| Metric | 11402310:btcusd:triple_med_gx:lsma25_135 | 11402310:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 93.22% | 195.83% |
| Max Drawdown | -44.02% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.64 | 0.64 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 22.46 | 3.8 |
| Outlier Loss Ratio | 4.02 | 3.8 |
| Volatility (ann.) | 14.57% | 26.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.49 | 0.57 |
| Skew | 1.61 | 0.2 |
| Kurtosis | 37.05 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.62% | 2.68% |
| Expected Yearly % | 17.9% | 31.15% |
| Kelly Criterion | 4.67% | 6.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.24% |
| Expected Shortfall (cVaR) | -1.24% | -2.24% |
| Year | 11402310:BTCUSD | 11402310:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -26.24 | 0.48 | + |
| 2023 | 155.54 | 39.50 | 0.25 | - |
| 2024 | 121.00 | 60.29 | 0.50 | - |
| 2025 | 16.76 | 17.16 | 1.02 | + |
| Metric | 11402310:btcusd:triple_med_gx:lsma25_135 | 11402310:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 21.44% | 31.46% |
| 6M | 14.2% | 12.77% |
| YTD | 17.16% | 16.76% |
| 1Y | 30.89% | 56.84% |
| 3Y (ann.) | 17.81% | 55.31% |
| 5Y (ann.) | 21.7% | 38.19% |
| Metric | 11402310:btcusd:triple_med_gx:lsma25_135 | 11402310:BTCUSD |
|---|---|---|
| Max Drawdown | -44.02% | -67.18% |
| Longest DD Days | 756.0 | 683.0 |
| Avg. Drawdown | -4.23% | -6.97% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 2.12 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-04-04 | -44.02 | 756 |
| 2024-12-21 | 2025-05-18 | -16.81 | 148 |
| 2024-06-10 | 2024-08-08 | -15.15 | 59 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-08-09 | 2024-10-14 | -8.64 | 66 |
| 2024-12-05 | 2024-12-12 | -6.91 | 7 |
| 2024-12-13 | 2024-12-20 | -4.76 | 7 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-30 | 2025-06-08 | -4.26 | 9 |
| 2024-04-04 | 2024-04-06 | -3.50 | 2 |
| Metric | 11402310:btcusd:triple_med_gx:lsma25_135 | 11402310:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 15.28% | 43.77% |
| Worst Month | -20.5% | -37.12% |
| Best Year | 60.29% | 155.54% |
| Worst Year | -26.24% | -55.14% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.86% | -0.91% |
| Avg. Up Week | 4.64% | 6.64% |
| Avg. Down Week | -3.39% | -5.41% |
| Avg. Up Month | 5.85% | 13.12% |
| Avg. Down Month | -6.8% | -12.25% |
| Win Days % | 49.32% | 51.32% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 50.52% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |