| Metric | 11400643:btcusd:triple_med_gx:lsma25_130 | 11400643:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 72.21% | 182.99% |
| Max Drawdown | -51.26% | -67.18% |
| Sharpe | 0.35 | 0.43 |
| Sortino | 0.51 | 0.62 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 21.91 | 3.8 |
| Outlier Loss Ratio | 3.91 | 3.8 |
| Volatility (ann.) | 14.95% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.34 | 0.54 |
| Skew | 0.79 | 0.2 |
| Kurtosis | 36.64 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.33% | 2.57% |
| Expected Yearly % | 14.56% | 29.7% |
| Kelly Criterion | 3.2% | 4.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.24% |
| Expected Shortfall (cVaR) | -1.27% | -2.24% |
| Year | 11400643:BTCUSD | 11400643:btcusd:triple_med_gx:lsma25_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -31.92 | 0.56 | + |
| 2023 | 155.54 | 48.33 | 0.31 | - |
| 2024 | 121.00 | 59.89 | 0.49 | - |
| 2025 | 16.76 | 6.66 | 0.40 | - |
| Metric | 11400643:btcusd:triple_med_gx:lsma25_130 | 11400643:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 16.61% | 31.46% |
| 6M | 9.11% | 12.77% |
| YTD | 6.66% | 16.76% |
| 1Y | 19.66% | 56.84% |
| 3Y (ann.) | 11.5% | 55.31% |
| 5Y (ann.) | 17.58% | 36.34% |
| Metric | 11400643:btcusd:triple_med_gx:lsma25_130 | 11400643:BTCUSD |
|---|---|---|
| Max Drawdown | -51.26% | -67.18% |
| Longest DD Days | 706.0 | 683.0 |
| Avg. Drawdown | -5.47% | -6.9% |
| Avg. Drawdown Days | 43.0 | 35.0 |
| Recovery Factor | 1.41 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-04-21 | -51.26 | 706 |
| 2024-06-10 | 2024-11-05 | -19.10 | 147 |
| 2024-12-21 | 2025-06-09 | -17.22 | 170 |
| 2022-04-11 | 2022-05-13 | -11.26 | 32 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-03-01 | 2022-03-09 | -2.87 | 8 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11400643:btcusd:triple_med_gx:lsma25_130 | 11400643:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 15.87% | 43.77% |
| Worst Month | -25.06% | -37.12% |
| Best Year | 59.89% | 155.54% |
| Worst Year | -31.92% | -57.08% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.08% | 6.09% |
| Avg. Down Week | -3.76% | -5.7% |
| Avg. Up Month | 6.13% | 12.58% |
| Avg. Down Month | -8.96% | -13.26% |
| Win Days % | 49.96% | 51.31% |
| Win Month % | 69.23% | 60.98% |
| Win Week % | 57.0% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |