| Metric | 11398516:btcusd:triple_med_gx:lsma55_125 | 11398516:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 61.72% | 183.29% |
| Max Drawdown | -50.27% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.45 | 0.62 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.25 | 1.06 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 21.4 | 4.1 |
| Outlier Loss Ratio | 3.81 | 4.01 |
| Volatility (ann.) | 16.14% | 26.34% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.31 | 0.54 |
| Skew | 0.92 | 0.2 |
| Kurtosis | 31.83 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.57% |
| Expected Yearly % | 12.77% | 29.73% |
| Kelly Criterion | 3.52% | 3.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11398516:BTCUSD | 11398516:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -35.34 | 0.62 | + |
| 2023 | 155.54 | 58.91 | 0.38 | - |
| 2024 | 121.00 | 38.53 | 0.32 | - |
| 2025 | 16.76 | 13.61 | 0.81 | - |
| Metric | 11398516:btcusd:triple_med_gx:lsma55_125 | 11398516:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 13.08% | 31.46% |
| 6M | 11.27% | 12.77% |
| YTD | 13.61% | 16.76% |
| 1Y | 14.95% | 56.84% |
| 3Y (ann.) | 25.09% | 55.31% |
| 5Y (ann.) | 15.39% | 36.34% |
| Metric | 11398516:btcusd:triple_med_gx:lsma55_125 | 11398516:BTCUSD |
|---|---|---|
| Max Drawdown | -50.27% | -67.18% |
| Longest DD Days | 634.0 | 683.0 |
| Avg. Drawdown | -5.57% | -6.73% |
| Avg. Drawdown Days | 36.0 | 34.0 |
| Recovery Factor | 1.23 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2024-01-02 | -50.27 | 634 |
| 2024-08-02 | 2024-12-05 | -21.36 | 125 |
| 2025-03-03 | 2025-05-19 | -14.81 | 77 |
| 2024-12-26 | 2025-03-02 | -14.53 | 66 |
| 2022-02-20 | 2022-02-27 | -12.09 | 7 |
| 2024-01-02 | 2024-02-27 | -10.60 | 55 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2024-06-05 | 2024-07-10 | -9.08 | 34 |
| 2024-12-05 | 2024-12-24 | -5.45 | 19 |
| 2024-03-26 | 2024-04-19 | -5.44 | 23 |
| Metric | 11398516:btcusd:triple_med_gx:lsma55_125 | 11398516:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -25.09% | -29.64% |
| Best Month | 21.61% | 43.77% |
| Worst Month | -22.82% | -37.12% |
| Best Year | 58.91% | 155.54% |
| Worst Year | -35.34% | -57.04% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.94% | -0.99% |
| Avg. Up Week | 4.77% | 6.67% |
| Avg. Down Week | -2.92% | -4.75% |
| Avg. Up Month | 7.12% | 16.65% |
| Avg. Down Month | -5.68% | -13.32% |
| Win Days % | 50.25% | 51.3% |
| Win Month % | 54.05% | 60.98% |
| Win Week % | 48.94% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |