| Metric | 11399818:btcusd:triple_med_gx:lsma55_130 | 11399818:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 45.89% | 182.99% |
| Max Drawdown | -24.43% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.49 | 0.62 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.37 | 1.06 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 33.94 | 3.41 |
| Outlier Loss Ratio | 4.24 | 3.31 |
| Volatility (ann.) | 10.6% | 26.35% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.49 | 0.54 |
| Skew | 2.02 | 0.2 |
| Kurtosis | 62.17 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.93% | 2.57% |
| Expected Yearly % | 9.9% | 29.7% |
| Kelly Criterion | 1.64% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.24% |
| Expected Shortfall (cVaR) | -0.9% | -2.24% |
| Year | 11399818:BTCUSD | 11399818:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -5.70 | 0.10 | + |
| 2023 | 155.54 | 24.38 | 0.16 | - |
| 2024 | 121.00 | 11.32 | 0.09 | - |
| 2025 | 16.76 | 11.74 | 0.70 | - |
| Metric | 11399818:btcusd:triple_med_gx:lsma55_130 | 11399818:BTCUSD |
|---|---|---|
| MTD | 3.69% | 4.16% |
| 3M | 6.08% | 31.46% |
| 6M | 10.53% | 12.77% |
| YTD | 11.74% | 16.76% |
| 1Y | 11.69% | 56.84% |
| 3Y (ann.) | 7.32% | 55.31% |
| 5Y (ann.) | 11.91% | 36.34% |
| Metric | 11399818:btcusd:triple_med_gx:lsma55_130 | 11399818:BTCUSD |
|---|---|---|
| Max Drawdown | -24.43% | -67.18% |
| Longest DD Days | 581.0 | 683.0 |
| Avg. Drawdown | -4.07% | -6.9% |
| Avg. Drawdown Days | 48.0 | 35.0 |
| Recovery Factor | 1.88 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-11-24 | -24.43 | 581 |
| 2024-06-07 | 2025-01-02 | -18.68 | 208 |
| 2023-11-24 | 2024-03-25 | -14.37 | 121 |
| 2025-03-06 | 2025-06-09 | -12.67 | 95 |
| 2022-02-27 | 2022-02-28 | -4.70 | 1 |
| 2022-04-16 | 2022-04-18 | -3.97 | 2 |
| 2024-03-29 | 2024-05-05 | -3.60 | 37 |
| 2025-02-11 | 2025-03-05 | -2.96 | 22 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-04-20 | 2022-04-21 | -1.76 | 0 |
| Metric | 11399818:btcusd:triple_med_gx:lsma55_130 | 11399818:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.38% | -9.32% |
| Best Week | 11.72% | 35.75% |
| Worst Week | -14.54% | -29.64% |
| Best Month | 9.71% | 43.77% |
| Worst Month | -13.49% | -37.12% |
| Best Year | 24.38% | 155.54% |
| Worst Year | -5.7% | -57.08% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.33% | 6.64% |
| Avg. Down Week | -1.95% | -3.7% |
| Avg. Up Month | 5.06% | 14.56% |
| Avg. Down Month | -3.74% | -12.69% |
| Win Days % | 46.53% | 51.31% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 47.25% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |