| Metric | 11402033:btcusd:triple_med_gx:lsma25_135 | 11402033:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 174.26% | 183.25% |
| Max Drawdown | -32.1% | -67.18% |
| Sharpe | 0.57 | 0.43 |
| Sortino | 0.9 | 0.62 |
| Payoff Ratio | 1.12 | 1.02 |
| Profit Factor | 1.21 | 1.07 |
| Common Sense Ratio | 1.46 | 1.07 |
| CPC Index | 0.7 | 0.56 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 22.98 | 3.98 |
| Outlier Loss Ratio | 3.86 | 3.8 |
| Volatility (ann.) | 15.01% | 26.31% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.09 | 0.54 |
| Skew | 1.56 | 0.2 |
| Kurtosis | 39.0 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.49% | 2.57% |
| Expected Yearly % | 28.69% | 29.73% |
| Kelly Criterion | 8.31% | 3.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.23% |
| Expected Shortfall (cVaR) | -1.27% | -2.23% |
| Year | 11402033:BTCUSD | 11402033:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -13.36 | 0.24 | + |
| 2023 | 155.54 | 52.57 | 0.34 | - |
| 2024 | 121.00 | 51.78 | 0.43 | - |
| 2025 | 11.80 | 36.70 | 3.11 | + |
| Metric | 11402033:btcusd:triple_med_gx:lsma25_135 | 11402033:BTCUSD |
|---|---|---|
| MTD | -0.74% | -0.27% |
| 3M | 9.93% | 26.2% |
| 6M | 34.21% | -1.67% |
| YTD | 36.7% | 11.8% |
| 1Y | 64.45% | 56.98% |
| 3Y (ann.) | 46.42% | 72.09% |
| 5Y (ann.) | 34.87% | 36.17% |
| Metric | 11402033:btcusd:triple_med_gx:lsma25_135 | 11402033:BTCUSD |
|---|---|---|
| Max Drawdown | -32.1% | -67.18% |
| Longest DD Days | 383.0 | 683.0 |
| Avg. Drawdown | -3.24% | -6.97% |
| Avg. Drawdown Days | 18.0 | 36.0 |
| Recovery Factor | 5.43 | 2.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-04-26 | -32.10 | 383 |
| 2024-06-10 | 2024-11-05 | -21.98 | 147 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-02 | 2024-03-20 | -9.81 | 78 |
| 2024-04-04 | 2024-05-03 | -8.33 | 28 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2025-05-29 | 2025-06-18 | -6.66 | 20 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -5.66 | 6 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| Metric | 11402033:btcusd:triple_med_gx:lsma25_135 | 11402033:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.26% | 35.75% |
| Worst Week | -15.26% | -29.64% |
| Best Month | 16.66% | 43.77% |
| Worst Month | -13.34% | -37.12% |
| Best Year | 52.57% | 155.54% |
| Worst Year | -13.36% | -55.14% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.89% | -0.98% |
| Avg. Up Week | 3.84% | 5.55% |
| Avg. Down Week | -3.34% | -5.47% |
| Avg. Up Month | 5.51% | 13.21% |
| Avg. Down Month | -4.98% | -12.35% |
| Win Days % | 51.49% | 51.29% |
| Win Month % | 76.32% | 58.54% |
| Win Week % | 67.02% | 50.56% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |