| Metric | 11402210:btcusd:triple_med_gx:lsma75_135 | 11402210:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 74.01% | 195.83% |
| Max Drawdown | -33.5% | -67.18% |
| Sharpe | 0.34 | 0.44 |
| Sortino | 0.52 | 0.64 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.2 | 1.07 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 19.24 | 3.95 |
| Outlier Loss Ratio | 4.03 | 3.9 |
| Volatility (ann.) | 16.01% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.54 | 0.57 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 33.21 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.36% | 2.68% |
| Expected Yearly % | 14.85% | 31.15% |
| Kelly Criterion | 3.58% | 5.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11402210:BTCUSD | 11402210:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -14.26 | 0.26 | + |
| 2023 | 155.54 | 41.88 | 0.27 | - |
| 2024 | 121.00 | 21.92 | 0.18 | - |
| 2025 | 16.76 | 17.32 | 1.03 | + |
| Metric | 11402210:btcusd:triple_med_gx:lsma75_135 | 11402210:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.71% | 31.46% |
| 6M | 20.29% | 12.77% |
| YTD | 17.32% | 16.76% |
| 1Y | 31.3% | 56.84% |
| 3Y (ann.) | 18.55% | 55.31% |
| 5Y (ann.) | 17.96% | 38.19% |
| Metric | 11402210:btcusd:triple_med_gx:lsma75_135 | 11402210:BTCUSD |
|---|---|---|
| Max Drawdown | -33.5% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -5.78% | -6.97% |
| Avg. Drawdown Days | 41.0 | 36.0 |
| Recovery Factor | 2.21 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -33.50 | 475 |
| 2024-04-23 | 2024-12-04 | -31.20 | 225 |
| 2025-03-03 | 2025-06-09 | -16.84 | 98 |
| 2023-12-22 | 2024-03-20 | -12.58 | 89 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-07-14 | 2023-12-20 | -8.60 | 159 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402210:btcusd:triple_med_gx:lsma75_135 | 11402210:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 14.86% | 43.77% |
| Worst Month | -14.7% | -37.12% |
| Best Year | 41.88% | 155.54% |
| Worst Year | -14.26% | -55.14% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.81% | 6.34% |
| Avg. Down Week | -2.72% | -4.32% |
| Avg. Up Month | 5.97% | 13.07% |
| Avg. Down Month | -5.06% | -11.46% |
| Win Days % | 49.56% | 51.32% |
| Win Month % | 64.86% | 60.98% |
| Win Week % | 46.81% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |