| Metric | 11397848:btcusd:triple_med_gx:lsma25_125 | 11397848:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 44.35% | 183.29% |
| Max Drawdown | -44.17% | -67.18% |
| Sharpe | 0.27 | 0.43 |
| Sortino | 0.42 | 0.62 |
| Payoff Ratio | 1.2 | 1.15 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.59 | 0.63 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 25.03 | 3.71 |
| Outlier Loss Ratio | 4.52 | 3.72 |
| Volatility (ann.) | 13.37% | 26.34% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.26 | 0.54 |
| Skew | 2.13 | 0.2 |
| Kurtosis | 45.0 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.9% | 2.57% |
| Expected Yearly % | 9.61% | 29.73% |
| Kelly Criterion | -0.92% | 8.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.24% |
| Expected Shortfall (cVaR) | -1.14% | -2.24% |
| Year | 11397848:BTCUSD | 11397848:btcusd:triple_med_gx:lsma25_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -24.30 | 0.43 | + |
| 2023 | 155.54 | 25.37 | 0.16 | - |
| 2024 | 121.00 | 30.21 | 0.25 | - |
| 2025 | 16.76 | 16.81 | 1.00 | + |
| Metric | 11397848:btcusd:triple_med_gx:lsma25_125 | 11397848:BTCUSD |
|---|---|---|
| MTD | 1.17% | 4.16% |
| 3M | 12.32% | 31.46% |
| 6M | 16.55% | 12.77% |
| YTD | 16.81% | 16.76% |
| 1Y | 33.75% | 56.84% |
| 3Y (ann.) | 11.56% | 55.31% |
| 5Y (ann.) | 11.55% | 36.34% |
| Metric | 11397848:btcusd:triple_med_gx:lsma25_125 | 11397848:BTCUSD |
|---|---|---|
| Max Drawdown | -44.17% | -67.18% |
| Longest DD Days | 967.0 | 683.0 |
| Avg. Drawdown | -5.09% | -6.73% |
| Avg. Drawdown Days | 52.0 | 34.0 |
| Recovery Factor | 1.0 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-14 | 2024-11-06 | -44.17 | 967 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-01-30 | 2025-03-02 | -9.32 | 31 |
| 2024-11-30 | 2024-12-24 | -5.94 | 24 |
| 2025-05-27 | 2025-06-11 | -5.81 | 14 |
| 2025-03-03 | 2025-04-04 | -5.45 | 32 |
| 2024-12-26 | 2025-01-30 | -5.41 | 35 |
| 2022-02-21 | 2022-02-23 | -4.83 | 1 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-10 | 2025-04-11 | -3.69 | 1 |
| Metric | 11397848:btcusd:triple_med_gx:lsma25_125 | 11397848:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 14.77% | 35.75% |
| Worst Week | -9.77% | -29.64% |
| Best Month | 12.1% | 43.77% |
| Worst Month | -13.54% | -37.12% |
| Best Year | 30.21% | 155.54% |
| Worst Year | -24.3% | -57.04% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.81% | -0.85% |
| Avg. Up Week | 4.23% | 7.1% |
| Avg. Down Week | -2.71% | -4.43% |
| Avg. Up Month | 5.97% | 15.69% |
| Avg. Down Month | -4.66% | -12.98% |
| Win Days % | 45.03% | 51.3% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 47.41% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |