| Metric | 11398853:btcusd:triple_med_gx:lsma75_125 | 11398853:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 67.67% | 183.29% |
| Max Drawdown | -35.88% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.48 | 0.62 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.22 | 1.06 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 18.67 | 4.0 |
| Outlier Loss Ratio | 4.08 | 3.98 |
| Volatility (ann.) | 16.25% | 26.34% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.46 | 0.54 |
| Skew | 0.9 | 0.2 |
| Kurtosis | 29.34 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.27% | 2.57% |
| Expected Yearly % | 13.79% | 29.73% |
| Kelly Criterion | 3.01% | 4.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.24% |
| Expected Shortfall (cVaR) | -1.39% | -2.24% |
| Year | 11398853:BTCUSD | 11398853:btcusd:triple_med_gx:lsma75_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -18.30 | 0.32 | + |
| 2023 | 155.54 | 58.47 | 0.38 | - |
| 2024 | 121.00 | 21.95 | 0.18 | - |
| 2025 | 16.76 | 6.19 | 0.37 | - |
| Metric | 11398853:btcusd:triple_med_gx:lsma75_125 | 11398853:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 19.66% | 31.46% |
| 6M | 9.98% | 12.77% |
| YTD | 6.19% | 16.76% |
| 1Y | 14.83% | 56.84% |
| 3Y (ann.) | 18.47% | 55.31% |
| 5Y (ann.) | 16.63% | 36.34% |
| Metric | 11398853:btcusd:triple_med_gx:lsma75_125 | 11398853:BTCUSD |
|---|---|---|
| Max Drawdown | -35.88% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -5.54% | -6.73% |
| Avg. Drawdown Days | 36.0 | 34.0 |
| Recovery Factor | 1.89 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -35.88 | 420 |
| 2024-04-23 | 2024-12-05 | -29.20 | 226 |
| 2024-12-26 | 2025-06-09 | -21.15 | 165 |
| 2023-12-22 | 2024-03-20 | -13.69 | 89 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2023-07-14 | 2023-11-22 | -8.54 | 131 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-04-26 | 2023-06-10 | -5.79 | 44 |
| 2023-06-13 | 2023-06-16 | -4.64 | 3 |
| Metric | 11398853:btcusd:triple_med_gx:lsma75_125 | 11398853:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -18.8% | -29.64% |
| Best Month | 16.72% | 43.77% |
| Worst Month | -15.62% | -37.12% |
| Best Year | 58.47% | 155.54% |
| Worst Year | -18.3% | -57.04% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 5.01% | 6.25% |
| Avg. Down Week | -3.09% | -4.39% |
| Avg. Up Month | 6.47% | 13.17% |
| Avg. Down Month | -6.29% | -13.74% |
| Win Days % | 49.73% | 51.3% |
| Win Month % | 64.86% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |