| Metric | 11398685:btcusd:triple_med_gx:lsma55_125 | 11398685:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 72.97% | 183.29% |
| Max Drawdown | -33.7% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.51 | 0.62 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.23 | 1.06 |
| CPC Index | 0.59 | 0.56 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 20.6 | 4.04 |
| Outlier Loss Ratio | 3.92 | 3.99 |
| Volatility (ann.) | 16.01% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.53 | 0.54 |
| Skew | 1.19 | 0.2 |
| Kurtosis | 32.79 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.35% | 2.57% |
| Expected Yearly % | 14.68% | 29.73% |
| Kelly Criterion | 3.37% | 3.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11398685:BTCUSD | 11398685:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -14.86 | 0.26 | + |
| 2023 | 155.54 | 28.13 | 0.18 | - |
| 2024 | 121.00 | 28.30 | 0.23 | - |
| 2025 | 16.76 | 23.58 | 1.41 | + |
| Metric | 11398685:btcusd:triple_med_gx:lsma55_125 | 11398685:BTCUSD |
|---|---|---|
| MTD | 3.74% | 4.16% |
| 3M | 19.87% | 31.46% |
| 6M | 22.63% | 12.77% |
| YTD | 23.58% | 16.76% |
| 1Y | 29.8% | 56.84% |
| 3Y (ann.) | 21.57% | 55.31% |
| 5Y (ann.) | 17.72% | 36.34% |
| Metric | 11398685:btcusd:triple_med_gx:lsma55_125 | 11398685:BTCUSD |
|---|---|---|
| Max Drawdown | -33.7% | -67.18% |
| Longest DD Days | 671.0 | 683.0 |
| Avg. Drawdown | -5.24% | -6.73% |
| Avg. Drawdown Days | 42.0 | 34.0 |
| Recovery Factor | 2.17 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2024-01-01 | -33.70 | 671 |
| 2024-06-07 | 2024-12-05 | -24.22 | 180 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2025-03-03 | 2025-05-08 | -11.01 | 66 |
| 2024-01-02 | 2024-03-20 | -7.95 | 78 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-29 | 2025-06-09 | -6.66 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| Metric | 11398685:btcusd:triple_med_gx:lsma55_125 | 11398685:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -12.9% | -29.64% |
| Best Month | 13.01% | 43.77% |
| Worst Month | -10.27% | -37.12% |
| Best Year | 28.3% | 155.54% |
| Worst Year | -14.86% | -57.04% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.92% | -0.97% |
| Avg. Up Week | 4.03% | 5.58% |
| Avg. Down Week | -3.12% | -5.43% |
| Avg. Up Month | 6.32% | 10.79% |
| Avg. Down Month | -5.19% | -13.23% |
| Win Days % | 50.2% | 51.3% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 52.69% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |