| Metric | 11402424:btcusd:triple_med_gx:lsma25_135 | 11402424:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 213.09% | 191.37% |
| Max Drawdown | -37.56% | -67.18% |
| Sharpe | 0.65 | 0.43 |
| Sortino | 1.03 | 0.63 |
| Payoff Ratio | 1.16 | 1.1 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.6 | 1.07 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.29 | 1.0 |
| Outlier Win Ratio | 21.81 | 3.89 |
| Outlier Loss Ratio | 4.07 | 3.78 |
| Volatility (ann.) | 14.51% | 26.25% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.06 | 0.55 |
| Skew | 1.8 | 0.2 |
| Kurtosis | 37.62 | 6.47 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.82% | 2.64% |
| Expected Yearly % | 33.02% | 30.65% |
| Kelly Criterion | 7.92% | 7.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -2.23% |
| Expected Shortfall (cVaR) | -1.22% | -2.23% |
| Year | 11402424:BTCUSD | 11402424:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -8.76 | 0.16 | + |
| 2023 | 155.54 | 49.63 | 0.32 | - |
| 2024 | 121.00 | 69.72 | 0.58 | - |
| 2025 | 15.00 | 35.12 | 2.34 | + |
| Metric | 11402424:btcusd:triple_med_gx:lsma25_135 | 11402424:BTCUSD |
|---|---|---|
| MTD | 0.65% | 2.59% |
| 3M | 14.41% | 27.24% |
| 6M | 33.95% | 14.0% |
| YTD | 35.12% | 15.0% |
| 1Y | 88.4% | 78.0% |
| 3Y (ann.) | 41.29% | 74.28% |
| 5Y (ann.) | 39.89% | 36.96% |
| Metric | 11402424:btcusd:triple_med_gx:lsma25_135 | 11402424:BTCUSD |
|---|---|---|
| Max Drawdown | -37.56% | -67.18% |
| Longest DD Days | 518.0 | 683.0 |
| Avg. Drawdown | -3.45% | -7.03% |
| Avg. Drawdown Days | 17.0 | 37.0 |
| Recovery Factor | 5.67 | 2.85 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-10-16 | -37.56 | 518 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-21 | 2025-03-02 | -12.57 | 71 |
| 2024-01-02 | 2024-02-26 | -11.33 | 55 |
| 2022-04-20 | 2022-05-13 | -9.39 | 22 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2025-06-16 | 2025-06-29 | -7.67 | 12 |
| 2025-03-10 | 2025-03-12 | -6.19 | 2 |
| 2022-04-14 | 2022-04-19 | -5.77 | 5 |
| Metric | 11402424:btcusd:triple_med_gx:lsma25_135 | 11402424:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 13.75% | 43.77% |
| Worst Month | -14.57% | -37.12% |
| Best Year | 69.72% | 155.54% |
| Worst Year | -8.76% | -55.14% |
| Avg. Up Day | 0.98% | 0.98% |
| Avg. Down Day | -0.84% | -0.89% |
| Avg. Up Week | 4.77% | 6.68% |
| Avg. Down Week | -3.21% | -5.7% |
| Avg. Up Month | 5.38% | 14.11% |
| Avg. Down Month | -5.54% | -11.07% |
| Win Days % | 50.55% | 51.36% |
| Win Month % | 75.0% | 60.98% |
| Win Week % | 60.0% | 51.1% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |