| Metric | 11401927:btcusd:triple_med_gx:lsma55_135 | 11401927:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 80.84% | 195.83% |
| Max Drawdown | -43.26% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.55 | 0.64 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 22.05 | 4.06 |
| Outlier Loss Ratio | 3.89 | 3.99 |
| Volatility (ann.) | 15.73% | 26.35% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.45 | 0.57 |
| Skew | 1.17 | 0.2 |
| Kurtosis | 34.05 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.46% | 2.68% |
| Expected Yearly % | 15.96% | 31.15% |
| Kelly Criterion | 3.95% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.24% |
| Expected Shortfall (cVaR) | -1.34% | -2.24% |
| Year | 11401927:BTCUSD | 11401927:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -21.48 | 0.39 | + |
| 2023 | 155.54 | 56.05 | 0.36 | - |
| 2024 | 121.00 | 25.58 | 0.21 | - |
| 2025 | 16.76 | 17.53 | 1.05 | + |
| Metric | 11401927:btcusd:triple_med_gx:lsma55_135 | 11401927:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 18.67% | 31.46% |
| 6M | 15.36% | 12.77% |
| YTD | 17.53% | 16.76% |
| 1Y | 13.82% | 56.84% |
| 3Y (ann.) | 26.7% | 55.31% |
| 5Y (ann.) | 19.32% | 38.19% |
| Metric | 11401927:btcusd:triple_med_gx:lsma55_135 | 11401927:BTCUSD |
|---|---|---|
| Max Drawdown | -43.26% | -67.18% |
| Longest DD Days | 619.0 | 683.0 |
| Avg. Drawdown | -4.34% | -6.97% |
| Avg. Drawdown Days | 30.0 | 36.0 |
| Recovery Factor | 1.87 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2023-11-10 | -43.26 | 619 |
| 2024-06-05 | 2024-12-05 | -20.68 | 182 |
| 2024-12-26 | 2025-05-19 | -15.75 | 144 |
| 2024-01-02 | 2024-02-28 | -13.16 | 56 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-03-18 | 2024-03-25 | -10.38 | 7 |
| 2024-12-05 | 2024-12-24 | -5.45 | 19 |
| 2024-03-26 | 2024-04-19 | -5.44 | 23 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11401927:btcusd:triple_med_gx:lsma55_135 | 11401927:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 21.61% | 43.77% |
| Worst Month | -16.56% | -37.12% |
| Best Year | 56.05% | 155.54% |
| Worst Year | -21.48% | -55.14% |
| Avg. Up Day | 1.01% | 1.01% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 4.86% | 6.42% |
| Avg. Down Week | -2.96% | -5.18% |
| Avg. Up Month | 7.19% | 16.8% |
| Avg. Down Month | -5.31% | -13.05% |
| Win Days % | 49.96% | 51.32% |
| Win Month % | 56.76% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |