| Metric | 11398690:btcusd:triple_med_gx:lsma85_125 | 11398690:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 88.75% | 183.29% |
| Max Drawdown | -35.87% | -67.18% |
| Sharpe | 0.36 | 0.43 |
| Sortino | 0.55 | 0.62 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 17.15 | 4.07 |
| Outlier Loss Ratio | 4.13 | 4.04 |
| Volatility (ann.) | 16.97% | 26.34% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.58 | 0.54 |
| Skew | 1.05 | 0.2 |
| Kurtosis | 27.72 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.56% | 2.57% |
| Expected Yearly % | 17.21% | 29.73% |
| Kelly Criterion | 3.62% | 4.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.24% |
| Expected Shortfall (cVaR) | -1.44% | -2.24% |
| Year | 11398690:BTCUSD | 11398690:btcusd:triple_med_gx:lsma85_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -12.15 | 0.21 | + |
| 2023 | 155.54 | 53.68 | 0.35 | - |
| 2024 | 121.00 | 18.97 | 0.16 | - |
| 2025 | 16.76 | 17.52 | 1.05 | + |
| Metric | 11398690:btcusd:triple_med_gx:lsma85_125 | 11398690:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 13.62% | 31.46% |
| 6M | 20.13% | 12.77% |
| YTD | 17.52% | 16.76% |
| 1Y | 28.64% | 56.84% |
| 3Y (ann.) | 25.74% | 55.31% |
| 5Y (ann.) | 20.82% | 36.34% |
| Metric | 11398690:btcusd:triple_med_gx:lsma85_125 | 11398690:BTCUSD |
|---|---|---|
| Max Drawdown | -35.87% | -67.18% |
| Longest DD Days | 399.0 | 683.0 |
| Avg. Drawdown | -4.93% | -6.73% |
| Avg. Drawdown Days | 26.0 | 34.0 |
| Recovery Factor | 2.47 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-04-26 | -35.87 | 399 |
| 2024-04-24 | 2024-11-06 | -28.41 | 195 |
| 2025-03-03 | 2025-05-13 | -16.84 | 71 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-04-26 | 2023-07-13 | -8.59 | 77 |
| 2023-12-22 | 2024-01-28 | -8.59 | 36 |
| 2023-07-14 | 2023-10-06 | -8.06 | 84 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2025-05-13 | 2025-06-09 | -7.83 | 27 |
| 2024-01-30 | 2024-03-20 | -7.55 | 50 |
| Metric | 11398690:btcusd:triple_med_gx:lsma85_125 | 11398690: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 | 13.66% | 43.77% |
| Worst Month | -11.2% | -37.12% |
| Best Year | 53.68% | 155.54% |
| Worst Year | -12.15% | -57.04% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.29% | 5.91% |
| Avg. Down Week | -3.04% | -5.13% |
| Avg. Up Month | 5.43% | 12.2% |
| Avg. Down Month | -5.46% | -12.45% |
| Win Days % | 49.97% | 51.3% |
| Win Month % | 69.23% | 60.98% |
| Win Week % | 50.94% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |