| Metric | 11398898:btcusd:triple_med_gx:lsma25_125 | 11398898:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 55.78% | 183.29% |
| Max Drawdown | -42.65% | -67.18% |
| Sharpe | 0.29 | 0.43 |
| Sortino | 0.43 | 0.62 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 21.57 | 3.83 |
| Outlier Loss Ratio | 3.96 | 3.89 |
| Volatility (ann.) | 15.26% | 26.34% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.33 | 0.54 |
| Skew | 0.77 | 0.2 |
| Kurtosis | 35.25 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.09% | 2.57% |
| Expected Yearly % | 11.72% | 29.73% |
| Kelly Criterion | 2.76% | 4.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11398898:BTCUSD | 11398898:btcusd:triple_med_gx:lsma25_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -22.13 | 0.39 | + |
| 2023 | 155.54 | 35.56 | 0.23 | - |
| 2024 | 121.00 | 20.10 | 0.17 | - |
| 2025 | 16.76 | 22.88 | 1.37 | + |
| Metric | 11398898:btcusd:triple_med_gx:lsma25_125 | 11398898:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 26.9% | 31.46% |
| 6M | 23.75% | 12.77% |
| YTD | 22.88% | 16.76% |
| 1Y | 14.7% | 56.84% |
| 3Y (ann.) | 10.53% | 55.31% |
| 5Y (ann.) | 14.11% | 36.34% |
| Metric | 11398898:btcusd:triple_med_gx:lsma25_125 | 11398898:BTCUSD |
|---|---|---|
| Max Drawdown | -42.65% | -67.18% |
| Longest DD Days | 739.0 | 683.0 |
| Avg. Drawdown | -4.91% | -6.73% |
| Avg. Drawdown Days | 52.0 | 34.0 |
| Recovery Factor | 1.31 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-04-19 | -42.65 | 739 |
| 2024-05-04 | 2025-05-08 | -24.01 | 369 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-02-21 | 2022-02-23 | -4.66 | 1 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-30 | 2025-06-08 | -4.29 | 9 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2022-03-06 | 2022-03-08 | -2.76 | 2 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11398898:btcusd:triple_med_gx:lsma25_125 | 11398898:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -28.85% | -29.64% |
| Best Month | 14.45% | 43.77% |
| Worst Month | -29.38% | -37.12% |
| Best Year | 35.56% | 155.54% |
| Worst Year | -22.13% | -57.04% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.26% | 6.08% |
| Avg. Down Week | -3.27% | -4.87% |
| Avg. Up Month | 5.71% | 11.32% |
| Avg. Down Month | -6.2% | -14.15% |
| Win Days % | 49.57% | 51.3% |
| Win Month % | 65.79% | 60.98% |
| Win Week % | 51.02% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |