| Metric | 11400482:btcusd:triple_med_gx:lsma55_130 | 11400482:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 76.02% | 182.99% |
| Max Drawdown | -41.45% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.53 | 0.62 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.22 | 1.06 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 20.45 | 3.95 |
| Outlier Loss Ratio | 3.92 | 3.89 |
| Volatility (ann.) | 15.88% | 26.35% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.44 | 0.54 |
| Skew | 1.27 | 0.2 |
| Kurtosis | 34.75 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.39% | 2.57% |
| Expected Yearly % | 15.18% | 29.7% |
| Kelly Criterion | 3.64% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.24% |
| Expected Shortfall (cVaR) | -1.35% | -2.24% |
| Year | 11400482:BTCUSD | 11400482:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -21.54 | 0.38 | + |
| 2023 | 155.54 | 35.59 | 0.23 | - |
| 2024 | 121.00 | 28.96 | 0.24 | - |
| 2025 | 16.76 | 28.31 | 1.69 | + |
| Metric | 11400482:btcusd:triple_med_gx:lsma55_130 | 11400482:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 23.91% | 31.46% |
| 6M | 31.56% | 12.77% |
| YTD | 28.31% | 16.76% |
| 1Y | 36.14% | 56.84% |
| 3Y (ann.) | 17.08% | 55.31% |
| 5Y (ann.) | 18.35% | 36.34% |
| Metric | 11400482:btcusd:triple_med_gx:lsma55_130 | 11400482:BTCUSD |
|---|---|---|
| Max Drawdown | -41.45% | -67.18% |
| Longest DD Days | 714.0 | 683.0 |
| Avg. Drawdown | -4.21% | -6.9% |
| Avg. Drawdown Days | 34.0 | 35.0 |
| Recovery Factor | 1.83 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-03-25 | -41.45 | 714 |
| 2024-06-07 | 2024-12-04 | -24.44 | 180 |
| 2025-03-03 | 2025-05-08 | -12.99 | 66 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-12-05 | 2024-12-11 | -5.88 | 6 |
| 2024-04-07 | 2024-04-19 | -4.69 | 11 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-05-03 | -4.53 | 10 |
| 2025-05-22 | 2025-06-08 | -4.28 | 16 |
| Metric | 11400482:btcusd:triple_med_gx:lsma55_130 | 11400482:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -24.79% | -37.12% |
| Best Year | 35.59% | 155.54% |
| Worst Year | -21.54% | -57.08% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.9% | -0.91% |
| Avg. Up Week | 4.27% | 5.77% |
| Avg. Down Week | -3.3% | -5.03% |
| Avg. Up Month | 6.19% | 11.78% |
| Avg. Down Month | -5.0% | -12.55% |
| Win Days % | 49.83% | 51.31% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 53.33% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |