| Metric | 11402382:btcusd:triple_med_gx:lsma95_135 | 11402382:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 138.1% | 195.83% |
| Max Drawdown | -38.52% | -67.18% |
| Sharpe | 0.49 | 0.44 |
| Sortino | 0.74 | 0.64 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.63 | 0.57 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 17.4 | 3.99 |
| Outlier Loss Ratio | 4.28 | 3.99 |
| Volatility (ann.) | 15.75% | 26.35% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.77 | 0.57 |
| Skew | 1.11 | 0.2 |
| Kurtosis | 25.75 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.14% | 2.68% |
| Expected Yearly % | 24.22% | 31.15% |
| Kelly Criterion | 5.58% | 4.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11402382:BTCUSD | 11402382:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -23.11 | 0.42 | + |
| 2023 | 155.54 | 56.64 | 0.36 | - |
| 2024 | 121.00 | 97.64 | 0.81 | - |
| 2025 | 16.76 | 0.02 | 0.00 | - |
| Metric | 11402382:btcusd:triple_med_gx:lsma95_135 | 11402382:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 9.59% | 31.46% |
| 6M | 7.46% | 12.77% |
| YTD | 0.02% | 16.76% |
| 1Y | 46.88% | 56.84% |
| 3Y (ann.) | 33.42% | 55.31% |
| 5Y (ann.) | 29.52% | 38.19% |
| Metric | 11402382:btcusd:triple_med_gx:lsma95_135 | 11402382:BTCUSD |
|---|---|---|
| Max Drawdown | -38.52% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.79% | -6.97% |
| Avg. Drawdown Days | 21.0 | 36.0 |
| Recovery Factor | 3.59 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -38.52 | 476 |
| 2025-01-07 | 2025-06-11 | -21.24 | 155 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2023-07-14 | 2023-12-04 | -13.88 | 143 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-01-15 | 2024-01-26 | -7.22 | 11 |
| 2024-09-17 | 2024-10-14 | -7.15 | 26 |
| 2024-08-09 | 2024-09-12 | -6.96 | 34 |
| Metric | 11402382:btcusd:triple_med_gx:lsma95_135 | 11402382:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.06% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 18.69% | 43.77% |
| Worst Month | -19.72% | -37.12% |
| Best Year | 97.64% | 155.54% |
| Worst Year | -23.11% | -55.14% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.99% | 6.31% |
| Avg. Down Week | -2.82% | -4.6% |
| Avg. Up Month | 8.15% | 14.67% |
| Avg. Down Month | -5.25% | -11.98% |
| Win Days % | 51.22% | 51.32% |
| Win Month % | 55.0% | 60.98% |
| Win Week % | 48.15% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |