| Metric | 11402489:btcusd:triple_med_gx:lsma70_135 | 11402489:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 103.02% | 195.83% |
| Max Drawdown | -35.38% | -67.18% |
| Sharpe | 0.43 | 0.44 |
| Sortino | 0.68 | 0.64 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 19.31 | 3.72 |
| Outlier Loss Ratio | 4.23 | 3.83 |
| Volatility (ann.) | 14.71% | 26.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.66 | 0.57 |
| Skew | 1.86 | 0.2 |
| Kurtosis | 34.2 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.74% | 2.68% |
| Expected Yearly % | 19.37% | 31.15% |
| Kelly Criterion | 4.31% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.24% |
| Expected Shortfall (cVaR) | -1.25% | -2.24% |
| Year | 11402489:BTCUSD | 11402489:btcusd:triple_med_gx:lsma70_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -12.64 | 0.23 | + |
| 2023 | 155.54 | 53.22 | 0.34 | - |
| 2024 | 121.00 | 50.08 | 0.41 | - |
| 2025 | 16.76 | 1.07 | 0.06 | - |
| Metric | 11402489:btcusd:triple_med_gx:lsma70_135 | 11402489:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 2.77% | 31.46% |
| 6M | 1.97% | 12.77% |
| YTD | 1.07% | 16.76% |
| 1Y | 29.47% | 56.84% |
| 3Y (ann.) | 21.78% | 55.31% |
| 5Y (ann.) | 23.51% | 38.19% |
| Metric | 11402489:btcusd:triple_med_gx:lsma70_135 | 11402489:BTCUSD |
|---|---|---|
| Max Drawdown | -35.38% | -67.18% |
| Longest DD Days | 475.0 | 683.0 |
| Avg. Drawdown | -4.47% | -6.97% |
| Avg. Drawdown Days | 33.0 | 36.0 |
| Recovery Factor | 2.91 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-06-20 | -35.38 | 475 |
| 2025-03-03 | 2025-06-11 | -15.77 | 100 |
| 2024-04-23 | 2024-09-12 | -15.03 | 142 |
| 2024-01-02 | 2024-03-24 | -13.19 | 82 |
| 2024-12-16 | 2025-03-02 | -10.88 | 76 |
| 2023-07-14 | 2023-11-15 | -9.04 | 124 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2024-09-14 | 2024-10-11 | -5.36 | 27 |
| 2023-12-03 | 2024-01-01 | -4.73 | 29 |
| Metric | 11402489:btcusd:triple_med_gx:lsma70_135 | 11402489:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.94% | 35.75% |
| Worst Week | -9.13% | -29.64% |
| Best Month | 24.35% | 43.77% |
| Worst Month | -13.27% | -37.12% |
| Best Year | 53.22% | 155.54% |
| Worst Year | -12.64% | -55.14% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.48% | 6.77% |
| Avg. Down Week | -2.14% | -4.49% |
| Avg. Up Month | 6.84% | 14.77% |
| Avg. Down Month | -4.39% | -12.8% |
| Win Days % | 50.0% | 51.32% |
| Win Month % | 61.54% | 60.98% |
| Win Week % | 44.66% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |