| Metric | 11398801:btcusd:triple_med_gx:lsma85_125 | 11398801:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 69.72% | 183.29% |
| Max Drawdown | -37.13% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.48 | 0.62 |
| Payoff Ratio | 1.05 | 1.03 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 17.36 | 4.06 |
| Outlier Loss Ratio | 4.07 | 4.01 |
| Volatility (ann.) | 16.9% | 26.34% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.46 | 0.54 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 28.13 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.3% | 2.57% |
| Expected Yearly % | 14.14% | 29.73% |
| Kelly Criterion | 2.88% | 4.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.24% |
| Expected Shortfall (cVaR) | -1.44% | -2.24% |
| Year | 11398801:BTCUSD | 11398801:btcusd:triple_med_gx:lsma85_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -4.74 | 0.08 | + |
| 2023 | 155.54 | 44.57 | 0.29 | - |
| 2024 | 121.00 | 3.69 | 0.03 | - |
| 2025 | 16.76 | 18.86 | 1.13 | + |
| Metric | 11398801:btcusd:triple_med_gx:lsma85_125 | 11398801:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.1% | 31.46% |
| 6M | 21.88% | 12.77% |
| YTD | 18.86% | 16.76% |
| 1Y | 30.15% | 56.84% |
| 3Y (ann.) | 16.44% | 55.31% |
| 5Y (ann.) | 17.06% | 36.34% |
| Metric | 11398801:btcusd:triple_med_gx:lsma85_125 | 11398801:BTCUSD |
|---|---|---|
| Max Drawdown | -37.13% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -6.17% | -6.73% |
| Avg. Drawdown Days | 47.0 | 34.0 |
| Recovery Factor | 1.88 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-02-06 | -37.13 | 311 |
| 2022-03-02 | 2023-04-26 | -33.41 | 420 |
| 2025-03-03 | 2025-06-09 | -16.84 | 98 |
| 2023-07-14 | 2024-03-20 | -15.44 | 250 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-05-23 | 2023-06-17 | -5.86 | 24 |
| 2023-04-26 | 2023-05-18 | -5.79 | 22 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-02-06 | 2025-03-02 | -3.26 | 24 |
| Metric | 11398801:btcusd:triple_med_gx:lsma85_125 | 11398801:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -11.37% | -29.64% |
| Best Month | 23.08% | 43.77% |
| Worst Month | -12.66% | -37.12% |
| Best Year | 44.57% | 155.54% |
| Worst Year | -4.74% | -57.04% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.89% | -0.91% |
| Avg. Up Week | 4.49% | 6.07% |
| Avg. Down Week | -2.97% | -4.17% |
| Avg. Up Month | 7.56% | 12.54% |
| Avg. Down Month | -5.35% | -13.07% |
| Win Days % | 50.14% | 51.3% |
| Win Month % | 53.85% | 60.98% |
| Win Week % | 48.04% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |