| Metric | 11398857:btcusd:triple_med_gx:lsma95_125 | 11398857:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 68.6% | 183.29% |
| Max Drawdown | -39.71% | -67.18% |
| Sharpe | 0.31 | 0.43 |
| Sortino | 0.47 | 0.62 |
| Payoff Ratio | 1.05 | 1.02 |
| Profit Factor | 1.09 | 1.07 |
| Common Sense Ratio | 1.2 | 1.06 |
| CPC Index | 0.57 | 0.56 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 16.38 | 4.07 |
| Outlier Loss Ratio | 4.25 | 4.14 |
| Volatility (ann.) | 17.03% | 26.34% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.42 | 0.54 |
| Skew | 0.75 | 0.2 |
| Kurtosis | 24.73 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.57% |
| Expected Yearly % | 13.95% | 29.73% |
| Kelly Criterion | 2.85% | 3.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.24% |
| Expected Shortfall (cVaR) | -1.45% | -2.24% |
| Year | 11398857:BTCUSD | 11398857:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -25.13 | 0.44 | + |
| 2023 | 155.54 | 66.34 | 0.43 | - |
| 2024 | 121.00 | 38.57 | 0.32 | - |
| 2025 | 16.76 | -2.30 | -0.14 | - |
| Metric | 11398857:btcusd:triple_med_gx:lsma95_125 | 11398857:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 13.8% | 31.46% |
| 6M | 3.48% | 12.77% |
| YTD | -2.3% | 16.76% |
| 1Y | 14.37% | 56.84% |
| 3Y (ann.) | 22.21% | 55.31% |
| 5Y (ann.) | 16.83% | 36.34% |
| Metric | 11398857:btcusd:triple_med_gx:lsma95_125 | 11398857:BTCUSD |
|---|---|---|
| Max Drawdown | -39.71% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -5.55% | -6.73% |
| Avg. Drawdown Days | 34.0 | 34.0 |
| Recovery Factor | 1.73 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -39.71 | 475 |
| 2025-01-07 | 2025-06-11 | -25.91 | 155 |
| 2024-06-07 | 2024-11-06 | -24.73 | 151 |
| 2023-07-14 | 2023-12-04 | -14.16 | 143 |
| 2022-02-05 | 2022-02-28 | -12.46 | 23 |
| 2023-12-22 | 2024-01-29 | -10.14 | 38 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-04-23 | 2024-05-15 | -6.95 | 22 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| Metric | 11398857:btcusd:triple_med_gx:lsma95_125 | 11398857:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 18.16% | 43.77% |
| Worst Month | -19.72% | -37.12% |
| Best Year | 66.34% | 155.54% |
| Worst Year | -25.13% | -57.04% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 4.7% | 6.1% |
| Avg. Down Week | -2.93% | -4.17% |
| Avg. Up Month | 6.02% | 13.78% |
| Avg. Down Month | -6.1% | -13.38% |
| Win Days % | 50.32% | 51.3% |
| Win Month % | 63.41% | 60.98% |
| Win Week % | 50.45% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 50.0% | 75.0% |