| Metric | 11402216:btcusd:triple_med_gx:lsma95_135 | 11402216:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 93.88% | 195.83% |
| Max Drawdown | -38.2% | -67.18% |
| Sharpe | 0.38 | 0.44 |
| Sortino | 0.57 | 0.64 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 16.91 | 4.06 |
| Outlier Loss Ratio | 4.18 | 4.02 |
| Volatility (ann.) | 16.82% | 26.35% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.57 | 0.57 |
| Skew | 1.05 | 0.2 |
| Kurtosis | 27.75 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.63% | 2.68% |
| Expected Yearly % | 18.0% | 31.15% |
| Kelly Criterion | 3.88% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.24% |
| Expected Shortfall (cVaR) | -1.43% | -2.24% |
| Year | 11402216:BTCUSD | 11402216:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -15.56 | 0.28 | + |
| 2023 | 155.54 | 59.97 | 0.39 | - |
| 2024 | 121.00 | 25.03 | 0.21 | - |
| 2025 | 16.76 | 14.80 | 0.88 | - |
| Metric | 11402216:btcusd:triple_med_gx:lsma95_135 | 11402216:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.68% | 31.46% |
| 6M | 22.43% | 12.77% |
| YTD | 14.8% | 16.76% |
| 1Y | 30.78% | 56.84% |
| 3Y (ann.) | 25.75% | 55.31% |
| 5Y (ann.) | 21.83% | 38.19% |
| Metric | 11402216:btcusd:triple_med_gx:lsma95_135 | 11402216:BTCUSD |
|---|---|---|
| Max Drawdown | -38.2% | -67.18% |
| Longest DD Days | 468.0 | 683.0 |
| Avg. Drawdown | -5.33% | -6.97% |
| Avg. Drawdown Days | 31.0 | 36.0 |
| Recovery Factor | 2.46 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-13 | -38.20 | 468 |
| 2024-04-23 | 2024-12-04 | -31.08 | 225 |
| 2025-03-03 | 2025-04-15 | -16.84 | 43 |
| 2023-07-14 | 2023-12-20 | -15.03 | 159 |
| 2023-12-22 | 2024-01-31 | -10.91 | 40 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-01-07 | 2025-03-02 | -8.38 | 54 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| Metric | 11402216:btcusd:triple_med_gx:lsma95_135 | 11402216:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.77% | 43.77% |
| Worst Month | -15.95% | -37.12% |
| Best Year | 59.97% | 155.54% |
| Worst Year | -15.56% | -55.14% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.86% | -0.88% |
| Avg. Up Week | 4.93% | 6.11% |
| Avg. Down Week | -3.01% | -4.32% |
| Avg. Up Month | 7.38% | 14.59% |
| Avg. Down Month | -5.37% | -12.06% |
| Win Days % | 50.16% | 51.32% |
| Win Month % | 55.0% | 60.98% |
| Win Week % | 47.17% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |