| Metric | 11401932:btcusd:triple_med_gx:lsma75_135 | 11401932:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 27.9% | 195.83% |
| Max Drawdown | -42.56% | -67.18% |
| Sharpe | 0.19 | 0.44 |
| Sortino | 0.29 | 0.64 |
| Payoff Ratio | 1.04 | 1.02 |
| Profit Factor | 1.06 | 1.07 |
| Common Sense Ratio | 1.08 | 1.07 |
| CPC Index | 0.54 | 0.56 |
| Tail Ratio | 1.02 | 0.99 |
| Outlier Win Ratio | 19.03 | 4.07 |
| Outlier Loss Ratio | 4.04 | 4.14 |
| Volatility (ann.) | 16.89% | 26.35% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.18 | 0.57 |
| Skew | 0.9 | 0.2 |
| Kurtosis | 28.99 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.6% | 2.68% |
| Expected Yearly % | 6.34% | 31.15% |
| Kelly Criterion | 0.8% | 3.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -2.24% |
| Expected Shortfall (cVaR) | -1.45% | -2.24% |
| Year | 11401932:BTCUSD | 11401932:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -29.39 | 0.53 | + |
| 2023 | 155.54 | 44.20 | 0.28 | - |
| 2024 | 121.00 | 21.08 | 0.17 | - |
| 2025 | 16.76 | 3.75 | 0.22 | - |
| Metric | 11401932:btcusd:triple_med_gx:lsma75_135 | 11401932:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 12.59% | 31.46% |
| 6M | 1.33% | 12.77% |
| YTD | 3.75% | 16.76% |
| 1Y | -7.66% | 56.84% |
| 3Y (ann.) | 12.13% | 55.31% |
| 5Y (ann.) | 7.61% | 38.19% |
| Metric | 11401932:btcusd:triple_med_gx:lsma75_135 | 11401932:BTCUSD |
|---|---|---|
| Max Drawdown | -42.56% | -67.18% |
| Longest DD Days | 708.0 | 683.0 |
| Avg. Drawdown | -7.33% | -6.97% |
| Avg. Drawdown Days | 70.0 | 36.0 |
| Recovery Factor | 0.66 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-20 | 2024-02-26 | -42.56 | 708 |
| 2024-06-12 | 2025-06-11 | -32.56 | 363 |
| 2024-02-29 | 2024-03-25 | -11.93 | 25 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2024-04-23 | 2024-06-05 | -4.73 | 43 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-03-29 | 2024-04-19 | -4.07 | 21 |
| 2024-06-07 | 2024-06-12 | -3.68 | 5 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11401932:btcusd:triple_med_gx:lsma75_135 | 11401932:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.64% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 18.39% | 43.77% |
| Worst Month | -16.65% | -37.12% |
| Best Year | 44.2% | 155.54% |
| Worst Year | -29.39% | -55.14% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.93% | -0.96% |
| Avg. Up Week | 4.23% | 6.5% |
| Avg. Down Week | -3.42% | -5.11% |
| Avg. Up Month | 5.91% | 15.79% |
| Avg. Down Month | -6.3% | -10.83% |
| Win Days % | 49.47% | 51.32% |
| Win Month % | 57.89% | 60.98% |
| Win Week % | 50.98% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |