| Metric | 11402377:btcusd:triple_med_gx:lsma70_135 | 11402377:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 87.95% | 195.83% |
| Max Drawdown | -33.86% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.59 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 19.28 | 3.83 |
| Outlier Loss Ratio | 4.1 | 3.85 |
| Volatility (ann.) | 15.1% | 26.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.61 | 0.57 |
| Skew | 1.25 | 0.2 |
| Kurtosis | 30.19 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.55% | 2.68% |
| Expected Yearly % | 17.09% | 31.15% |
| Kelly Criterion | 3.85% | 5.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.24% |
| Expected Shortfall (cVaR) | -1.28% | -2.24% |
| Year | 11402377:BTCUSD | 11402377:btcusd:triple_med_gx:lsma70_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -18.48 | 0.34 | + |
| 2023 | 155.54 | 59.11 | 0.38 | - |
| 2024 | 121.00 | 51.88 | 0.43 | - |
| 2025 | 16.76 | -4.60 | -0.27 | - |
| Metric | 11402377:btcusd:triple_med_gx:lsma70_135 | 11402377:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 3.1% | 31.46% |
| 6M | -3.89% | 12.77% |
| YTD | -4.6% | 16.76% |
| 1Y | 18.09% | 56.84% |
| 3Y (ann.) | 21.96% | 55.31% |
| 5Y (ann.) | 20.7% | 38.19% |
| Metric | 11402377:btcusd:triple_med_gx:lsma70_135 | 11402377:BTCUSD |
|---|---|---|
| Max Drawdown | -33.86% | -67.18% |
| Longest DD Days | 436.0 | 683.0 |
| Avg. Drawdown | -4.07% | -6.97% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 2.6 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-05-12 | -33.86 | 436 |
| 2024-12-21 | 2025-06-11 | -17.24 | 172 |
| 2024-04-23 | 2024-08-08 | -14.68 | 107 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2024-01-17 | 2024-01-29 | -10.02 | 12 |
| 2024-08-09 | 2024-09-13 | -9.89 | 35 |
| 2023-07-14 | 2023-11-15 | -9.00 | 124 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-14 | -6.85 | 30 |
| 2023-05-23 | 2023-06-17 | -5.80 | 24 |
| Metric | 11402377:btcusd:triple_med_gx:lsma70_135 | 11402377:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.14% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.61% | 43.77% |
| Worst Month | -12.82% | -37.12% |
| Best Year | 59.11% | 155.54% |
| Worst Year | -18.48% | -55.14% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.85% | -0.87% |
| Avg. Up Week | 4.76% | 6.49% |
| Avg. Down Week | -2.64% | -4.55% |
| Avg. Up Month | 6.31% | 13.93% |
| Avg. Down Month | -5.49% | -13.06% |
| Win Days % | 50.16% | 51.32% |
| Win Month % | 64.86% | 60.98% |
| Win Week % | 47.62% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |