| Metric | 11402482:btcusd:triple_med_gx:lsma35_135 | 11402482:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 220.47% | 192.73% |
| Max Drawdown | -33.11% | -67.18% |
| Sharpe | 0.64 | 0.42 |
| Sortino | 1.03 | 0.61 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.62 | 1.09 |
| CPC Index | 0.71 | 0.6 |
| Tail Ratio | 1.31 | 1.02 |
| Outlier Win Ratio | 21.38 | 3.85 |
| Outlier Loss Ratio | 4.23 | 3.84 |
| Volatility (ann.) | 14.2% | 25.82% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.16 | 0.52 |
| Skew | 1.88 | 0.21 |
| Kurtosis | 38.61 | 6.66 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.68% | 2.47% |
| Expected Yearly % | 33.8% | 30.8% |
| Kelly Criterion | 7.44% | 6.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.19% |
| Expected Shortfall (cVaR) | -1.2% | -2.19% |
| Year | 11402482:BTCUSD | 11402482:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -0.15 | 0.00 | + |
| 2023 | 155.54 | 49.06 | 0.32 | - |
| 2024 | 121.00 | 84.88 | 0.70 | - |
| 2025 | 15.53 | 16.46 | 1.06 | + |
| Metric | 11402482:btcusd:triple_med_gx:lsma35_135 | 11402482:BTCUSD |
|---|---|---|
| MTD | -0.36% | -0.36% |
| 3M | 2.51% | 3.07% |
| 6M | 11.33% | 25.39% |
| YTD | 16.46% | 15.53% |
| 1Y | 56.25% | 82.91% |
| 3Y (ann.) | 45.74% | 75.13% |
| 5Y (ann.) | 38.5% | 35.04% |
| Metric | 11402482:btcusd:triple_med_gx:lsma35_135 | 11402482:BTCUSD |
|---|---|---|
| Max Drawdown | -33.11% | -67.18% |
| Longest DD Days | 330.0 | 683.0 |
| Avg. Drawdown | -3.57% | -7.03% |
| Avg. Drawdown Days | 20.0 | 35.0 |
| Recovery Factor | 6.66 | 2.87 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-11 | -33.11 | 330 |
| 2022-03-09 | 2022-05-15 | -13.15 | 67 |
| 2024-06-05 | 2024-08-08 | -11.57 | 64 |
| 2025-03-03 | 2025-04-02 | -10.53 | 30 |
| 2024-01-02 | 2024-03-23 | -9.61 | 81 |
| 2025-04-02 | 2025-06-02 | -9.28 | 61 |
| 2023-05-06 | 2023-10-16 | -8.99 | 163 |
| 2025-01-15 | 2025-03-02 | -8.64 | 46 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-16 | 2025-09-01 | -7.67 | 76 |
| Metric | 11402482:btcusd:triple_med_gx:lsma35_135 | 11402482:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -11.71% | -29.64% |
| Best Month | 28.28% | 43.77% |
| Worst Month | -15.26% | -37.12% |
| Best Year | 84.88% | 155.54% |
| Worst Year | -0.15% | -55.14% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.81% | -0.86% |
| Avg. Up Week | 3.98% | 6.18% |
| Avg. Down Week | -2.3% | -4.9% |
| Avg. Up Month | 6.11% | 13.63% |
| Avg. Down Month | -3.96% | -11.03% |
| Win Days % | 50.5% | 51.22% |
| Win Month % | 67.44% | 59.09% |
| Win Week % | 54.13% | 50.79% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |