| Metric | 11398862:btcusd:triple_med_gx:lsma105_125 | 11398862:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 121.64% | 208.37% |
| Max Drawdown | -39.05% | -67.18% |
| Sharpe | 0.42 | 0.44 |
| Sortino | 0.63 | 0.64 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.11 | 1.08 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 14.97 | 4.15 |
| Outlier Loss Ratio | 4.34 | 4.13 |
| Volatility (ann.) | 17.3% | 26.11% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.66 | 0.57 |
| Skew | 0.75 | 0.2 |
| Kurtosis | 22.45 | 6.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.91% | 2.72% |
| Expected Yearly % | 22.01% | 32.52% |
| Kelly Criterion | 3.71% | 4.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.22% |
| Expected Shortfall (cVaR) | -1.47% | -2.22% |
| Year | 11398862:BTCUSD | 11398862:btcusd:triple_med_gx:lsma105_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -19.24 | 0.34 | + |
| 2023 | 155.54 | 56.93 | 0.37 | - |
| 2024 | 121.00 | 81.27 | 0.67 | - |
| 2025 | 27.10 | -3.53 | -0.13 | - |
| Metric | 11398862:btcusd:triple_med_gx:lsma105_125 | 11398862:BTCUSD |
|---|---|---|
| MTD | 0.71% | 10.71% |
| 3M | 8.35% | 41.88% |
| 6M | -2.51% | 22.91% |
| YTD | -3.53% | 27.1% |
| 1Y | 42.82% | 82.29% |
| 3Y (ann.) | 39.84% | 77.48% |
| 5Y (ann.) | 25.88% | 38.5% |
| Metric | 11398862:btcusd:triple_med_gx:lsma105_125 | 11398862:BTCUSD |
|---|---|---|
| Max Drawdown | -39.05% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.94% | -6.54% |
| Avg. Drawdown Days | 29.0 | 33.0 |
| Recovery Factor | 3.11 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -39.05 | 476 |
| 2025-01-07 | 2025-07-17 | -27.15 | 191 |
| 2024-05-16 | 2024-10-14 | -23.99 | 150 |
| 2023-07-14 | 2023-12-05 | -13.52 | 144 |
| 2022-02-21 | 2022-02-27 | -11.81 | 6 |
| 2023-12-22 | 2024-01-29 | -10.27 | 38 |
| 2024-04-01 | 2024-04-22 | -8.39 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-04-23 | 2024-05-03 | -6.72 | 10 |
| Metric | 11398862:btcusd:triple_med_gx:lsma105_125 | 11398862:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.06% | 35.75% |
| Worst Week | -9.45% | -29.64% |
| Best Month | 18.29% | 43.77% |
| Worst Month | -12.21% | -37.12% |
| Best Year | 81.27% | 155.54% |
| Worst Year | -19.24% | -57.04% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 3.99% | 5.9% |
| Avg. Down Week | -2.66% | -4.43% |
| Avg. Up Month | 8.68% | 13.92% |
| Avg. Down Month | -5.14% | -12.59% |
| Win Days % | 50.28% | 51.32% |
| Win Month % | 52.38% | 61.9% |
| Win Week % | 52.34% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |