| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 192.88% | 139.34% |
| Max Drawdown | -19.35% | -63.0% |
| Sharpe | 4.28 | 2.41 |
| Sortino | 11.69 | 4.22 |
| Payoff Ratio | 4.44 | 1.06 |
| Profit Factor | 2.64 | 1.47 |
| Common Sense Ratio | 5.71 | 2.35 |
| CPC Index | 3.57 | 0.8 |
| Tail Ratio | 2.16 | 1.6 |
| Outlier Win Ratio | 5.01 | 3.71 |
| Outlier Loss Ratio | 16.43 | 2.77 |
| Volatility (ann.) | 90.21% | 186.68% |
| R^2 | 0.23 | 0.23 |
| Calmar | 2.14 | 0.52 |
| Skew | 2.82 | 0.77 |
| Kurtosis | 13.29 | 3.26 |
| Expected Daily % | 0.96% | 0.78% |
| Expected Monthly % | 2.87% | 2.32% |
| Expected Yearly % | 30.82% | 24.38% |
| Kelly Criterion | 14.69% | 6.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.71% | -14.84% |
| Expected Shortfall (cVaR) | -6.71% | -14.84% |
| Year | 11402483:BTCUSD | 11402483:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -51.60 | 5.92 | -0.11 | + |
| 2023 | 160.14 | 41.08 | 0.26 | - |
| 2024 | 116.69 | 66.86 | 0.57 | - |
| 2025 | -12.27 | 17.46 | -1.42 | + |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| MTD | -0.18% | -1.64% |
| 3M | 17.46% | -12.27% |
| 6M | 42.41% | 43.37% |
| YTD | 17.46% | -12.27% |
| 1Y | 79.88% | 18.2% |
| 3Y (ann.) | 32.35% | 28.73% |
| 5Y (ann.) | 41.41% | 32.5% |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Max Drawdown | -19.35% | -63.0% |
| Longest DD Days | 337.0 | 719.0 |
| Avg. Drawdown | -3.15% | -29.7% |
| Avg. Drawdown Days | 47.0 | 257.0 |
| Recovery Factor | 9.97 | 2.21 |
| Ulcer Index | 0.98 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-13 | 2023-03-14 | -19.35 | 274 |
| 2023-04-26 | 2024-03-29 | -12.04 | 337 |
| 2024-06-10 | 2024-09-13 | -10.57 | 95 |
| 2025-02-01 | 2025-03-03 | -5.09 | 30 |
| 2024-12-20 | 2025-01-15 | -3.53 | 26 |
| 2022-03-10 | 2022-04-21 | -2.25 | 42 |
| 2024-04-30 | 2024-05-02 | -1.97 | 2 |
| 2024-12-03 | 2024-12-16 | -0.18 | 12 |
| 2025-04-01 | 2025-04-01 | -0.18 | 0 |
| 2022-05-11 | 2022-05-19 | -0.18 | 7 |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Best Day | 27.93% | 35.81% |
| Worst Day | -7.97% | -30.3% |
| Best Week | 27.93% | 35.81% |
| Worst Week | -8.6% | -30.3% |
| Best Month | 27.01% | 38.66% |
| Worst Month | -8.1% | -29.11% |
| Best Year | 66.86% | 160.14% |
| Worst Year | 5.92% | -51.6% |
| Avg. Up Day | 5.65% | 5.84% |
| Avg. Down Day | -1.27% | -5.52% |
| Avg. Up Week | 6.0% | 8.08% |
| Avg. Down Week | -1.87% | -7.46% |
| Avg. Up Month | 7.32% | 13.57% |
| Avg. Down Month | -4.16% | -10.74% |
| Win Days % | 30.36% | 51.79% |
| Win Month % | 64.86% | 62.16% |
| Win Week % | 42.5% | 56.25% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 100.0% | 50.0% |