| Metric | 11402487:btcusd:triple_med_gx:lsma55_135 | 11402487:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 163.77% | 195.83% |
| Max Drawdown | -28.64% | -67.18% |
| Sharpe | 0.58 | 0.44 |
| Sortino | 0.92 | 0.64 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 20.72 | 3.81 |
| Outlier Loss Ratio | 4.29 | 3.78 |
| Volatility (ann.) | 14.37% | 26.35% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.17 | 0.57 |
| Skew | 2.12 | 0.2 |
| Kurtosis | 37.11 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.39% | 2.68% |
| Expected Yearly % | 27.44% | 31.15% |
| Kelly Criterion | 6.32% | 7.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.21% | -2.24% |
| Expected Shortfall (cVaR) | -1.21% | -2.24% |
| Year | 11402487:BTCUSD | 11402487:btcusd:triple_med_gx:lsma55_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -3.48 | 0.06 | + |
| 2023 | 155.54 | 52.37 | 0.34 | - |
| 2024 | 121.00 | 60.51 | 0.50 | - |
| 2025 | 16.76 | 11.74 | 0.70 | - |
| Metric | 11402487:btcusd:triple_med_gx:lsma55_135 | 11402487:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.15% | 31.46% |
| 6M | 13.03% | 12.77% |
| YTD | 11.74% | 16.76% |
| 1Y | 37.26% | 56.84% |
| 3Y (ann.) | 29.76% | 55.31% |
| 5Y (ann.) | 33.54% | 38.19% |
| Metric | 11402487:btcusd:triple_med_gx:lsma55_135 | 11402487:BTCUSD |
|---|---|---|
| Max Drawdown | -28.64% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -4.1% | -6.97% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 5.72 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -28.64 | 302 |
| 2022-04-21 | 2022-05-15 | -14.05 | 24 |
| 2024-06-05 | 2024-09-13 | -13.34 | 99 |
| 2023-04-14 | 2023-10-16 | -11.40 | 185 |
| 2025-03-03 | 2025-06-09 | -11.00 | 98 |
| 2024-01-02 | 2024-01-30 | -10.43 | 27 |
| 2024-12-21 | 2025-03-02 | -9.55 | 71 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-03-02 | 2022-04-21 | -7.58 | 50 |
| 2024-09-14 | 2024-10-14 | -5.81 | 30 |
| Metric | 11402487:btcusd:triple_med_gx:lsma55_135 | 11402487:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.14% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -13.66% | -37.12% |
| Best Year | 60.51% | 155.54% |
| Worst Year | -3.48% | -55.14% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.8% | -0.84% |
| Avg. Up Week | 4.31% | 6.5% |
| Avg. Down Week | -2.11% | -4.64% |
| Avg. Up Month | 6.33% | 14.19% |
| Avg. Down Month | -4.79% | -12.73% |
| Win Days % | 49.93% | 51.32% |
| Win Month % | 70.0% | 60.98% |
| Win Week % | 50.96% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |