| Metric | 11400705:btcusd:triple_med_gx:lsma55_130 | 11400705:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 126.93% | 182.99% |
| Max Drawdown | -40.92% | -67.18% |
| Sharpe | 0.48 | 0.43 |
| Sortino | 0.74 | 0.62 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 19.99 | 3.92 |
| Outlier Loss Ratio | 4.09 | 3.82 |
| Volatility (ann.) | 15.21% | 26.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.68 | 0.54 |
| Skew | 1.5 | 0.2 |
| Kurtosis | 33.03 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.02% | 2.57% |
| Expected Yearly % | 22.74% | 29.7% |
| Kelly Criterion | 4.97% | 5.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.24% |
| Expected Shortfall (cVaR) | -1.29% | -2.24% |
| Year | 11400705:BTCUSD | 11400705:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -25.28 | 0.44 | + |
| 2023 | 155.54 | 64.95 | 0.42 | - |
| 2024 | 121.00 | 70.75 | 0.58 | - |
| 2025 | 16.76 | 7.83 | 0.47 | - |
| Metric | 11400705:btcusd:triple_med_gx:lsma55_130 | 11400705:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 7.42% | 31.46% |
| 6M | 7.81% | 12.77% |
| YTD | 7.83% | 16.76% |
| 1Y | 29.54% | 56.84% |
| 3Y (ann.) | 27.35% | 55.31% |
| 5Y (ann.) | 27.66% | 36.34% |
| Metric | 11400705:btcusd:triple_med_gx:lsma55_130 | 11400705:BTCUSD |
|---|---|---|
| Max Drawdown | -40.92% | -67.18% |
| Longest DD Days | 518.0 | 683.0 |
| Avg. Drawdown | -4.43% | -6.9% |
| Avg. Drawdown Days | 24.0 | 35.0 |
| Recovery Factor | 3.1 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-10-16 | -40.92 | 518 |
| 2024-12-21 | 2025-03-06 | -15.31 | 74 |
| 2024-06-10 | 2024-08-08 | -14.11 | 58 |
| 2025-03-06 | 2025-06-09 | -13.40 | 95 |
| 2022-03-02 | 2022-05-15 | -12.76 | 74 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-02 | 2024-01-29 | -10.01 | 27 |
| 2024-08-09 | 2024-09-13 | -9.75 | 35 |
| 2024-09-14 | 2024-10-14 | -7.95 | 30 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11400705:btcusd:triple_med_gx:lsma55_130 | 11400705:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 15.44% | 43.77% |
| Worst Month | -23.97% | -37.12% |
| Best Year | 70.75% | 155.54% |
| Worst Year | -25.28% | -57.08% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 4.51% | 6.17% |
| Avg. Down Week | -3.15% | -5.1% |
| Avg. Up Month | 5.62% | 13.97% |
| Avg. Down Month | -6.34% | -12.73% |
| Win Days % | 50.2% | 51.31% |
| Win Month % | 72.5% | 60.98% |
| Win Week % | 54.29% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |