| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 197.98% | 150.77% |
| Max Drawdown | -28.23% | -67.18% |
| Sharpe | 0.58 | 0.36 |
| Sortino | 0.91 | 0.52 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.2 | 1.06 |
| Common Sense Ratio | 1.51 | 1.04 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 1.26 | 0.98 |
| Outlier Win Ratio | 21.23 | 3.86 |
| Outlier Loss Ratio | 4.19 | 3.81 |
| Volatility (ann.) | 13.89% | 25.55% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.16 | 0.4 |
| Skew | 1.8 | 0.17 |
| Kurtosis | 36.63 | 6.61 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.35% | 1.98% |
| Expected Yearly % | 31.39% | 25.84% |
| Kelly Criterion | 6.14% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -2.17% |
| Expected Shortfall (cVaR) | -1.17% | -2.17% |
| Year | 11402483:BTCUSD | 11402483:btcusd:triple_med_gx:lsma40_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 4.15 | -0.08 | + |
| 2023 | 155.54 | 38.59 | 0.25 | - |
| 2024 | 121.00 | 70.19 | 0.58 | - |
| 2025 | -1.03 | 21.31 | -20.78 | + |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| MTD | 0.0% | 2.23% |
| 3M | -6.72% | -17.17% |
| 6M | -4.71% | -16.23% |
| YTD | 21.31% | -1.03% |
| 1Y | 24.37% | -5.06% |
| 3Y (ann.) | 41.13% | 75.28% |
| 5Y (ann.) | 32.77% | 26.96% |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Max Drawdown | -28.23% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -3.08% | -7.61% |
| Avg. Drawdown Days | 16.0 | 36.0 |
| Recovery Factor | 7.01 | 2.24 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -28.23 | 302 |
| 2025-11-13 | 2025-12-10 | -21.47 | 27 |
| 2023-04-26 | 2024-01-01 | -13.62 | 250 |
| 2024-01-02 | 2024-03-24 | -12.66 | 82 |
| 2024-06-05 | 2024-09-09 | -11.57 | 95 |
| 2022-04-21 | 2022-05-13 | -9.73 | 21 |
| 2025-04-02 | 2025-06-03 | -9.53 | 61 |
| 2025-06-10 | 2025-09-02 | -8.28 | 84 |
| 2025-02-01 | 2025-03-02 | -8.16 | 29 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11402483:btcusd:triple_med_gx:lsma40_135 | 11402483:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -12.21% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -13.84% | -37.12% |
| Best Year | 70.19% | 155.54% |
| Worst Year | 4.15% | -55.14% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 3.6% | 5.65% |
| Avg. Down Week | -2.97% | -5.38% |
| Avg. Up Month | 6.04% | 13.73% |
| Avg. Down Month | -5.99% | -12.75% |
| Win Days % | 50.46% | 51.43% |
| Win Month % | 71.11% | 59.57% |
| Win Week % | 61.21% | 50.24% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 100.0% | 50.0% |