| Metric | 11402897:btcusd:triple_med_gx:lsma70_135 | 11402897:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 33.75% | 152.36% |
| Max Drawdown | -26.47% | -67.18% |
| Sharpe | 0.25 | 0.4 |
| Sortino | 0.38 | 0.58 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.34 | 1.06 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 42.14 | 3.49 |
| Outlier Loss Ratio | 3.17 | 3.44 |
| Volatility (ann.) | 11.4% | 26.27% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.35 | 0.48 |
| Skew | 1.59 | 0.18 |
| Kurtosis | 73.79 | 6.47 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.28% |
| Expected Yearly % | 7.54% | 26.04% |
| Kelly Criterion | 4.05% | 5.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11402897:BTCUSD | 11402897:btcusd:triple_med_gx:lsma70_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 17.56 | -0.28 | + |
| 2023 | 155.54 | 6.42 | 0.04 | - |
| 2024 | 121.00 | -2.26 | -0.02 | - |
| 2025 | 16.76 | 9.38 | 0.56 | - |
| Metric | 11402897:btcusd:triple_med_gx:lsma70_135 | 11402897:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 13.09% | 31.46% |
| 6M | 9.38% | 12.77% |
| YTD | 9.38% | 16.76% |
| 1Y | 16.37% | 56.84% |
| 3Y (ann.) | 8.64% | 55.31% |
| 5Y (ann.) | 9.17% | 32.21% |
| Metric | 11402897:btcusd:triple_med_gx:lsma70_135 | 11402897:BTCUSD |
|---|---|---|
| Max Drawdown | -26.47% | -67.18% |
| Longest DD Days | 476.0 | 683.0 |
| Avg. Drawdown | -7.26% | -7.61% |
| Avg. Drawdown Days | 88.0 | 38.0 |
| Recovery Factor | 1.27 | 2.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-22 | 2025-04-11 | -26.47 | 476 |
| 2022-03-02 | 2022-11-10 | -26.15 | 253 |
| 2022-11-11 | 2023-12-20 | -19.23 | 404 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-13 | 2025-04-15 | -1.80 | 2 |
| 2022-02-26 | 2022-02-27 | -1.69 | 0 |
| 2023-12-20 | 2023-12-22 | -1.25 | 1 |
| 2025-04-11 | 2025-04-12 | -0.72 | 0 |
| 2022-02-26 | 2022-02-26 | -0.72 | 0 |
| Metric | 11402897:btcusd:triple_med_gx:lsma70_135 | 11402897:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 35.75% |
| Worst Week | -6.83% | -29.64% |
| Best Month | 17.32% | 43.77% |
| Worst Month | -7.02% | -37.12% |
| Best Year | 17.56% | 155.54% |
| Worst Year | -2.26% | -61.73% |
| Avg. Up Day | 1.08% | 1.09% |
| Avg. Down Day | -0.98% | -1.02% |
| Avg. Up Week | 4.16% | 6.02% |
| Avg. Down Week | -2.39% | -5.68% |
| Avg. Up Month | 5.99% | 10.96% |
| Avg. Down Month | -2.45% | -12.13% |
| Win Days % | 49.68% | 51.26% |
| Win Month % | 46.43% | 60.98% |
| Win Week % | 43.75% | 50.28% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |