| Metric | 11398849:btcusd:triple_med_gx:lsma55_125 | 11398849:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 86.32% | 183.29% |
| Max Drawdown | -34.65% | -67.18% |
| Sharpe | 0.37 | 0.43 |
| Sortino | 0.56 | 0.62 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 19.66 | 3.99 |
| Outlier Loss Ratio | 4.05 | 3.92 |
| Volatility (ann.) | 15.88% | 26.34% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.59 | 0.54 |
| Skew | 1.1 | 0.2 |
| Kurtosis | 31.34 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.53% | 2.57% |
| Expected Yearly % | 16.83% | 29.73% |
| Kelly Criterion | 3.66% | 5.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.24% |
| Expected Shortfall (cVaR) | -1.35% | -2.24% |
| Year | 11398849:BTCUSD | 11398849:btcusd:triple_med_gx:lsma55_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -18.46 | 0.32 | + |
| 2023 | 155.54 | 43.31 | 0.28 | - |
| 2024 | 121.00 | 33.65 | 0.28 | - |
| 2025 | 16.76 | 19.31 | 1.15 | + |
| Metric | 11398849:btcusd:triple_med_gx:lsma55_125 | 11398849:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 23.51% | 31.46% |
| 6M | 23.57% | 12.77% |
| YTD | 19.31% | 16.76% |
| 1Y | 29.5% | 56.84% |
| 3Y (ann.) | 21.08% | 55.31% |
| 5Y (ann.) | 20.35% | 36.34% |
| Metric | 11398849:btcusd:triple_med_gx:lsma55_125 | 11398849:BTCUSD |
|---|---|---|
| Max Drawdown | -34.65% | -67.18% |
| Longest DD Days | 498.0 | 683.0 |
| Avg. Drawdown | -4.62% | -6.73% |
| Avg. Drawdown Days | 28.0 | 34.0 |
| Recovery Factor | 2.49 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-07-13 | -34.65 | 498 |
| 2024-05-05 | 2024-12-04 | -27.29 | 213 |
| 2025-01-30 | 2025-05-08 | -14.02 | 98 |
| 2024-01-02 | 2024-03-20 | -12.06 | 78 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2023-07-14 | 2023-10-16 | -8.47 | 94 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-30 | -6.93 | 35 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| Metric | 11398849:btcusd:triple_med_gx:lsma55_125 | 11398849:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -20.49% | -29.64% |
| Best Month | 16.72% | 43.77% |
| Worst Month | -17.23% | -37.12% |
| Best Year | 43.31% | 155.54% |
| Worst Year | -18.46% | -57.04% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.22% | 6.02% |
| Avg. Down Week | -3.21% | -4.43% |
| Avg. Up Month | 5.57% | 12.75% |
| Avg. Down Month | -5.72% | -12.9% |
| Win Days % | 49.39% | 51.3% |
| Win Month % | 66.67% | 60.98% |
| Win Week % | 56.25% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |