| Metric | 11402256:btcusd:triple_med_gx:lsma25_135 | 11402256:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 104.5% | 195.83% |
| Max Drawdown | -33.97% | -67.18% |
| Sharpe | 0.44 | 0.44 |
| Sortino | 0.67 | 0.64 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.37 | 1.07 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 22.81 | 3.86 |
| Outlier Loss Ratio | 3.97 | 3.8 |
| Volatility (ann.) | 14.74% | 26.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.7 | 0.57 |
| Skew | 1.42 | 0.2 |
| Kurtosis | 39.22 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.76% | 2.68% |
| Expected Yearly % | 19.58% | 31.15% |
| Kelly Criterion | 5.3% | 7.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.24% |
| Expected Shortfall (cVaR) | -1.25% | -2.24% |
| Year | 11402256:BTCUSD | 11402256:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -10.06 | 0.18 | + |
| 2023 | 155.54 | 39.35 | 0.25 | - |
| 2024 | 121.00 | 31.69 | 0.26 | - |
| 2025 | 16.76 | 23.91 | 1.43 | + |
| Metric | 11402256:btcusd:triple_med_gx:lsma25_135 | 11402256:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 21.4% | 31.46% |
| 6M | 25.63% | 12.77% |
| YTD | 23.91% | 16.76% |
| 1Y | 36.86% | 56.84% |
| 3Y (ann.) | 21.58% | 55.31% |
| 5Y (ann.) | 23.78% | 38.19% |
| Metric | 11402256:btcusd:triple_med_gx:lsma25_135 | 11402256:BTCUSD |
|---|---|---|
| Max Drawdown | -33.97% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -3.98% | -6.97% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 3.08 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-05-03 | -33.97 | 420 |
| 2024-06-10 | 2024-11-05 | -20.41 | 147 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2024-12-26 | 2025-04-09 | -9.32 | 104 |
| 2023-07-14 | 2023-12-01 | -8.46 | 140 |
| 2023-05-04 | 2023-07-13 | -6.81 | 70 |
| 2024-04-21 | 2024-05-03 | -6.47 | 12 |
| 2024-12-05 | 2024-12-11 | -6.12 | 6 |
| 2023-12-22 | 2024-01-01 | -5.33 | 10 |
| Metric | 11402256:btcusd:triple_med_gx:lsma25_135 | 11402256:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.63% | 43.77% |
| Worst Month | -15.95% | -37.12% |
| Best Year | 39.35% | 155.54% |
| Worst Year | -10.06% | -55.14% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.47% | 6.47% |
| Avg. Down Week | -3.08% | -5.12% |
| Avg. Up Month | 5.36% | 12.84% |
| Avg. Down Month | -6.38% | -12.75% |
| Win Days % | 49.7% | 51.32% |
| Win Month % | 76.32% | 60.98% |
| Win Week % | 52.13% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |