| Metric | 11398794:btcusd:triple_med_gx:lsma55_125 | 11398794:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 79.58% | 183.29% |
| Max Drawdown | -34.34% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.54 | 0.62 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.24 | 1.06 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 20.12 | 3.99 |
| Outlier Loss Ratio | 3.99 | 3.95 |
| Volatility (ann.) | 15.93% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.55 | 0.54 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 33.51 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.44% | 2.57% |
| Expected Yearly % | 15.76% | 29.73% |
| Kelly Criterion | 3.6% | 5.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11398794:BTCUSD | 11398794:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -14.66 | 0.26 | + |
| 2023 | 155.54 | 32.41 | 0.21 | - |
| 2024 | 121.00 | 23.11 | 0.19 | - |
| 2025 | 16.76 | 29.09 | 1.74 | + |
| Metric | 11398794:btcusd:triple_med_gx:lsma55_125 | 11398794:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 25.62% | 31.46% |
| 6M | 31.64% | 12.77% |
| YTD | 29.09% | 16.76% |
| 1Y | 35.73% | 56.84% |
| 3Y (ann.) | 19.43% | 55.31% |
| 5Y (ann.) | 19.04% | 36.34% |
| Metric | 11398794:btcusd:triple_med_gx:lsma55_125 | 11398794:BTCUSD |
|---|---|---|
| Max Drawdown | -34.34% | -67.18% |
| Longest DD Days | 631.0 | 683.0 |
| Avg. Drawdown | -4.89% | -6.73% |
| Avg. Drawdown Days | 36.0 | 34.0 |
| Recovery Factor | 2.32 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-01-01 | -34.34 | 631 |
| 2024-05-31 | 2024-12-05 | -25.55 | 187 |
| 2024-01-02 | 2024-03-20 | -15.85 | 78 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2025-03-03 | 2025-04-12 | -11.01 | 40 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -5.88 | 6 |
| 2024-03-28 | 2024-04-19 | -4.64 | 21 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11398794:btcusd:triple_med_gx:lsma55_125 | 11398794:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -14.66% | -29.64% |
| Best Month | 13.96% | 43.77% |
| Worst Month | -11.66% | -37.12% |
| Best Year | 32.41% | 155.54% |
| Worst Year | -14.66% | -57.04% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 3.8% | 5.51% |
| Avg. Down Week | -2.65% | -4.79% |
| Avg. Up Month | 6.29% | 12.43% |
| Avg. Down Month | -3.98% | -12.55% |
| Win Days % | 49.77% | 51.3% |
| Win Month % | 55.26% | 60.98% |
| Win Week % | 51.06% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |