| Metric | 11402264:btcusd:triple_med_gx:lsma65_135 | 11402264:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 60.77% | 195.83% |
| Max Drawdown | -33.0% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.47 | 0.64 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.18 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.07 | 0.99 |
| Outlier Win Ratio | 20.35 | 3.86 |
| Outlier Loss Ratio | 4.01 | 3.84 |
| Volatility (ann.) | 15.29% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.46 | 0.57 |
| Skew | 1.17 | 0.2 |
| Kurtosis | 34.5 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 2.68% |
| Expected Yearly % | 12.6% | 31.15% |
| Kelly Criterion | 3.38% | 6.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11402264:BTCUSD | 11402264:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -7.35 | 0.13 | + |
| 2023 | 155.54 | 42.66 | 0.27 | - |
| 2024 | 121.00 | 11.39 | 0.09 | - |
| 2025 | 16.76 | 9.21 | 0.55 | - |
| Metric | 11402264:btcusd:triple_med_gx:lsma65_135 | 11402264:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 11.24% | 31.46% |
| 6M | 10.13% | 12.77% |
| YTD | 9.21% | 16.76% |
| 1Y | 21.44% | 56.84% |
| 3Y (ann.) | 15.84% | 55.31% |
| 5Y (ann.) | 15.21% | 38.19% |
| Metric | 11402264:btcusd:triple_med_gx:lsma65_135 | 11402264:BTCUSD |
|---|---|---|
| Max Drawdown | -33.0% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -5.47% | -6.97% |
| Avg. Drawdown Days | 39.0 | 36.0 |
| Recovery Factor | 1.84 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-11 | -33.00 | 405 |
| 2024-04-23 | 2024-11-06 | -24.06 | 197 |
| 2025-03-06 | 2025-06-11 | -16.29 | 97 |
| 2023-12-22 | 2024-04-22 | -13.63 | 121 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-07-14 | 2023-10-16 | -8.48 | 94 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2023-04-26 | 2023-07-11 | -7.12 | 76 |
| 2024-12-26 | 2025-02-11 | -6.93 | 47 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| Metric | 11402264:btcusd:triple_med_gx:lsma65_135 | 11402264:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 14.48% | 43.77% |
| Worst Month | -9.68% | -37.12% |
| Best Year | 42.66% | 155.54% |
| Worst Year | -7.35% | -55.14% |
| Avg. Up Day | 0.94% | 0.95% |
| Avg. Down Day | -0.86% | -0.88% |
| Avg. Up Week | 4.33% | 6.22% |
| Avg. Down Week | -2.96% | -4.59% |
| Avg. Up Month | 5.54% | 12.11% |
| Avg. Down Month | -4.37% | -11.47% |
| Win Days % | 49.37% | 51.32% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 48.51% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |