| Metric | 11402478:btcusd:triple_med_gx:lsma25_135 | 11402478:BTCUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 199.6% | 222.02% |
| Max Drawdown | -34.93% | -67.18% |
| Sharpe | 0.64 | 0.46 |
| Sortino | 1.02 | 0.66 |
| Payoff Ratio | 1.18 | 1.1 |
| Profit Factor | 1.23 | 1.08 |
| Common Sense Ratio | 1.57 | 1.08 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 22.15 | 3.82 |
| Outlier Loss Ratio | 4.19 | 3.78 |
| Volatility (ann.) | 14.06% | 26.12% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.07 | 0.6 |
| Skew | 2.13 | 0.2 |
| Kurtosis | 39.68 | 6.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.65% | 2.82% |
| Expected Yearly % | 31.56% | 33.96% |
| Kelly Criterion | 7.19% | 7.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -2.22% |
| Expected Shortfall (cVaR) | -1.19% | -2.22% |
| Year | 11402478:BTCUSD | 11402478:btcusd:triple_med_gx:lsma25_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 5.46 | -0.10 | + |
| 2023 | 155.54 | 46.33 | 0.30 | - |
| 2024 | 121.00 | 65.20 | 0.54 | - |
| 2025 | 27.10 | 17.52 | 0.65 | - |
| Metric | 11402478:btcusd:triple_med_gx:lsma25_135 | 11402478:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.39% | 41.88% |
| 6M | 9.82% | 22.91% |
| YTD | 17.52% | 27.1% |
| 1Y | 59.78% | 82.29% |
| 3Y (ann.) | 29.53% | 77.48% |
| 5Y (ann.) | 37.45% | 40.36% |
| Metric | 11402478:btcusd:triple_med_gx:lsma25_135 | 11402478:BTCUSD |
|---|---|---|
| Max Drawdown | -34.93% | -67.18% |
| Longest DD Days | 423.0 | 683.0 |
| Avg. Drawdown | -3.97% | -6.76% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 5.71 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-07-13 | -34.93 | 423 |
| 2024-04-22 | 2024-08-08 | -11.93 | 108 |
| 2024-01-02 | 2024-03-23 | -10.25 | 80 |
| 2025-04-02 | 2025-06-09 | -9.77 | 67 |
| 2025-01-10 | 2025-03-02 | -9.16 | 50 |
| 2025-03-03 | 2025-04-02 | -9.13 | 30 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2023-07-14 | 2023-10-16 | -7.75 | 94 |
| 2025-06-16 | 2025-07-17 | -7.67 | 30 |
| 2022-05-11 | 2022-05-13 | -7.61 | 1 |
| Metric | 11402478:btcusd:triple_med_gx:lsma25_135 | 11402478:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -14.16% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -18.76% | -37.12% |
| Best Year | 65.2% | 155.54% |
| Worst Year | 5.46% | -55.14% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.82% | -0.89% |
| Avg. Up Week | 3.99% | 6.36% |
| Avg. Down Week | -2.43% | -5.12% |
| Avg. Up Month | 6.19% | 13.71% |
| Avg. Down Month | -5.49% | -12.88% |
| Win Days % | 49.78% | 51.34% |
| Win Month % | 75.0% | 61.9% |
| Win Week % | 55.88% | 51.63% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 100.0% | 75.0% |