| Metric | 11402434:btcusd:triple_med_gx:lsma75_135 | 11402434:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 134.55% | 195.83% |
| Max Drawdown | -31.37% | -67.18% |
| Sharpe | 0.49 | 0.44 |
| Sortino | 0.76 | 0.64 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.36 | 1.07 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 18.95 | 3.92 |
| Outlier Loss Ratio | 4.09 | 3.86 |
| Volatility (ann.) | 15.35% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.92 | 0.57 |
| Skew | 1.47 | 0.2 |
| Kurtosis | 30.95 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.1% | 2.68% |
| Expected Yearly % | 23.75% | 31.15% |
| Kelly Criterion | 5.66% | 4.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -2.24% |
| Expected Shortfall (cVaR) | -1.3% | -2.24% |
| Year | 11402434:BTCUSD | 11402434:btcusd:triple_med_gx:lsma75_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -13.24 | 0.24 | + |
| 2023 | 155.54 | 47.54 | 0.31 | - |
| 2024 | 121.00 | 52.95 | 0.44 | - |
| 2025 | 16.76 | 19.80 | 1.18 | + |
| Metric | 11402434:btcusd:triple_med_gx:lsma75_135 | 11402434:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.62% | 31.46% |
| 6M | 23.13% | 12.77% |
| YTD | 19.8% | 16.76% |
| 1Y | 48.66% | 56.84% |
| 3Y (ann.) | 30.1% | 55.31% |
| 5Y (ann.) | 28.95% | 38.19% |
| Metric | 11402434:btcusd:triple_med_gx:lsma75_135 | 11402434:BTCUSD |
|---|---|---|
| Max Drawdown | -31.37% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -4.65% | -6.97% |
| Avg. Drawdown Days | 31.0 | 36.0 |
| Recovery Factor | 4.29 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -31.37 | 420 |
| 2024-04-01 | 2024-10-14 | -16.42 | 196 |
| 2025-03-02 | 2025-06-09 | -14.36 | 99 |
| 2024-01-02 | 2024-01-30 | -10.60 | 27 |
| 2023-07-14 | 2023-11-28 | -10.28 | 137 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2023-04-26 | 2023-06-20 | -8.78 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-02-01 | 2025-02-28 | -7.79 | 27 |
| 2024-12-22 | 2025-01-06 | -6.12 | 14 |
| Metric | 11402434:btcusd:triple_med_gx:lsma75_135 | 11402434:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.57% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 13.8% | 43.77% |
| Worst Month | -11.71% | -37.12% |
| Best Year | 52.95% | 155.54% |
| Worst Year | -13.24% | -55.14% |
| Avg. Up Day | 0.92% | 0.92% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 4.8% | 6.52% |
| Avg. Down Week | -2.81% | -4.66% |
| Avg. Up Month | 7.15% | 15.28% |
| Avg. Down Month | -4.4% | -11.5% |
| Win Days % | 50.93% | 51.32% |
| Win Month % | 61.54% | 60.98% |
| Win Week % | 50.5% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |