| Metric | 11398970:btcusd:triple_med_gx:lsma105_125 | 11398970:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 199.85% | 208.37% |
| Max Drawdown | -38.7% | -67.18% |
| Sharpe | 0.55 | 0.44 |
| Sortino | 0.83 | 0.64 |
| Payoff Ratio | 1.08 | 1.07 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.18 | 1.0 |
| Outlier Win Ratio | 14.91 | 4.15 |
| Outlier Loss Ratio | 4.31 | 4.09 |
| Volatility (ann.) | 17.18% | 26.11% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.97 | 0.57 |
| Skew | 0.83 | 0.2 |
| Kurtosis | 22.87 | 6.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.65% | 2.72% |
| Expected Yearly % | 31.59% | 32.52% |
| Kelly Criterion | 5.58% | 5.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.22% |
| Expected Shortfall (cVaR) | -1.45% | -2.22% |
| Year | 11398970:BTCUSD | 11398970:btcusd:triple_med_gx:lsma105_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | -8.27 | 0.14 | + |
| 2023 | 155.54 | 61.56 | 0.40 | - |
| 2024 | 121.00 | 72.49 | 0.60 | - |
| 2025 | 27.10 | 17.29 | 0.64 | - |
| Metric | 11398970:btcusd:triple_med_gx:lsma105_125 | 11398970:BTCUSD |
|---|---|---|
| MTD | 1.55% | 10.71% |
| 3M | 9.33% | 41.88% |
| 6M | 15.83% | 22.91% |
| YTD | 17.29% | 27.1% |
| 1Y | 71.22% | 82.29% |
| 3Y (ann.) | 50.39% | 77.48% |
| 5Y (ann.) | 37.38% | 38.5% |
| Metric | 11398970:btcusd:triple_med_gx:lsma105_125 | 11398970:BTCUSD |
|---|---|---|
| Max Drawdown | -38.7% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -4.23% | -6.54% |
| Avg. Drawdown Days | 20.0 | 33.0 |
| Recovery Factor | 5.16 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-10 | -38.70 | 404 |
| 2024-06-10 | 2024-10-15 | -27.40 | 126 |
| 2025-01-07 | 2025-04-15 | -16.10 | 98 |
| 2023-04-26 | 2023-06-21 | -13.26 | 55 |
| 2023-08-29 | 2023-12-05 | -12.98 | 97 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-17 | 2025-01-06 | -8.78 | 19 |
| 2023-07-14 | 2023-08-29 | -8.57 | 46 |
| 2024-04-01 | 2024-04-18 | -8.17 | 17 |
| 2025-06-10 | 2025-07-17 | -7.99 | 37 |
| Metric | 11398970:btcusd:triple_med_gx:lsma105_125 | 11398970:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 33.21% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 23.56% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 72.49% | 155.54% |
| Worst Year | -8.27% | -57.04% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 4.8% | 6.63% |
| Avg. Down Week | -2.78% | -4.43% |
| Avg. Up Month | 9.67% | 14.25% |
| Avg. Down Month | -4.81% | -12.55% |
| Win Days % | 50.9% | 51.32% |
| Win Month % | 57.14% | 61.9% |
| Win Week % | 48.8% | 51.63% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |