| Metric | 11402318:btcusd:triple_med_gx:lsma55_135 | 11402318:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 102.14% | 195.83% |
| Max Drawdown | -42.57% | -67.18% |
| Sharpe | 0.43 | 0.44 |
| Sortino | 0.67 | 0.64 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 20.97 | 3.92 |
| Outlier Loss Ratio | 4.1 | 3.81 |
| Volatility (ann.) | 14.89% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.55 | 0.57 |
| Skew | 1.62 | 0.2 |
| Kurtosis | 33.69 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.73% | 2.68% |
| Expected Yearly % | 19.24% | 31.15% |
| Kelly Criterion | 4.86% | 6.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.24% |
| Expected Shortfall (cVaR) | -1.26% | -2.24% |
| Year | 11402318:BTCUSD | 11402318:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -26.49 | 0.48 | + |
| 2023 | 155.54 | 38.36 | 0.25 | - |
| 2024 | 121.00 | 69.72 | 0.58 | - |
| 2025 | 16.76 | 17.10 | 1.02 | + |
| Metric | 11402318:btcusd:triple_med_gx:lsma55_135 | 11402318:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 17.71% | 31.46% |
| 6M | 11.83% | 12.77% |
| YTD | 17.1% | 16.76% |
| 1Y | 42.05% | 56.84% |
| 3Y (ann.) | 20.93% | 55.31% |
| 5Y (ann.) | 23.35% | 38.19% |
| Metric | 11402318:btcusd:triple_med_gx:lsma55_135 | 11402318:BTCUSD |
|---|---|---|
| Max Drawdown | -42.57% | -67.18% |
| Longest DD Days | 679.0 | 683.0 |
| Avg. Drawdown | -4.11% | -6.97% |
| Avg. Drawdown Days | 31.0 | 36.0 |
| Recovery Factor | 2.4 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2024-03-25 | -42.57 | 679 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2022-03-02 | 2022-05-15 | -12.88 | 74 |
| 2024-12-05 | 2025-05-10 | -10.92 | 156 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-08-09 | 2024-09-13 | -7.79 | 35 |
| 2025-05-23 | 2025-06-09 | -6.80 | 17 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-05-03 | -4.31 | 10 |
| Metric | 11402318:btcusd:triple_med_gx:lsma55_135 | 11402318:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.23% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 15.94% | 43.77% |
| Worst Month | -17.17% | -37.12% |
| Best Year | 69.72% | 155.54% |
| Worst Year | -26.49% | -55.14% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.84% | -0.87% |
| Avg. Up Week | 4.49% | 6.19% |
| Avg. Down Week | -3.28% | -5.46% |
| Avg. Up Month | 5.84% | 12.84% |
| Avg. Down Month | -6.47% | -11.78% |
| Win Days % | 49.42% | 51.32% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 50.0% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |