| Metric | 11402151:btcusd:triple_med_gx:lsma55_135 | 11402151:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 96.35% | 195.83% |
| Max Drawdown | -34.34% | -67.18% |
| Sharpe | 0.4 | 0.44 |
| Sortino | 0.62 | 0.64 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 21.63 | 3.99 |
| Outlier Loss Ratio | 3.94 | 3.84 |
| Volatility (ann.) | 15.46% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.65 | 0.57 |
| Skew | 1.37 | 0.2 |
| Kurtosis | 36.82 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.66% | 2.68% |
| Expected Yearly % | 18.37% | 31.15% |
| Kelly Criterion | 4.5% | 5.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.24% |
| Expected Shortfall (cVaR) | -1.31% | -2.24% |
| Year | 11402151:BTCUSD | 11402151:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -6.92 | 0.13 | + |
| 2023 | 155.54 | 27.59 | 0.18 | - |
| 2024 | 121.00 | 41.27 | 0.34 | - |
| 2025 | 16.76 | 17.03 | 1.02 | + |
| Metric | 11402151:btcusd:triple_med_gx:lsma55_135 | 11402151:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 12.24% | 31.46% |
| 6M | 19.5% | 12.77% |
| YTD | 17.03% | 16.76% |
| 1Y | 29.6% | 56.84% |
| 3Y (ann.) | 21.14% | 55.31% |
| 5Y (ann.) | 22.29% | 38.19% |
| Metric | 11402151:btcusd:triple_med_gx:lsma55_135 | 11402151:BTCUSD |
|---|---|---|
| Max Drawdown | -34.34% | -67.18% |
| Longest DD Days | 380.0 | 683.0 |
| Avg. Drawdown | -4.89% | -6.97% |
| Avg. Drawdown Days | 32.0 | 36.0 |
| Recovery Factor | 2.81 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-10 | 2023-04-26 | -34.34 | 380 |
| 2024-06-07 | 2024-11-06 | -24.01 | 152 |
| 2025-03-03 | 2025-05-22 | -12.48 | 80 |
| 2024-01-02 | 2024-03-20 | -12.07 | 78 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-04-26 | 2023-12-22 | -9.99 | 239 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2025-05-23 | 2025-06-09 | -6.41 | 17 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -5.45 | 5 |
| Metric | 11402151:btcusd:triple_med_gx:lsma55_135 | 11402151: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 | 17.32% | 43.77% |
| Worst Month | -16.09% | -37.12% |
| Best Year | 41.27% | 155.54% |
| Worst Year | -6.92% | -55.14% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.88% | -0.91% |
| Avg. Up Week | 4.32% | 5.9% |
| Avg. Down Week | -2.92% | -5.21% |
| Avg. Up Month | 5.6% | 12.27% |
| Avg. Down Month | -5.16% | -13.98% |
| Win Days % | 49.93% | 51.32% |
| Win Month % | 72.22% | 60.98% |
| Win Week % | 53.26% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |