| Metric | 11400698:btcusd:triple_med_gx:lsma25_130 | 11400698:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 147.96% | 182.99% |
| Max Drawdown | -46.08% | -67.18% |
| Sharpe | 0.53 | 0.43 |
| Sortino | 0.81 | 0.62 |
| Payoff Ratio | 1.11 | 1.08 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.45 | 1.06 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 21.36 | 3.88 |
| Outlier Loss Ratio | 3.97 | 3.79 |
| Volatility (ann.) | 14.96% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.67 | 0.54 |
| Skew | 1.42 | 0.2 |
| Kurtosis | 35.97 | 6.44 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.24% | 2.57% |
| Expected Yearly % | 25.49% | 29.7% |
| Kelly Criterion | 5.71% | 6.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.24% |
| Expected Shortfall (cVaR) | -1.27% | -2.24% |
| Year | 11400698:BTCUSD | 11400698:btcusd:triple_med_gx:lsma25_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | -26.22 | 0.46 | + |
| 2023 | 155.54 | 52.35 | 0.34 | - |
| 2024 | 121.00 | 80.51 | 0.67 | - |
| 2025 | 16.76 | 22.21 | 1.33 | + |
| Metric | 11400698:btcusd:triple_med_gx:lsma25_130 | 11400698:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 15.08% | 31.46% |
| 6M | 20.78% | 12.77% |
| YTD | 22.21% | 16.76% |
| 1Y | 52.59% | 56.84% |
| 3Y (ann.) | 26.76% | 55.31% |
| 5Y (ann.) | 31.07% | 36.34% |
| Metric | 11400698:btcusd:triple_med_gx:lsma25_130 | 11400698:BTCUSD |
|---|---|---|
| Max Drawdown | -46.08% | -67.18% |
| Longest DD Days | 651.0 | 683.0 |
| Avg. Drawdown | -3.97% | -6.9% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 3.21 | 2.72 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-02-26 | -46.08 | 651 |
| 2024-12-21 | 2025-03-14 | -16.51 | 83 |
| 2024-06-10 | 2024-08-06 | -14.11 | 56 |
| 2022-03-09 | 2022-05-13 | -10.87 | 64 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-04-02 | 2025-05-21 | -8.07 | 48 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2024-09-11 | 2024-10-14 | -7.62 | 32 |
| 2024-08-09 | 2024-09-10 | -6.02 | 32 |
| 2022-05-13 | 2022-05-15 | -5.11 | 2 |
| Metric | 11400698:btcusd:triple_med_gx:lsma25_130 | 11400698:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -27.34% | -29.64% |
| Best Month | 18.61% | 43.77% |
| Worst Month | -27.99% | -37.12% |
| Best Year | 80.51% | 155.54% |
| Worst Year | -26.22% | -57.08% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.49% | 6.3% |
| Avg. Down Week | -3.95% | -5.76% |
| Avg. Up Month | 5.35% | 13.58% |
| Avg. Down Month | -7.66% | -13.38% |
| Win Days % | 50.4% | 51.31% |
| Win Month % | 75.0% | 60.98% |
| Win Week % | 62.63% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |