| Metric | 11402438:btcusd:triple_med_gx:lsma95_135 | 11402438:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 126.04% | 195.83% |
| Max Drawdown | -40.59% | -67.18% |
| Sharpe | 0.46 | 0.44 |
| Sortino | 0.71 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 17.29 | 3.95 |
| Outlier Loss Ratio | 4.31 | 3.99 |
| Volatility (ann.) | 15.81% | 26.35% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.68 | 0.57 |
| Skew | 1.23 | 0.2 |
| Kurtosis | 27.82 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.01% | 2.68% |
| Expected Yearly % | 22.62% | 31.15% |
| Kelly Criterion | 4.86% | 4.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11402438:BTCUSD | 11402438:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -26.19 | 0.48 | + |
| 2023 | 155.54 | 66.90 | 0.43 | - |
| 2024 | 121.00 | 56.36 | 0.47 | - |
| 2025 | 16.76 | 17.35 | 1.04 | + |
| Metric | 11402438:btcusd:triple_med_gx:lsma95_135 | 11402438:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 19.87% | 31.46% |
| 6M | 24.25% | 12.77% |
| YTD | 17.35% | 16.76% |
| 1Y | 54.05% | 56.84% |
| 3Y (ann.) | 32.2% | 55.31% |
| 5Y (ann.) | 27.53% | 38.19% |
| Metric | 11402438:btcusd:triple_med_gx:lsma95_135 | 11402438:BTCUSD |
|---|---|---|
| Max Drawdown | -40.59% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -3.88% | -6.97% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 3.11 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-21 | -40.59 | 476 |
| 2024-04-23 | 2024-10-14 | -18.39 | 174 |
| 2025-01-07 | 2025-05-21 | -15.51 | 134 |
| 2023-07-14 | 2023-12-04 | -12.45 | 143 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-04-01 | 2024-04-22 | -8.17 | 21 |
| 2024-01-02 | 2024-01-28 | -8.16 | 25 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-12-16 | 2025-01-03 | -5.38 | 17 |
| 2023-12-05 | 2024-01-01 | -5.01 | 27 |
| Metric | 11402438:btcusd:triple_med_gx:lsma95_135 | 11402438:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 27.25% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 19.68% | 43.77% |
| Worst Month | -19.7% | -37.12% |
| Best Year | 66.9% | 155.54% |
| Worst Year | -26.19% | -55.14% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 5.06% | 6.01% |
| Avg. Down Week | -2.76% | -4.92% |
| Avg. Up Month | 8.47% | 14.67% |
| Avg. Down Month | -5.77% | -12.8% |
| Win Days % | 50.64% | 51.32% |
| Win Month % | 57.5% | 60.98% |
| Win Week % | 48.15% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |