| Metric | 11402378:btcusd:triple_med_gx:lsma75_135 | 11402378:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 78.87% | 195.83% |
| Max Drawdown | -37.76% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.55 | 0.64 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 18.89 | 3.83 |
| Outlier Loss Ratio | 4.1 | 3.89 |
| Volatility (ann.) | 15.24% | 26.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.5 | 0.57 |
| Skew | 1.19 | 0.2 |
| Kurtosis | 29.23 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.43% | 2.68% |
| Expected Yearly % | 15.65% | 31.15% |
| Kelly Criterion | 3.86% | 3.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11402378:BTCUSD | 11402378:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -23.32 | 0.42 | + |
| 2023 | 155.54 | 52.42 | 0.34 | - |
| 2024 | 121.00 | 47.10 | 0.39 | - |
| 2025 | 16.76 | 4.04 | 0.24 | - |
| Metric | 11402378:btcusd:triple_med_gx:lsma75_135 | 11402378:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.17% | 31.46% |
| 6M | 4.2% | 12.77% |
| YTD | 4.04% | 16.76% |
| 1Y | 28.16% | 56.84% |
| 3Y (ann.) | 21.48% | 55.31% |
| 5Y (ann.) | 18.93% | 38.19% |
| Metric | 11402378:btcusd:triple_med_gx:lsma75_135 | 11402378:BTCUSD |
|---|---|---|
| Max Drawdown | -37.76% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -5.03% | -6.97% |
| Avg. Drawdown Days | 37.0 | 36.0 |
| Recovery Factor | 2.09 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -37.76 | 475 |
| 2024-12-05 | 2025-06-11 | -15.79 | 188 |
| 2024-04-23 | 2024-08-08 | -15.10 | 107 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2023-07-14 | 2023-12-01 | -10.78 | 140 |
| 2024-08-09 | 2024-09-13 | -10.04 | 35 |
| 2024-01-17 | 2024-01-29 | -9.41 | 12 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2023-12-23 | 2024-01-01 | -5.02 | 9 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402378:btcusd:triple_med_gx:lsma75_135 | 11402378:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.14% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 17.2% | 43.77% |
| Worst Month | -12.79% | -37.12% |
| Best Year | 52.42% | 155.54% |
| Worst Year | -23.32% | -55.14% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 4.83% | 6.46% |
| Avg. Down Week | -2.47% | -4.42% |
| Avg. Up Month | 6.53% | 13.78% |
| Avg. Down Month | -5.13% | -12.71% |
| Win Days % | 50.46% | 51.32% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 43.27% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |