| Metric | 11400420:btcusd:triple_med_gx:lsma25_130 | 11400420:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 93.17% | 182.99% |
| Max Drawdown | -37.77% | -67.18% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.62 | 0.62 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 22.69 | 3.94 |
| Outlier Loss Ratio | 3.88 | 3.83 |
| Volatility (ann.) | 15.03% | 26.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.57 | 0.54 |
| Skew | 1.36 | 0.2 |
| Kurtosis | 38.11 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.62% | 2.57% |
| Expected Yearly % | 17.89% | 29.7% |
| Kelly Criterion | 4.65% | 4.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.24% |
| Expected Shortfall (cVaR) | -1.28% | -2.24% |
| Year | 11400420:BTCUSD | 11400420:btcusd:triple_med_gx:lsma25_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -25.31 | 0.44 | + |
| 2023 | 155.54 | 35.46 | 0.23 | - |
| 2024 | 121.00 | 32.72 | 0.27 | - |
| 2025 | 16.76 | 43.86 | 2.62 | + |
| Metric | 11400420:btcusd:triple_med_gx:lsma25_130 | 11400420:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 22.94% | 31.46% |
| 6M | 48.68% | 12.77% |
| YTD | 43.86% | 16.76% |
| 1Y | 43.4% | 56.84% |
| 3Y (ann.) | 27.31% | 55.31% |
| 5Y (ann.) | 21.67% | 36.34% |
| Metric | 11400420:btcusd:triple_med_gx:lsma25_130 | 11400420:BTCUSD |
|---|---|---|
| Max Drawdown | -37.77% | -67.18% |
| Longest DD Days | 661.0 | 683.0 |
| Avg. Drawdown | -4.42% | -6.9% |
| Avg. Drawdown Days | 30.0 | 35.0 |
| Recovery Factor | 2.47 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-27 | 2023-12-20 | -37.77 | 661 |
| 2024-06-10 | 2024-12-11 | -23.91 | 184 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-03-20 | -10.02 | 63 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-04-28 | 2024-05-03 | -6.31 | 5 |
| 2024-04-07 | 2024-04-19 | -4.88 | 12 |
| 2022-02-21 | 2022-02-23 | -4.83 | 1 |
| 2023-12-22 | 2024-01-01 | -4.78 | 10 |
| Metric | 11400420:btcusd:triple_med_gx:lsma25_130 | 11400420:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 13.8% | 43.77% |
| Worst Month | -23.62% | -37.12% |
| Best Year | 43.86% | 155.54% |
| Worst Year | -25.31% | -57.08% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.89% | -0.94% |
| Avg. Up Week | 4.35% | 5.58% |
| Avg. Down Week | -2.96% | -4.66% |
| Avg. Up Month | 4.99% | 12.38% |
| Avg. Down Month | -7.09% | -14.84% |
| Win Days % | 50.49% | 51.31% |
| Win Month % | 73.68% | 60.98% |
| Win Week % | 55.79% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |