| Metric | 11402270:btcusd:triple_med_gx:lsma95_135 | 11402270:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 99.99% | 195.83% |
| Max Drawdown | -41.42% | -67.18% |
| Sharpe | 0.4 | 0.44 |
| Sortino | 0.6 | 0.64 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.25 | 1.07 |
| CPC Index | 0.6 | 0.57 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 17.25 | 3.99 |
| Outlier Loss Ratio | 4.24 | 4.02 |
| Volatility (ann.) | 16.27% | 26.35% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.55 | 0.57 |
| Skew | 0.88 | 0.2 |
| Kurtosis | 27.65 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.7% | 2.68% |
| Expected Yearly % | 18.92% | 31.15% |
| Kelly Criterion | 4.24% | 4.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11402270:BTCUSD | 11402270:btcusd:triple_med_gx:lsma95_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -21.51 | 0.39 | + |
| 2023 | 155.54 | 72.52 | 0.47 | - |
| 2024 | 121.00 | 30.42 | 0.25 | - |
| 2025 | 16.76 | 13.24 | 0.79 | - |
| Metric | 11402270:btcusd:triple_med_gx:lsma95_135 | 11402270:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 14.79% | 31.46% |
| 6M | 15.12% | 12.77% |
| YTD | 13.24% | 16.76% |
| 1Y | 40.24% | 56.84% |
| 3Y (ann.) | 29.07% | 55.31% |
| 5Y (ann.) | 22.96% | 38.19% |
| Metric | 11402270:btcusd:triple_med_gx:lsma95_135 | 11402270:BTCUSD |
|---|---|---|
| Max Drawdown | -41.42% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -5.25% | -6.97% |
| Avg. Drawdown Days | 29.0 | 36.0 |
| Recovery Factor | 2.41 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -41.42 | 475 |
| 2024-04-23 | 2024-09-13 | -21.94 | 143 |
| 2025-03-06 | 2025-04-12 | -15.46 | 37 |
| 2023-07-14 | 2023-12-04 | -14.03 | 143 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-12-22 | 2024-01-29 | -9.97 | 38 |
| 2025-01-07 | 2025-03-06 | -8.90 | 58 |
| 2024-04-01 | 2024-04-22 | -8.31 | 21 |
| 2024-01-31 | 2024-03-25 | -7.95 | 53 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11402270:btcusd:triple_med_gx:lsma95_135 | 11402270:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 16.83% | 43.77% |
| Worst Month | -19.72% | -37.12% |
| Best Year | 72.52% | 155.54% |
| Worst Year | -21.51% | -55.14% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 4.75% | 6.15% |
| Avg. Down Week | -2.91% | -4.34% |
| Avg. Up Month | 7.37% | 14.16% |
| Avg. Down Month | -5.46% | -13.27% |
| Win Days % | 50.66% | 51.32% |
| Win Month % | 60.0% | 60.98% |
| Win Week % | 49.52% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |