| Metric | 11398851:btcusd:triple_med_gx:lsma65_125 | 11398851:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 26.45% | 183.29% |
| Max Drawdown | -34.05% | -67.18% |
| Sharpe | 0.19 | 0.43 |
| Sortino | 0.28 | 0.62 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 19.61 | 3.94 |
| Outlier Loss Ratio | 4.01 | 3.98 |
| Volatility (ann.) | 16.0% | 26.34% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.21 | 0.54 |
| Skew | 0.89 | 0.2 |
| Kurtosis | 31.09 | 6.44 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.57% |
| Expected Yearly % | 6.04% | 29.73% |
| Kelly Criterion | 1.41% | 4.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.24% |
| Expected Shortfall (cVaR) | -1.37% | -2.24% |
| Year | 11398851:BTCUSD | 11398851:btcusd:triple_med_gx:lsma65_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -16.29 | 0.29 | + |
| 2023 | 155.54 | 44.14 | 0.28 | - |
| 2024 | 121.00 | 5.86 | 0.05 | - |
| 2025 | 16.76 | -1.01 | -0.06 | - |
| Metric | 11398851:btcusd:triple_med_gx:lsma65_125 | 11398851:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.91% | 31.46% |
| 6M | 2.83% | 12.77% |
| YTD | -1.01% | 16.76% |
| 1Y | 1.07% | 56.84% |
| 3Y (ann.) | 7.92% | 55.31% |
| 5Y (ann.) | 7.24% | 36.34% |
| Metric | 11398851:btcusd:triple_med_gx:lsma65_125 | 11398851:BTCUSD |
|---|---|---|
| Max Drawdown | -34.05% | -67.18% |
| Longest DD Days | 472.0 | 683.0 |
| Avg. Drawdown | -5.75% | -6.73% |
| Avg. Drawdown Days | 51.0 | 34.0 |
| Recovery Factor | 0.78 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-17 | -34.05 | 472 |
| 2024-04-23 | 2025-06-11 | -30.95 | 414 |
| 2023-12-22 | 2024-03-25 | -14.33 | 94 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2023-07-14 | 2023-10-16 | -8.45 | 94 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-29 | 2024-04-19 | -4.51 | 21 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| Metric | 11398851:btcusd:triple_med_gx:lsma65_125 | 11398851:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -16.28% | -29.64% |
| Best Month | 12.44% | 43.77% |
| Worst Month | -17.14% | -37.12% |
| Best Year | 44.14% | 155.54% |
| Worst Year | -16.29% | -57.04% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.34% | 6.38% |
| Avg. Down Week | -3.14% | -4.31% |
| Avg. Up Month | 5.79% | 12.55% |
| Avg. Down Month | -6.11% | -13.35% |
| Win Days % | 49.17% | 51.3% |
| Win Month % | 55.26% | 60.98% |
| Win Week % | 49.49% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |