| Metric | 11402158:btcusd:triple_med_gx:lsma85_135 | 11402158:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 68.44% | 195.83% |
| Max Drawdown | -37.3% | -67.18% |
| Sharpe | 0.32 | 0.44 |
| Sortino | 0.48 | 0.64 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 18.1 | 4.03 |
| Outlier Loss Ratio | 4.12 | 3.99 |
| Volatility (ann.) | 16.5% | 26.35% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.45 | 0.57 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 30.27 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.28% | 2.68% |
| Expected Yearly % | 13.92% | 31.15% |
| Kelly Criterion | 2.96% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.24% |
| Expected Shortfall (cVaR) | -1.41% | -2.24% |
| Year | 11402158:BTCUSD | 11402158:btcusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -5.79 | 0.10 | + |
| 2023 | 155.54 | 36.05 | 0.23 | - |
| 2024 | 121.00 | 19.86 | 0.16 | - |
| 2025 | 16.76 | 9.64 | 0.58 | - |
| Metric | 11402158:btcusd:triple_med_gx:lsma85_135 | 11402158:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 6.46% | 31.46% |
| 6M | 12.03% | 12.77% |
| YTD | 9.64% | 16.76% |
| 1Y | 21.55% | 56.84% |
| 3Y (ann.) | 16.84% | 55.31% |
| 5Y (ann.) | 16.82% | 38.19% |
| Metric | 11402158:btcusd:triple_med_gx:lsma85_135 | 11402158:BTCUSD |
|---|---|---|
| Max Drawdown | -37.3% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -6.45% | -6.97% |
| Avg. Drawdown Days | 45.0 | 36.0 |
| Recovery Factor | 1.84 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -37.30 | 420 |
| 2024-04-01 | 2024-11-07 | -30.69 | 220 |
| 2025-03-03 | 2025-06-11 | -17.14 | 100 |
| 2023-07-14 | 2024-03-20 | -11.78 | 250 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2023-05-20 | 2023-06-20 | -7.51 | 30 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2023-04-26 | 2023-05-20 | -5.79 | 23 |
| Metric | 11402158:btcusd:triple_med_gx:lsma85_135 | 11402158:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 17.32% | 43.77% |
| Worst Month | -17.05% | -37.12% |
| Best Year | 36.05% | 155.54% |
| Worst Year | -5.79% | -55.14% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.43% | 6.45% |
| Avg. Down Week | -2.76% | -4.62% |
| Avg. Up Month | 6.37% | 13.1% |
| Avg. Down Month | -4.98% | -12.22% |
| Win Days % | 49.8% | 51.32% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 47.12% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |