| Metric | 11400528:btcusd:triple_med_gx:lsma25_130 | 11400528:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 69.26% | 182.99% |
| Max Drawdown | -43.92% | -67.18% |
| Sharpe | 0.33 | 0.43 |
| Sortino | 0.5 | 0.62 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 22.05 | 3.88 |
| Outlier Loss Ratio | 3.95 | 3.91 |
| Volatility (ann.) | 15.35% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.39 | 0.54 |
| Skew | 0.98 | 0.2 |
| Kurtosis | 36.34 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.29% | 2.57% |
| Expected Yearly % | 14.06% | 29.7% |
| Kelly Criterion | 3.51% | 5.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11400528:BTCUSD | 11400528:btcusd:triple_med_gx:lsma25_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -21.50 | 0.38 | + |
| 2023 | 155.54 | 38.50 | 0.25 | - |
| 2024 | 121.00 | 23.24 | 0.19 | - |
| 2025 | 16.76 | 26.32 | 1.57 | + |
| Metric | 11400528:btcusd:triple_med_gx:lsma25_130 | 11400528:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 22.26% | 31.46% |
| 6M | 19.7% | 12.77% |
| YTD | 26.32% | 16.76% |
| 1Y | 21.47% | 56.84% |
| 3Y (ann.) | 12.57% | 55.31% |
| 5Y (ann.) | 16.98% | 36.34% |
| Metric | 11400528:btcusd:triple_med_gx:lsma25_130 | 11400528:BTCUSD |
|---|---|---|
| Max Drawdown | -43.92% | -67.18% |
| Longest DD Days | 727.0 | 683.0 |
| Avg. Drawdown | -4.23% | -6.9% |
| Avg. Drawdown Days | 33.0 | 35.0 |
| Recovery Factor | 1.58 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2024-04-07 | -43.92 | 727 |
| 2024-06-02 | 2024-11-06 | -23.16 | 157 |
| 2024-12-13 | 2025-05-08 | -12.09 | 145 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-21 | 2024-05-03 | -6.92 | 12 |
| 2024-12-05 | 2024-12-11 | -6.12 | 6 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-11-07 | 2024-12-04 | -4.07 | 27 |
| Metric | 11400528:btcusd:triple_med_gx:lsma25_130 | 11400528:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 16.24% | 43.77% |
| Worst Month | -27.41% | -37.12% |
| Best Year | 38.5% | 155.54% |
| Worst Year | -21.5% | -57.08% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.9% | -0.93% |
| Avg. Up Week | 4.32% | 6.46% |
| Avg. Down Week | -3.29% | -4.72% |
| Avg. Up Month | 5.88% | 12.82% |
| Avg. Down Month | -4.89% | -11.21% |
| Win Days % | 49.52% | 51.31% |
| Win Month % | 60.53% | 60.98% |
| Win Week % | 52.53% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |