| Metric | 11402266:btcusd:triple_med_gx:lsma75_135 | 11402266:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 98.99% | 195.83% |
| Max Drawdown | -35.48% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.62 | 0.64 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 19.47 | 3.92 |
| Outlier Loss Ratio | 4.08 | 3.85 |
| Volatility (ann.) | 15.48% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.64 | 0.57 |
| Skew | 1.17 | 0.2 |
| Kurtosis | 32.78 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.69% | 2.68% |
| Expected Yearly % | 18.77% | 31.15% |
| Kelly Criterion | 4.67% | 5.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11402266:BTCUSD | 11402266:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -13.56 | 0.25 | + |
| 2023 | 155.54 | 58.91 | 0.38 | - |
| 2024 | 121.00 | 23.24 | 0.19 | - |
| 2025 | 16.76 | 17.55 | 1.05 | + |
| Metric | 11402266:btcusd:triple_med_gx:lsma75_135 | 11402266:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.27% | 31.46% |
| 6M | 16.84% | 12.77% |
| YTD | 17.55% | 16.76% |
| 1Y | 35.12% | 56.84% |
| 3Y (ann.) | 25.94% | 55.31% |
| 5Y (ann.) | 22.78% | 38.19% |
| Metric | 11402266:btcusd:triple_med_gx:lsma75_135 | 11402266:BTCUSD |
|---|---|---|
| Max Drawdown | -35.48% | -67.18% |
| Longest DD Days | 419.0 | 683.0 |
| Avg. Drawdown | -4.07% | -6.97% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 2.79 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-25 | -35.48 | 419 |
| 2024-04-23 | 2024-10-15 | -23.89 | 175 |
| 2025-03-06 | 2025-05-10 | -15.46 | 65 |
| 2023-12-22 | 2024-03-25 | -13.52 | 94 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-07-14 | 2023-11-22 | -8.57 | 131 |
| 2024-12-05 | 2025-03-04 | -7.93 | 89 |
| 2023-04-26 | 2023-06-13 | -5.79 | 47 |
| 2023-06-13 | 2023-06-16 | -4.64 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402266:btcusd:triple_med_gx:lsma75_135 | 11402266:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 17.83% | 43.77% |
| Worst Month | -10.41% | -37.12% |
| Best Year | 58.91% | 155.54% |
| Worst Year | -13.56% | -55.14% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 5.09% | 6.15% |
| Avg. Down Week | -2.9% | -4.46% |
| Avg. Up Month | 6.98% | 13.44% |
| Avg. Down Month | -4.14% | -12.35% |
| Win Days % | 49.87% | 51.32% |
| Win Month % | 59.46% | 60.98% |
| Win Week % | 47.87% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |