| Metric | 11398689:btcusd:triple_med_gx:lsma80_125 | 11398689:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 64.94% | 183.29% |
| Max Drawdown | -35.99% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.46 | 0.62 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 17.95 | 4.06 |
| Outlier Loss Ratio | 4.09 | 4.04 |
| Volatility (ann.) | 16.77% | 26.34% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.45 | 0.54 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 28.81 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.23% | 2.57% |
| Expected Yearly % | 13.33% | 29.73% |
| Kelly Criterion | 2.94% | 4.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.24% |
| Expected Shortfall (cVaR) | -1.43% | -2.24% |
| Year | 11398689:BTCUSD | 11398689:btcusd:triple_med_gx:lsma80_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -16.54 | 0.29 | + |
| 2023 | 155.54 | 49.29 | 0.32 | - |
| 2024 | 121.00 | 15.56 | 0.13 | - |
| 2025 | 16.76 | 14.56 | 0.87 | - |
| Metric | 11398689:btcusd:triple_med_gx:lsma80_125 | 11398689:BTCUSD |
|---|---|---|
| MTD | 2.84% | 4.16% |
| 3M | 13.65% | 31.46% |
| 6M | 15.1% | 12.77% |
| YTD | 14.56% | 16.76% |
| 1Y | 22.82% | 56.84% |
| 3Y (ann.) | 19.17% | 55.31% |
| 5Y (ann.) | 16.06% | 36.34% |
| Metric | 11398689:btcusd:triple_med_gx:lsma80_125 | 11398689:BTCUSD |
|---|---|---|
| Max Drawdown | -35.99% | -67.18% |
| Longest DD Days | 586.0 | 683.0 |
| Avg. Drawdown | -5.94% | -6.73% |
| Avg. Drawdown Days | 40.0 | 34.0 |
| Recovery Factor | 1.8 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-11-15 | -35.99 | 586 |
| 2024-04-15 | 2024-12-04 | -29.81 | 233 |
| 2025-03-03 | 2025-05-08 | -16.84 | 66 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-12-22 | 2024-01-29 | -9.36 | 38 |
| 2025-05-13 | 2025-06-11 | -9.02 | 28 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-01-30 | 2024-03-20 | -5.98 | 50 |
| Metric | 11398689:btcusd:triple_med_gx:lsma80_125 | 11398689:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 12.98% | 43.77% |
| Worst Month | -12.21% | -37.12% |
| Best Year | 49.29% | 155.54% |
| Worst Year | -16.54% | -57.04% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.49% | 6.35% |
| Avg. Down Week | -3.08% | -4.95% |
| Avg. Up Month | 5.35% | 12.24% |
| Avg. Down Month | -5.81% | -12.45% |
| Win Days % | 49.71% | 51.3% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 48.08% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |