| Metric | 11398796:btcusd:triple_med_gx:lsma65_125 | 11398796:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 59.83% | 183.29% |
| Max Drawdown | -30.37% | -67.18% |
| Sharpe | 0.3 | 0.43 |
| Sortino | 0.46 | 0.62 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.18 | 1.06 |
| CPC Index | 0.59 | 0.59 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 19.78 | 3.96 |
| Outlier Loss Ratio | 4.02 | 3.95 |
| Volatility (ann.) | 15.96% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.49 | 0.54 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 33.38 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.15% | 2.57% |
| Expected Yearly % | 12.44% | 29.73% |
| Kelly Criterion | 2.96% | 5.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11398796:BTCUSD | 11398796:btcusd:triple_med_gx:lsma65_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -10.07 | 0.18 | + |
| 2023 | 155.54 | 33.10 | 0.21 | - |
| 2024 | 121.00 | 12.34 | 0.10 | - |
| 2025 | 16.76 | 18.86 | 1.13 | + |
| Metric | 11398796:btcusd:triple_med_gx:lsma65_125 | 11398796:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 20.22% | 31.46% |
| 6M | 22.15% | 12.77% |
| YTD | 18.86% | 16.76% |
| 1Y | 26.43% | 56.84% |
| 3Y (ann.) | 15.5% | 55.31% |
| 5Y (ann.) | 14.98% | 36.34% |
| Metric | 11398796:btcusd:triple_med_gx:lsma65_125 | 11398796:BTCUSD |
|---|---|---|
| Max Drawdown | -30.37% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -6.07% | -6.73% |
| Avg. Drawdown Days | 44.0 | 34.0 |
| Recovery Factor | 1.97 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -30.37 | 420 |
| 2024-04-23 | 2024-12-05 | -27.48 | 226 |
| 2025-03-03 | 2025-05-08 | -14.39 | 66 |
| 2023-12-22 | 2024-03-20 | -12.93 | 89 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-07-14 | 2023-12-20 | -8.79 | 159 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2023-04-26 | 2023-07-10 | -7.35 | 75 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11398796:btcusd:triple_med_gx:lsma65_125 | 11398796:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -10.82% | -29.64% |
| Best Month | 12.75% | 43.77% |
| Worst Month | -9.23% | -37.12% |
| Best Year | 33.1% | 155.54% |
| Worst Year | -10.07% | -57.04% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 3.95% | 6.06% |
| Avg. Down Week | -2.6% | -4.35% |
| Avg. Up Month | 5.48% | 11.99% |
| Avg. Down Month | -3.96% | -12.55% |
| Win Days % | 49.48% | 51.3% |
| Win Month % | 57.89% | 60.98% |
| Win Week % | 50.52% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |