.06 | - |
| 2024 | 121.00 | 9.24 | 0.08 | - |
| 2025 | 16.76 | 12.06 | 0.72 | - |
| Metric | 11397802:btcusd:triple_med_gx:lsma55_125 | 11397802:BTCUSD |
|---|---|---|
| MTD | 0.99% | 4.16% |
| 3M | 0.36% | 31.46% |
| 6M | 4.51% | 12.77% |
| YTD | 12.06% | 16.76% |
| 1Y | 0.41% | 56.84% |
| 3Y (ann.) | 8.3% | 55.31% |
| 5Y (ann.) | 13.32% | 36.34% |
| Metric | 11397802:btcusd:triple_med_gx:lsma55_125 | 11397802:BTCUSD |
|---|---|---|
| Max Drawdown | -18.27% | -67.18% |
| Longest DD Days | 333.0 | 683.0 |
| Avg. Drawdown | -4.57% | -6.73% |
| Avg. Drawdown Days | 51.0 | 34.0 |
| Recovery Factor | 2.86 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-04-26 | 2024-03-24 | -18.27 | 333 |
| 2024-08-13 | 2025-06-11 | -18.25 | 301 |
| 2022-06-21 | 2023-04-25 | -16.06 | 308 |
| 2024-06-05 | 2024-08-08 | -9.42 | 64 |
| 2022-05-16 | 2022-06-19 | -9.14 | 34 |
| 2022-03-15 | 2022-04-19 | -6.09 | 35 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-06-20 | 2022-06-21 | -4.03 | 0 |
| 2022-03-01 | 2022-03-14 | -3.28 | 13 |
| 2024-03-26 | 2024-06-04 | -3.16 | 70 |
| Metric | 11397802:btcusd:triple_med_gx:lsma55_125 | 11397802:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -4.75% | -9.32% |
| Best Week | 12.89% | 35.75% |
| Worst Week | -8.68% | -29.64% |
| Best Month | 12.67% | 43.77% |
| Worst Month | -9.43% | -37.12% |
| Best Year | 14.32% | 155.54% |
| Worst Year | 8.74% | -57.04% |
| Avg. Up Day | 0.95% | 0.97% |
| Avg. Down Day | -0.76% | -0.79% |
| Avg. Up Week | 4.1% | 7.8% |
| Avg. Down Week | -2.88% | -3.35% |
| Avg. Up Month | 4.4% | 11.87% |
| Avg. Down Month | -4.68% | -9.12% |
| Win Days % | 45.48% | 51.3% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 47.78% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 100.0% | 75.0% |