| Metric | 11400706:btcusd:triple_med_gx:lsma65_130 | 11400706:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 106.43% | 182.99% |
| Max Drawdown | -43.52% | -67.18% |
| Sharpe | 0.43 | 0.43 |
| Sortino | 0.65 | 0.62 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.3 | 1.06 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 19.34 | 3.88 |
| Outlier Loss Ratio | 4.1 | 3.85 |
| Volatility (ann.) | 15.38% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.55 | 0.54 |
| Skew | 1.32 | 0.2 |
| Kurtosis | 32.22 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.78% | 2.57% |
| Expected Yearly % | 19.87% | 29.7% |
| Kelly Criterion | 4.07% | 5.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11400706:BTCUSD | 11400706:btcusd:triple_med_gx:lsma65_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -28.78 | 0.50 | + |
| 2023 | 155.54 | 59.89 | 0.39 | - |
| 2024 | 121.00 | 75.06 | 0.62 | - |
| 2025 | 16.76 | 3.56 | 0.21 | - |
| Metric | 11400706:btcusd:triple_med_gx:lsma65_130 | 11400706:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 6.9% | 31.46% |
| 6M | 4.26% | 12.77% |
| YTD | 3.56% | 16.76% |
| 1Y | 27.88% | 56.84% |
| 3Y (ann.) | 26.55% | 55.31% |
| 5Y (ann.) | 24.11% | 36.34% |
| Metric | 11400706:btcusd:triple_med_gx:lsma65_130 | 11400706:BTCUSD |
|---|---|---|
| Max Drawdown | -43.52% | -67.18% |
| Longest DD Days | 636.0 | 683.0 |
| Avg. Drawdown | -4.45% | -6.9% |
| Avg. Drawdown Days | 27.0 | 35.0 |
| Recovery Factor | 2.45 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-11-28 | -43.52 | 636 |
| 2024-12-21 | 2025-03-06 | -16.30 | 75 |
| 2025-03-06 | 2025-06-11 | -15.63 | 97 |
| 2024-06-10 | 2024-08-08 | -14.11 | 58 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-08-09 | 2024-09-13 | -10.18 | 35 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-14 | -7.86 | 30 |
| 2024-01-17 | 2024-01-27 | -7.62 | 10 |
| 2024-04-23 | 2024-05-04 | -6.36 | 11 |
| Metric | 11400706:btcusd:triple_med_gx:lsma65_130 | 11400706:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.32% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 14.68% | 43.77% |
| Worst Month | -24.49% | -37.12% |
| Best Year | 75.06% | 155.54% |
| Worst Year | -28.78% | -57.08% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.59% | 6.39% |
| Avg. Down Week | -3.31% | -4.83% |
| Avg. Up Month | 6.4% | 14.99% |
| Avg. Down Month | -7.01% | -14.69% |
| Win Days % | 50.13% | 51.31% |
| Win Month % | 67.5% | 60.98% |
| Win Week % | 55.77% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |