| Metric | 11402492:btcusd:triple_med_gx:lsma85_135 | 11402492:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 102.36% | 195.83% |
| Max Drawdown | -44.07% | -67.18% |
| Sharpe | 0.42 | 0.44 |
| Sortino | 0.64 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 17.96 | 3.94 |
| Outlier Loss Ratio | 4.23 | 3.91 |
| Volatility (ann.) | 15.5% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.53 | 0.57 |
| Skew | 1.48 | 0.2 |
| Kurtosis | 28.8 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.73% | 2.68% |
| Expected Yearly % | 19.27% | 31.15% |
| Kelly Criterion | 3.97% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.24% |
| Expected Shortfall (cVaR) | -1.32% | -2.24% |
| Year | 11402492:BTCUSD | 11402492:btcusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -22.60 | 0.41 | + |
| 2023 | 155.54 | 57.51 | 0.37 | - |
| 2024 | 121.00 | 46.45 | 0.38 | - |
| 2025 | 16.76 | 13.35 | 0.80 | - |
| Metric | 11402492:btcusd:triple_med_gx:lsma85_135 | 11402492:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 9.43% | 31.46% |
| 6M | 17.6% | 12.77% |
| YTD | 13.35% | 16.76% |
| 1Y | 46.79% | 56.84% |
| 3Y (ann.) | 23.09% | 55.31% |
| 5Y (ann.) | 23.39% | 38.19% |
| Metric | 11402492:btcusd:triple_med_gx:lsma85_135 | 11402492:BTCUSD |
|---|---|---|
| Max Drawdown | -44.07% | -67.18% |
| Longest DD Days | 671.0 | 683.0 |
| Avg. Drawdown | -5.03% | -6.97% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 2.32 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-01-02 | -44.07 | 671 |
| 2024-04-23 | 2024-09-13 | -18.51 | 143 |
| 2025-03-03 | 2025-06-11 | -15.24 | 100 |
| 2024-01-02 | 2024-03-24 | -13.21 | 82 |
| 2025-01-07 | 2025-03-02 | -8.56 | 54 |
| 2024-04-01 | 2024-04-21 | -8.17 | 20 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-14 | 2024-10-14 | -7.28 | 30 |
| 2024-12-16 | 2025-01-03 | -5.41 | 18 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402492:btcusd:triple_med_gx:lsma85_135 | 11402492:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 23.65% | 35.75% |
| Worst Week | -16.13% | -29.64% |
| Best Month | 25.02% | 43.77% |
| Worst Month | -19.49% | -37.12% |
| Best Year | 57.51% | 155.54% |
| Worst Year | -22.6% | -55.14% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 5.14% | 6.53% |
| Avg. Down Week | -2.47% | -4.67% |
| Avg. Up Month | 7.71% | 15.09% |
| Avg. Down Month | -6.01% | -12.8% |
| Win Days % | 50.03% | 51.32% |
| Win Month % | 62.5% | 60.98% |
| Win Week % | 44.23% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |