| Metric | 11402200:btcusd:triple_med_gx:lsma25_135 | 11402200:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 111.15% | 195.83% |
| Max Drawdown | -33.68% | -67.18% |
| Sharpe | 0.45 | 0.44 |
| Sortino | 0.7 | 0.64 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 22.51 | 3.88 |
| Outlier Loss Ratio | 3.98 | 3.81 |
| Volatility (ann.) | 14.97% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.74 | 0.57 |
| Skew | 1.75 | 0.2 |
| Kurtosis | 40.1 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.84% | 2.68% |
| Expected Yearly % | 20.54% | 31.15% |
| Kelly Criterion | 5.43% | 7.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.24% |
| Expected Shortfall (cVaR) | -1.27% | -2.24% |
| Year | 11402200:BTCUSD | 11402200:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -12.67 | 0.23 | + |
| 2023 | 155.54 | 30.96 | 0.20 | - |
| 2024 | 121.00 | 35.11 | 0.29 | - |
| 2025 | 16.76 | 36.65 | 2.19 | + |
| Metric | 11402200:btcusd:triple_med_gx:lsma25_135 | 11402200:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 21.96% | 31.46% |
| 6M | 41.52% | 12.77% |
| YTD | 36.65% | 16.76% |
| 1Y | 43.74% | 56.84% |
| 3Y (ann.) | 25.63% | 55.31% |
| 5Y (ann.) | 24.97% | 38.19% |
| Metric | 11402200:btcusd:triple_med_gx:lsma25_135 | 11402200:BTCUSD |
|---|---|---|
| Max Drawdown | -33.68% | -67.18% |
| Longest DD Days | 663.0 | 683.0 |
| Avg. Drawdown | -4.03% | -6.97% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 3.3 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-01-02 | -33.68 | 663 |
| 2024-06-10 | 2024-11-06 | -23.29 | 149 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-03-20 | -10.02 | 63 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -6.00 | 6 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402200:btcusd:triple_med_gx:lsma25_135 | 11402200:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 13.73% | 43.77% |
| Worst Month | -13.79% | -37.12% |
| Best Year | 36.65% | 155.54% |
| Worst Year | -12.67% | -55.14% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.86% | -0.9% |
| Avg. Up Week | 4.29% | 6.25% |
| Avg. Down Week | -2.96% | -4.98% |
| Avg. Up Month | 5.3% | 13.06% |
| Avg. Down Month | -5.05% | -12.31% |
| Win Days % | 49.55% | 51.32% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 52.17% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |