| Metric | 11398968:btcusd:triple_med_gx:lsma95_125 | 11398968:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 120.57% | 183.29% |
| Max Drawdown | -41.56% | -67.18% |
| Sharpe | 0.43 | 0.43 |
| Sortino | 0.65 | 0.62 |
| Payoff Ratio | 1.05 | 1.04 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 16.25 | 4.07 |
| Outlier Loss Ratio | 4.23 | 4.07 |
| Volatility (ann.) | 16.81% | 26.34% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.64 | 0.54 |
| Skew | 0.76 | 0.2 |
| Kurtosis | 25.09 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.95% | 2.57% |
| Expected Yearly % | 21.87% | 29.73% |
| Kelly Criterion | 4.36% | 4.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.24% |
| Expected Shortfall (cVaR) | -1.43% | -2.24% |
| Year | 11398968:BTCUSD | 11398968:btcusd:triple_med_gx:lsma95_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -17.73 | 0.31 | + |
| 2023 | 155.54 | 39.68 | 0.26 | - |
| 2024 | 121.00 | 65.30 | 0.54 | - |
| 2025 | 16.76 | 16.10 | 0.96 | - |
| Metric | 11398968:btcusd:triple_med_gx:lsma95_125 | 11398968:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 22.74% | 31.46% |
| 6M | 21.43% | 12.77% |
| YTD | 16.1% | 16.76% |
| 1Y | 44.74% | 56.84% |
| 3Y (ann.) | 31.17% | 55.31% |
| 5Y (ann.) | 26.55% | 36.34% |
| Metric | 11398968:btcusd:triple_med_gx:lsma95_125 | 11398968:BTCUSD |
|---|---|---|
| Max Drawdown | -41.56% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -4.28% | -6.73% |
| Avg. Drawdown Days | 25.0 | 34.0 |
| Recovery Factor | 2.9 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -41.56 | 476 |
| 2024-05-16 | 2024-10-15 | -25.58 | 152 |
| 2025-01-07 | 2025-05-08 | -18.36 | 121 |
| 2023-07-14 | 2024-01-27 | -16.29 | 197 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-01-31 | 2024-03-25 | -6.66 | 53 |
| 2024-12-16 | 2025-01-06 | -6.54 | 20 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11398968:btcusd:triple_med_gx:lsma95_125 | 11398968:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.06% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -19.72% | -37.12% |
| Best Year | 65.3% | 155.54% |
| Worst Year | -17.73% | -57.04% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.87% | -0.88% |
| Avg. Up Week | 5.06% | 6.24% |
| Avg. Down Week | -2.94% | -4.38% |
| Avg. Up Month | 8.53% | 14.4% |
| Avg. Down Month | -5.66% | -11.67% |
| Win Days % | 50.92% | 51.3% |
| Win Month % | 57.5% | 60.98% |
| Win Week % | 45.13% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |