| Metric | 11400586:btcusd:triple_med_gx:lsma25_130 | 11400586:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 65.11% | 182.99% |
| Max Drawdown | -45.91% | -67.18% |
| Sharpe | 0.32 | 0.43 |
| Sortino | 0.48 | 0.62 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.31 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 22.04 | 3.8 |
| Outlier Loss Ratio | 3.92 | 3.83 |
| Volatility (ann.) | 14.95% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.35 | 0.54 |
| Skew | 0.76 | 0.2 |
| Kurtosis | 37.12 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.23% | 2.57% |
| Expected Yearly % | 13.36% | 29.7% |
| Kelly Criterion | 3.38% | 4.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.24% |
| Expected Shortfall (cVaR) | -1.27% | -2.24% |
| Year | 11400586:BTCUSD | 11400586:btcusd:triple_med_gx:lsma25_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -25.98 | 0.46 | + |
| 2023 | 155.54 | 40.75 | 0.26 | - |
| 2024 | 121.00 | 42.19 | 0.35 | - |
| 2025 | 16.76 | 11.46 | 0.68 | - |
| Metric | 11400586:btcusd:triple_med_gx:lsma25_130 | 11400586:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 26.2% | 31.46% |
| 6M | 12.06% | 12.77% |
| YTD | 11.46% | 16.76% |
| 1Y | 14.52% | 56.84% |
| 3Y (ann.) | 10.64% | 55.31% |
| 5Y (ann.) | 16.12% | 36.34% |
| Metric | 11400586:btcusd:triple_med_gx:lsma25_130 | 11400586:BTCUSD |
|---|---|---|
| Max Drawdown | -45.91% | -67.18% |
| Longest DD Days | 771.0 | 683.0 |
| Avg. Drawdown | -4.67% | -6.9% |
| Avg. Drawdown Days | 37.0 | 35.0 |
| Recovery Factor | 1.42 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-04-19 | -45.91 | 771 |
| 2024-12-26 | 2025-05-21 | -21.53 | 146 |
| 2024-06-10 | 2024-10-07 | -19.17 | 118 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-12 | -6.91 | 7 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2024-12-13 | 2024-12-20 | -4.76 | 7 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-30 | 2025-06-08 | -4.29 | 9 |
| 2024-11-04 | 2024-12-04 | -3.29 | 30 |
| Metric | 11400586:btcusd:triple_med_gx:lsma25_130 | 11400586:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 17.11% | 43.77% |
| Worst Month | -26.1% | -37.12% |
| Best Year | 42.19% | 155.54% |
| Worst Year | -25.98% | -57.08% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.88% | -0.92% |
| Avg. Up Week | 4.19% | 6.13% |
| Avg. Down Week | -3.3% | -5.49% |
| Avg. Up Month | 6.04% | 11.07% |
| Avg. Down Month | -7.9% | -13.37% |
| Win Days % | 50.0% | 51.31% |
| Win Month % | 69.23% | 60.98% |
| Win Week % | 52.53% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |