| Metric | 11402374:btcusd:triple_med_gx:lsma55_135 | 11402374:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 139.8% | 195.83% |
| Max Drawdown | -30.28% | -67.18% |
| Sharpe | 0.52 | 0.44 |
| Sortino | 0.81 | 0.64 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.17 | 1.07 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 20.68 | 3.88 |
| Outlier Loss Ratio | 4.12 | 3.8 |
| Volatility (ann.) | 14.64% | 26.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.98 | 0.57 |
| Skew | 1.62 | 0.2 |
| Kurtosis | 32.97 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.16% | 2.68% |
| Expected Yearly % | 24.44% | 31.15% |
| Kelly Criterion | 6.01% | 6.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.24% |
| Expected Shortfall (cVaR) | -1.24% | -2.24% |
| Year | 11402374:BTCUSD | 11402374:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -11.32 | 0.21 | + |
| 2023 | 155.54 | 51.90 | 0.33 | - |
| 2024 | 121.00 | 62.38 | 0.52 | - |
| 2025 | 16.76 | 9.63 | 0.57 | - |
| Metric | 11402374:btcusd:triple_med_gx:lsma55_135 | 11402374:BTCUSD |
|---|---|---|
| MTD | 3.97% | 4.16% |
| 3M | 12.97% | 31.46% |
| 6M | 9.35% | 12.77% |
| YTD | 9.63% | 16.76% |
| 1Y | 34.79% | 56.84% |
| 3Y (ann.) | 27.65% | 55.31% |
| 5Y (ann.) | 29.8% | 38.19% |
| Metric | 11402374:btcusd:triple_med_gx:lsma55_135 | 11402374:BTCUSD |
|---|---|---|
| Max Drawdown | -30.28% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -4.37% | -6.97% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 4.62 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-25 | -30.28 | 344 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-01-02 | 2024-03-25 | -12.96 | 83 |
| 2024-12-05 | 2025-05-21 | -12.20 | 167 |
| 2022-04-21 | 2022-05-13 | -12.09 | 21 |
| 2023-04-26 | 2023-10-16 | -11.70 | 172 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2024-08-09 | 2024-09-13 | -9.97 | 35 |
| 2022-03-02 | 2022-04-20 | -6.97 | 49 |
| 2024-09-14 | 2024-10-14 | -6.94 | 30 |
| Metric | 11402374:btcusd:triple_med_gx:lsma55_135 | 11402374:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.82% | 43.77% |
| Worst Month | -9.61% | -37.12% |
| Best Year | 62.38% | 155.54% |
| Worst Year | -11.32% | -55.14% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.35% | 6.23% |
| Avg. Down Week | -2.61% | -4.93% |
| Avg. Up Month | 5.05% | 12.42% |
| Avg. Down Month | -5.08% | -12.63% |
| Win Days % | 50.17% | 51.32% |
| Win Month % | 74.36% | 60.98% |
| Win Week % | 51.49% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |