| Metric | 11402430:btcusd:triple_med_gx:lsma55_135 | 11402430:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 193.83% | 222.02% |
| Max Drawdown | -30.15% | -67.18% |
| Sharpe | 0.61 | 0.46 |
| Sortino | 0.97 | 0.66 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.21 | 1.08 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 21.18 | 3.94 |
| Outlier Loss Ratio | 4.16 | 3.82 |
| Volatility (ann.) | 14.57% | 26.12% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.22 | 0.6 |
| Skew | 1.92 | 0.2 |
| Kurtosis | 35.93 | 6.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.6% | 2.82% |
| Expected Yearly % | 30.93% | 33.96% |
| Kelly Criterion | 7.49% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -2.22% |
| Expected Shortfall (cVaR) | -1.23% | -2.22% |
| Year | 11402430:BTCUSD | 11402430:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -5.65 | 0.10 | + |
| 2023 | 155.54 | 55.18 | 0.35 | - |
| 2024 | 121.00 | 70.11 | 0.58 | - |
| 2025 | 27.10 | 17.98 | 0.66 | - |
| Metric | 11402430:btcusd:triple_med_gx:lsma55_135 | 11402430:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 3.64% | 41.88% |
| 6M | 12.76% | 22.91% |
| YTD | 17.98% | 27.1% |
| 1Y | 59.35% | 82.29% |
| 3Y (ann.) | 40.58% | 77.48% |
| 5Y (ann.) | 36.68% | 40.36% |
| Metric | 11402430:btcusd:triple_med_gx:lsma55_135 | 11402430:BTCUSD |
|---|---|---|
| Max Drawdown | -30.15% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -4.2% | -6.76% |
| Avg. Drawdown Days | 22.0 | 35.0 |
| Recovery Factor | 6.43 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-25 | -30.15 | 344 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2022-04-21 | 2022-05-13 | -11.83 | 21 |
| 2024-12-21 | 2025-03-01 | -11.23 | 69 |
| 2024-01-02 | 2024-02-26 | -10.43 | 55 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2023-04-26 | 2023-07-13 | -9.13 | 78 |
| 2024-08-09 | 2024-09-13 | -9.07 | 35 |
| 2023-07-14 | 2023-10-16 | -8.57 | 94 |
| 2025-03-02 | 2025-05-21 | -8.45 | 80 |
| Metric | 11402430:btcusd:triple_med_gx:lsma55_135 | 11402430:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.44% | 43.77% |
| Worst Month | -9.8% | -37.12% |
| Best Year | 70.11% | 155.54% |
| Worst Year | -5.65% | -55.14% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.82% | -0.87% |
| Avg. Up Week | 4.75% | 6.56% |
| Avg. Down Week | -2.44% | -4.83% |
| Avg. Up Month | 5.63% | 14.11% |
| Avg. Down Month | -4.95% | -11.54% |
| Win Days % | 50.54% | 51.34% |
| Win Month % | 77.5% | 61.9% |
| Win Week % | 51.92% | 51.63% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |