| Metric | 11402089:btcusd:triple_med_gx:lsma25_135 | 11402089:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 88.9% | 195.83% |
| Max Drawdown | -37.26% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.6 | 0.64 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 22.86 | 3.87 |
| Outlier Loss Ratio | 3.91 | 3.87 |
| Volatility (ann.) | 14.96% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.56 | 0.57 |
| Skew | 1.46 | 0.2 |
| Kurtosis | 39.27 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.56% | 2.68% |
| Expected Yearly % | 17.24% | 31.15% |
| Kelly Criterion | 4.75% | 4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.24% |
| Expected Shortfall (cVaR) | -1.27% | -2.24% |
| Year | 11402089:BTCUSD | 11402089:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -18.89 | 0.34 | + |
| 2023 | 155.54 | 33.61 | 0.22 | - |
| 2024 | 121.00 | 33.03 | 0.27 | - |
| 2025 | 16.76 | 31.02 | 1.85 | + |
| Metric | 11402089:btcusd:triple_med_gx:lsma25_135 | 11402089:BTCUSD |
|---|---|---|
| MTD | 3.41% | 4.16% |
| 3M | 11.36% | 31.46% |
| 6M | 32.49% | 12.77% |
| YTD | 31.02% | 16.76% |
| 1Y | 37.7% | 56.84% |
| 3Y (ann.) | 24.02% | 55.31% |
| 5Y (ann.) | 20.89% | 38.19% |
| Metric | 11402089:btcusd:triple_med_gx:lsma25_135 | 11402089:BTCUSD |
|---|---|---|
| Max Drawdown | -37.26% | -67.18% |
| Longest DD Days | 633.0 | 683.0 |
| Avg. Drawdown | -4.12% | -6.97% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 2.39 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2024-01-02 | -37.26 | 633 |
| 2024-06-05 | 2024-11-06 | -21.71 | 154 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-14 | 2024-03-20 | -10.51 | 66 |
| 2024-12-26 | 2025-03-01 | -6.93 | 65 |
| 2025-05-29 | 2025-06-11 | -6.83 | 13 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-04-30 | 2024-05-03 | -6.20 | 3 |
| 2024-12-05 | 2024-12-11 | -5.50 | 6 |
| 2025-04-08 | 2025-04-09 | -4.70 | 1 |
| Metric | 11402089:btcusd:triple_med_gx:lsma25_135 | 11402089:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 13.11% | 43.77% |
| Worst Month | -14.64% | -37.12% |
| Best Year | 33.61% | 155.54% |
| Worst Year | -18.89% | -55.14% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.89% | -0.94% |
| Avg. Up Week | 3.94% | 5.91% |
| Avg. Down Week | -3.58% | -5.72% |
| Avg. Up Month | 4.8% | 12.29% |
| Avg. Down Month | -5.4% | -14.48% |
| Win Days % | 50.31% | 51.32% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 61.96% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |