| Metric | 11402368:btcusd:triple_med_gx:lsma25_135 | 11402368:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 132.73% | 222.02% |
| Max Drawdown | -42.74% | -67.18% |
| Sharpe | 0.5 | 0.46 |
| Sortino | 0.78 | 0.66 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 1.44 | 1.08 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 22.48 | 3.8 |
| Outlier Loss Ratio | 4.06 | 3.81 |
| Volatility (ann.) | 14.2% | 26.12% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.65 | 0.6 |
| Skew | 1.55 | 0.2 |
| Kurtosis | 37.13 | 6.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.03% | 2.82% |
| Expected Yearly % | 23.51% | 33.96% |
| Kelly Criterion | 5.68% | 6.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.22% |
| Expected Shortfall (cVaR) | -1.2% | -2.22% |
| Year | 11402368:BTCUSD | 11402368:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -18.18 | 0.33 | + |
| 2023 | 155.54 | 50.25 | 0.32 | - |
| 2024 | 121.00 | 71.22 | 0.59 | - |
| 2025 | 27.10 | 10.56 | 0.39 | - |
| Metric | 11402368:btcusd:triple_med_gx:lsma25_135 | 11402368:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 7.41% | 41.88% |
| 6M | 7.51% | 22.91% |
| YTD | 10.56% | 27.1% |
| 1Y | 49.35% | 82.29% |
| 3Y (ann.) | 28.07% | 77.48% |
| 5Y (ann.) | 27.75% | 40.36% |
| Metric | 11402368:btcusd:triple_med_gx:lsma25_135 | 11402368:BTCUSD |
|---|---|---|
| Max Drawdown | -42.74% | -67.18% |
| Longest DD Days | 596.0 | 683.0 |
| Avg. Drawdown | -3.79% | -6.76% |
| Avg. Drawdown Days | 24.0 | 35.0 |
| Recovery Factor | 3.11 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-01-02 | -42.74 | 596 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-12-21 | 2025-05-21 | -13.79 | 150 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2024-01-15 | 2024-03-25 | -10.28 | 70 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2022-05-11 | 2022-05-13 | -7.61 | 1 |
| 2024-08-09 | 2024-10-14 | -7.30 | 66 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| 2025-06-16 | 2025-07-17 | -5.39 | 30 |
| Metric | 11402368:btcusd:triple_med_gx:lsma25_135 | 11402368:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.93% | -29.64% |
| Best Month | 18.25% | 43.77% |
| Worst Month | -19.04% | -37.12% |
| Best Year | 71.22% | 155.54% |
| Worst Year | -18.18% | -55.14% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 4.2% | 6.12% |
| Avg. Down Week | -2.9% | -5.17% |
| Avg. Up Month | 5.34% | 12.6% |
| Avg. Down Month | -8.54% | -14.27% |
| Win Days % | 50.15% | 51.34% |
| Win Month % | 76.92% | 61.9% |
| Win Week % | 52.94% | 51.63% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |