| Metric | 11402039:btcusd:triple_med_gx:lsma55_135 | 11402039:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 80.87% | 195.83% |
| Max Drawdown | -37.38% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.55 | 0.64 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 21.92 | 3.99 |
| Outlier Loss Ratio | 3.94 | 3.92 |
| Volatility (ann.) | 15.53% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.52 | 0.57 |
| Skew | 1.17 | 0.2 |
| Kurtosis | 35.63 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.46% | 2.68% |
| Expected Yearly % | 15.97% | 31.15% |
| Kelly Criterion | 4.24% | 4.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11402039:BTCUSD | 11402039:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -15.57 | 0.28 | + |
| 2023 | 155.54 | 35.64 | 0.23 | - |
| 2024 | 121.00 | 23.47 | 0.19 | - |
| 2025 | 16.76 | 27.92 | 1.67 | + |
| Metric | 11402039:btcusd:triple_med_gx:lsma55_135 | 11402039:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 12.46% | 31.46% |
| 6M | 24.75% | 12.77% |
| YTD | 27.92% | 16.76% |
| 1Y | 24.86% | 56.84% |
| 3Y (ann.) | 22.31% | 55.31% |
| 5Y (ann.) | 19.33% | 38.19% |
| Metric | 11402039:btcusd:triple_med_gx:lsma55_135 | 11402039:BTCUSD |
|---|---|---|
| Max Drawdown | -37.38% | -67.18% |
| Longest DD Days | 621.0 | 683.0 |
| Avg. Drawdown | -4.54% | -6.97% |
| Avg. Drawdown Days | 35.0 | 36.0 |
| Recovery Factor | 2.16 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-12-20 | -37.38 | 621 |
| 2024-06-05 | 2024-12-05 | -18.44 | 182 |
| 2024-01-02 | 2024-03-25 | -12.04 | 83 |
| 2025-03-03 | 2025-05-21 | -11.73 | 79 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-26 | 2025-02-03 | -6.93 | 39 |
| 2025-02-04 | 2025-03-01 | -5.67 | 25 |
| 2024-12-05 | 2024-12-24 | -5.45 | 19 |
| 2022-02-21 | 2022-02-23 | -4.83 | 1 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402039:btcusd:triple_med_gx:lsma55_135 | 11402039:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 13.34% | 43.77% |
| Worst Month | -16.36% | -37.12% |
| Best Year | 35.64% | 155.54% |
| Worst Year | -15.57% | -55.14% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.9% | -0.94% |
| Avg. Up Week | 3.93% | 5.97% |
| Avg. Down Week | -2.98% | -4.84% |
| Avg. Up Month | 4.84% | 12.05% |
| Avg. Down Month | -4.72% | -12.98% |
| Win Days % | 50.21% | 51.32% |
| Win Month % | 70.27% | 60.98% |
| Win Week % | 54.74% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |