| Metric | 11400476:btcusd:triple_med_gx:lsma25_130 | 11400476:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 93.09% | 182.99% |
| Max Drawdown | -43.29% | -67.18% |
| Sharpe | 0.4 | 0.43 |
| Sortino | 0.61 | 0.62 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.32 | 1.06 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 22.03 | 3.88 |
| Outlier Loss Ratio | 3.9 | 3.84 |
| Volatility (ann.) | 15.31% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.5 | 0.54 |
| Skew | 1.47 | 0.2 |
| Kurtosis | 38.06 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.62% | 2.57% |
| Expected Yearly % | 17.88% | 29.7% |
| Kelly Criterion | 4.73% | 6.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11400476:BTCUSD | 11400476:btcusd:triple_med_gx:lsma25_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -17.88 | 0.31 | + |
| 2023 | 155.54 | 31.65 | 0.20 | - |
| 2024 | 121.00 | 29.72 | 0.25 | - |
| 2025 | 16.76 | 37.69 | 2.25 | + |
| Metric | 11400476:btcusd:triple_med_gx:lsma25_130 | 11400476:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 24.49% | 31.46% |
| 6M | 42.6% | 12.77% |
| YTD | 37.69% | 16.76% |
| 1Y | 39.5% | 56.84% |
| 3Y (ann.) | 21.76% | 55.31% |
| 5Y (ann.) | 21.66% | 36.34% |
| Metric | 11400476:btcusd:triple_med_gx:lsma25_130 | 11400476:BTCUSD |
|---|---|---|
| Max Drawdown | -43.29% | -67.18% |
| Longest DD Days | 714.0 | 683.0 |
| Avg. Drawdown | -3.94% | -6.9% |
| Avg. Drawdown Days | 28.0 | 35.0 |
| Recovery Factor | 2.15 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-25 | -43.29 | 714 |
| 2024-06-10 | 2024-12-05 | -24.28 | 177 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -6.00 | 6 |
| 2025-03-13 | 2025-04-09 | -5.39 | 27 |
| 2025-03-03 | 2025-03-11 | -4.62 | 8 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11400476:btcusd:triple_med_gx:lsma25_130 | 11400476:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 13.57% | 43.77% |
| Worst Month | -27.34% | -37.12% |
| Best Year | 37.69% | 155.54% |
| Worst Year | -17.88% | -57.08% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.89% | -0.92% |
| Avg. Up Week | 4.2% | 6.08% |
| Avg. Down Week | -3.59% | -5.16% |
| Avg. Up Month | 5.32% | 12.82% |
| Avg. Down Month | -6.92% | -13.73% |
| Win Days % | 49.85% | 51.31% |
| Win Month % | 73.68% | 60.98% |
| Win Week % | 58.06% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |