| Metric | 11400537:btcusd:triple_med_gx:lsma55_130 | 11400537:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 93.87% | 182.99% |
| Max Drawdown | -38.67% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.6 | 0.62 |
| Payoff Ratio | 1.11 | 1.09 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.29 | 1.06 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 20.08 | 3.99 |
| Outlier Loss Ratio | 3.98 | 3.87 |
| Volatility (ann.) | 15.78% | 26.35% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.56 | 0.54 |
| Skew | 1.07 | 0.2 |
| Kurtosis | 32.37 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.63% | 2.57% |
| Expected Yearly % | 18.0% | 29.7% |
| Kelly Criterion | 4.28% | 6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11400537:BTCUSD | 11400537:btcusd:triple_med_gx:lsma55_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -19.54 | 0.34 | + |
| 2023 | 155.54 | 39.32 | 0.25 | - |
| 2024 | 121.00 | 34.79 | 0.29 | - |
| 2025 | 16.76 | 28.31 | 1.69 | + |
| Metric | 11400537:btcusd:triple_med_gx:lsma55_130 | 11400537:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 20.98% | 31.46% |
| 6M | 27.03% | 12.77% |
| YTD | 28.31% | 16.76% |
| 1Y | 35.04% | 56.84% |
| 3Y (ann.) | 20.24% | 55.31% |
| 5Y (ann.) | 21.81% | 36.34% |
| Metric | 11400537:btcusd:triple_med_gx:lsma55_130 | 11400537:BTCUSD |
|---|---|---|
| Max Drawdown | -38.67% | -67.18% |
| Longest DD Days | 671.0 | 683.0 |
| Avg. Drawdown | -4.27% | -6.9% |
| Avg. Drawdown Days | 31.0 | 35.0 |
| Recovery Factor | 2.43 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-01-02 | -38.67 | 671 |
| 2024-05-05 | 2024-11-06 | -24.87 | 184 |
| 2025-03-06 | 2025-05-08 | -12.01 | 63 |
| 2024-01-02 | 2024-03-20 | -10.93 | 78 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-01-30 | -7.93 | 55 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2025-05-23 | 2025-06-09 | -5.17 | 17 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11400537:btcusd:triple_med_gx:lsma55_130 | 11400537:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -25.54% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -22.5% | -37.12% |
| Best Year | 39.32% | 155.54% |
| Worst Year | -19.54% | -57.08% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.34% | 6.04% |
| Avg. Down Week | -3.29% | -4.46% |
| Avg. Up Month | 5.81% | 12.57% |
| Avg. Down Month | -4.84% | -11.83% |
| Win Days % | 49.57% | 51.31% |
| Win Month % | 64.1% | 60.98% |
| Win Week % | 54.74% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |