| Metric | 11402262:btcusd:triple_med_gx:lsma55_135 | 11402262:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 132.12% | 195.83% |
| Max Drawdown | -30.11% | -67.18% |
| Sharpe | 0.49 | 0.44 |
| Sortino | 0.77 | 0.64 |
| Payoff Ratio | 1.15 | 1.11 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 20.8 | 3.94 |
| Outlier Loss Ratio | 4.06 | 3.81 |
| Volatility (ann.) | 15.1% | 26.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.95 | 0.57 |
| Skew | 1.45 | 0.2 |
| Kurtosis | 35.3 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.08% | 2.68% |
| Expected Yearly % | 23.43% | 31.15% |
| Kelly Criterion | 5.9% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.24% |
| Expected Shortfall (cVaR) | -1.28% | -2.24% |
| Year | 11402262:BTCUSD | 11402262:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -3.98 | 0.07 | + |
| 2023 | 155.54 | 40.17 | 0.26 | - |
| 2024 | 121.00 | 35.29 | 0.29 | - |
| 2025 | 16.76 | 27.47 | 1.64 | + |
| Metric | 11402262:btcusd:triple_med_gx:lsma55_135 | 11402262:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 17.23% | 31.46% |
| 6M | 27.38% | 12.77% |
| YTD | 27.47% | 16.76% |
| 1Y | 45.44% | 56.84% |
| 3Y (ann.) | 29.08% | 55.31% |
| 5Y (ann.) | 28.55% | 38.19% |
| Metric | 11402262:btcusd:triple_med_gx:lsma55_135 | 11402262:BTCUSD |
|---|---|---|
| Max Drawdown | -30.11% | -67.18% |
| Longest DD Days | 402.0 | 683.0 |
| Avg. Drawdown | -4.01% | -6.97% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 4.39 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-08 | -30.11 | 402 |
| 2024-05-05 | 2024-10-14 | -22.08 | 161 |
| 2024-01-02 | 2024-03-26 | -11.02 | 83 |
| 2023-04-26 | 2023-10-16 | -10.87 | 172 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-03-06 | 2025-04-11 | -8.24 | 36 |
| 2024-12-05 | 2024-12-25 | -7.93 | 20 |
| 2024-12-26 | 2025-02-11 | -6.93 | 47 |
| 2025-05-23 | 2025-06-09 | -5.73 | 17 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| Metric | 11402262:btcusd:triple_med_gx:lsma55_135 | 11402262:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 17.83% | 43.77% |
| Worst Month | -10.27% | -37.12% |
| Best Year | 40.17% | 155.54% |
| Worst Year | -3.98% | -55.14% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 4.41% | 6.15% |
| Avg. Down Week | -2.86% | -5.0% |
| Avg. Up Month | 5.92% | 13.33% |
| Avg. Down Month | -4.49% | -12.53% |
| Win Days % | 49.73% | 51.32% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 53.26% | 50.84% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |