| Metric | 11402265:btcusd:triple_med_gx:lsma70_135 | 11402265:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 89.52% | 195.83% |
| Max Drawdown | -33.37% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.59 | 0.64 |
| Payoff Ratio | 1.12 | 1.09 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 19.94 | 3.88 |
| Outlier Loss Ratio | 4.07 | 3.84 |
| Volatility (ann.) | 15.33% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.63 | 0.57 |
| Skew | 1.2 | 0.2 |
| Kurtosis | 33.95 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.57% | 2.68% |
| Expected Yearly % | 17.33% | 31.15% |
| Kelly Criterion | 4.18% | 6.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11402265:BTCUSD | 11402265:btcusd:triple_med_gx:lsma70_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -11.96 | 0.22 | + |
| 2023 | 155.54 | 61.86 | 0.40 | - |
| 2024 | 121.00 | 13.05 | 0.11 | - |
| 2025 | 16.76 | 17.64 | 1.05 | + |
| Metric | 11402265:btcusd:triple_med_gx:lsma70_135 | 11402265:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 13.66% | 31.46% |
| 6M | 15.32% | 12.77% |
| YTD | 17.64% | 16.76% |
| 1Y | 30.21% | 56.84% |
| 3Y (ann.) | 22.59% | 55.31% |
| 5Y (ann.) | 21.0% | 38.19% |
| Metric | 11402265:btcusd:triple_med_gx:lsma70_135 | 11402265:BTCUSD |
|---|---|---|
| Max Drawdown | -33.37% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -4.71% | -6.97% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 2.68 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-11 | -33.37 | 405 |
| 2024-04-23 | 2024-11-06 | -22.95 | 197 |
| 2025-03-06 | 2025-06-09 | -15.46 | 95 |
| 2023-12-22 | 2024-04-19 | -13.72 | 119 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-03-04 | -8.56 | 89 |
| 2023-07-14 | 2023-10-16 | -8.48 | 94 |
| 2023-11-16 | 2023-11-28 | -6.05 | 12 |
| 2023-04-26 | 2023-06-13 | -5.79 | 47 |
| 2023-10-17 | 2023-11-15 | -5.54 | 29 |
| Metric | 11402265:btcusd:triple_med_gx:lsma70_135 | 11402265: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 | -11.51% | -37.12% |
| Best Year | 61.86% | 155.54% |
| Worst Year | -11.96% | -55.14% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 4.88% | 6.31% |
| Avg. Down Week | -2.9% | -4.67% |
| Avg. Up Month | 6.03% | 13.56% |
| Avg. Down Month | -4.14% | -12.13% |
| Win Days % | 49.41% | 51.32% |
| Win Month % | 62.16% | 60.98% |
| Win Week % | 47.37% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |