| Metric | 11398874:btcusd:triple_med_gx:lsma185_125 | 11398874:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 46.83% | 147.16% |
| Max Drawdown | -27.64% | -67.18% |
| Sharpe | 0.32 | 0.39 |
| Sortino | 0.49 | 0.57 |
| Payoff Ratio | 1.11 | 1.02 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.38 | 1.06 |
| CPC Index | 0.64 | 0.56 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 42.44 | 3.41 |
| Outlier Loss Ratio | 3.33 | 3.22 |
| Volatility (ann.) | 10.94% | 26.27% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.44 | 0.47 |
| Skew | 1.43 | 0.18 |
| Kurtosis | 77.49 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.94% | 2.23% |
| Expected Yearly % | 10.08% | 25.39% |
| Kelly Criterion | 4.62% | 3.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.23% |
| Expected Shortfall (cVaR) | -0.93% | -2.23% |
| Year | 11398874:BTCUSD | 11398874:btcusd:triple_med_gx:lsma185_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 4.75 | -0.08 | + |
| 2023 | 155.54 | 8.94 | 0.06 | - |
| 2024 | 121.00 | 18.77 | 0.16 | - |
| 2025 | 16.76 | 8.34 | 0.50 | - |
| Metric | 11398874:btcusd:triple_med_gx:lsma185_125 | 11398874:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 6.13% | 31.46% |
| 6M | 8.34% | 12.77% |
| YTD | 8.34% | 16.76% |
| 1Y | 14.08% | 56.84% |
| 3Y (ann.) | 11.15% | 55.31% |
| 5Y (ann.) | 12.27% | 31.36% |
| Metric | 11398874:btcusd:triple_med_gx:lsma185_125 | 11398874:BTCUSD |
|---|---|---|
| Max Drawdown | -27.64% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -4.22% | -7.67% |
| Avg. Drawdown Days | 48.0 | 38.0 |
| Recovery Factor | 1.69 | 2.19 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-06-21 | -27.64 | 436 |
| 2024-05-18 | 2024-11-11 | -21.37 | 177 |
| 2022-02-21 | 2022-03-22 | -11.81 | 29 |
| 2023-07-14 | 2024-03-06 | -11.02 | 236 |
| 2025-01-30 | 2025-05-08 | -8.18 | 98 |
| 2024-12-01 | 2025-01-30 | -2.82 | 59 |
| 2024-03-21 | 2024-05-15 | -2.37 | 55 |
| 2024-03-06 | 2024-03-07 | -2.37 | 0 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| Metric | 11398874:btcusd:triple_med_gx:lsma185_125 | 11398874:BTCUSD |
|---|---|---|
| Best Day | 7.87% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 15.35% | 35.75% |
| Worst Week | -20.63% | -29.64% |
| Best Month | 25.8% | 43.77% |
| Worst Month | -20.63% | -37.12% |
| Best Year | 18.77% | 155.54% |
| Worst Year | 4.75% | -62.52% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.9% | -0.98% |
| Avg. Up Week | 5.04% | 6.96% |
| Avg. Down Week | -4.23% | -4.81% |
| Avg. Up Month | 7.89% | 12.65% |
| Avg. Down Month | -4.95% | -10.63% |
| Win Days % | 49.92% | 51.25% |
| Win Month % | 53.12% | 58.54% |
| Win Week % | 57.41% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |