| Metric | 11402508:btcusd:triple_med_gx:lsma165_135 | 11402508:BTCUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 54.47% | 154.28% |
| Max Drawdown | -15.49% | -67.18% |
| Sharpe | 0.41 | 0.4 |
| Sortino | 0.69 | 0.58 |
| Payoff Ratio | 1.33 | 1.19 |
| Profit Factor | 1.25 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.77 | 0.65 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 54.8 | 3.25 |
| Outlier Loss Ratio | 3.52 | 3.06 |
| Volatility (ann.) | 8.8% | 26.25% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.9 | 0.48 |
| Skew | 3.24 | 0.18 |
| Kurtosis | 91.71 | 6.46 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.3% |
| Expected Yearly % | 11.48% | 26.28% |
| Kelly Criterion | 5.42% | 10.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11402508:BTCUSD | 11402508:btcusd:triple_med_gx:lsma165_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.44 | 11.62 | -0.19 | + |
| 2023 | 155.54 | 2.78 | 0.02 | - |
| 2024 | 121.00 | 53.24 | 0.44 | - |
| 2025 | 16.76 | -12.14 | -0.72 | - |
| Metric | 11402508:btcusd:triple_med_gx:lsma165_135 | 11402508:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | -6.51% | 31.46% |
| 6M | -12.14% | 12.77% |
| YTD | -12.14% | 16.76% |
| 1Y | 15.73% | 56.84% |
| 3Y (ann.) | 9.46% | 55.31% |
| 5Y (ann.) | 13.94% | 32.33% |
| Metric | 11402508:btcusd:triple_med_gx:lsma165_135 | 11402508:BTCUSD |
|---|---|---|
| Max Drawdown | -15.49% | -67.18% |
| Longest DD Days | 426.0 | 683.0 |
| Avg. Drawdown | -2.78% | -7.12% |
| Avg. Drawdown Days | 39.0 | 37.0 |
| Recovery Factor | 3.52 | 2.3 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-13 | 2023-07-13 | -15.49 | 426 |
| 2024-12-05 | 2025-06-11 | -12.23 | 188 |
| 2022-04-10 | 2022-05-13 | -11.59 | 32 |
| 2023-07-14 | 2024-04-22 | -10.57 | 283 |
| 2024-10-09 | 2024-11-06 | -4.74 | 27 |
| 2024-08-07 | 2024-09-07 | -3.24 | 30 |
| 2024-11-13 | 2024-12-04 | -2.75 | 21 |
| 2024-05-21 | 2024-06-04 | -2.49 | 14 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| Metric | 11402508:btcusd:triple_med_gx:lsma165_135 | 11402508:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 12.96% | 35.75% |
| Worst Week | -7.84% | -29.64% |
| Best Month | 16.75% | 43.77% |
| Worst Month | -7.84% | -37.12% |
| Best Year | 53.24% | 155.54% |
| Worst Year | -12.14% | -61.44% |
| Avg. Up Day | 1.11% | 1.13% |
| Avg. Down Day | -0.84% | -0.95% |
| Avg. Up Week | 3.6% | 8.06% |
| Avg. Down Week | -1.84% | -5.87% |
| Avg. Up Month | 5.33% | 11.9% |
| Avg. Down Month | -2.62% | -12.14% |
| Win Days % | 46.07% | 51.27% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 50.85% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |