| Metric | 11402488:btcusd:triple_med_gx:lsma65_135 | 11402488:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 129.53% | 195.83% |
| Max Drawdown | -32.05% | -67.18% |
| Sharpe | 0.5 | 0.44 |
| Sortino | 0.79 | 0.64 |
| Payoff Ratio | 1.1 | 1.05 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.3 | 1.07 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 19.54 | 3.74 |
| Outlier Loss Ratio | 4.24 | 3.81 |
| Volatility (ann.) | 14.6% | 26.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.88 | 0.57 |
| Skew | 1.95 | 0.2 |
| Kurtosis | 35.03 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.05% | 2.68% |
| Expected Yearly % | 23.09% | 31.15% |
| Kelly Criterion | 5.12% | 5.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.24% |
| Expected Shortfall (cVaR) | -1.24% | -2.24% |
| Year | 11402488:BTCUSD | 11402488:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -8.89 | 0.16 | + |
| 2023 | 155.54 | 51.51 | 0.33 | - |
| 2024 | 121.00 | 59.29 | 0.49 | - |
| 2025 | 16.76 | 4.39 | 0.26 | - |
| Metric | 11402488:btcusd:triple_med_gx:lsma65_135 | 11402488:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 4.97% | 31.46% |
| 6M | 7.11% | 12.77% |
| YTD | 4.39% | 16.76% |
| 1Y | 36.47% | 56.84% |
| 3Y (ann.) | 25.27% | 55.31% |
| 5Y (ann.) | 28.12% | 38.19% |
| Metric | 11402488:btcusd:triple_med_gx:lsma65_135 | 11402488:BTCUSD |
|---|---|---|
| Max Drawdown | -32.05% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -3.97% | -6.97% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 4.04 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -32.05 | 377 |
| 2025-03-03 | 2025-06-11 | -15.25 | 100 |
| 2024-04-23 | 2024-09-13 | -14.92 | 143 |
| 2023-04-14 | 2023-10-16 | -13.12 | 185 |
| 2024-01-02 | 2024-02-27 | -11.16 | 56 |
| 2024-12-21 | 2025-03-02 | -9.27 | 71 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2023-03-14 | 2023-04-10 | -5.43 | 27 |
| 2024-09-14 | 2024-10-11 | -5.36 | 27 |
| Metric | 11402488:btcusd:triple_med_gx:lsma65_135 | 11402488:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.57% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -11.83% | -37.12% |
| Best Year | 59.29% | 155.54% |
| Worst Year | -8.89% | -55.14% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.55% | 6.71% |
| Avg. Down Week | -2.23% | -4.88% |
| Avg. Up Month | 7.43% | 15.34% |
| Avg. Down Month | -4.71% | -12.94% |
| Win Days % | 50.26% | 51.32% |
| Win Month % | 61.54% | 60.98% |
| Win Week % | 48.04% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |