| Metric | 11402931:btcusd:triple_med_gx:lsma70_135 | 11402931:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 44.8% | 172.16% |
| Max Drawdown | -29.95% | -67.18% |
| Sharpe | 0.3 | 0.42 |
| Sortino | 0.47 | 0.61 |
| Payoff Ratio | 1.12 | 1.06 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 42.49 | 3.5 |
| Outlier Loss Ratio | 3.16 | 3.44 |
| Volatility (ann.) | 11.34% | 26.26% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.39 | 0.53 |
| Skew | 1.71 | 0.19 |
| Kurtosis | 75.13 | 6.49 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.91% | 2.47% |
| Expected Yearly % | 9.7% | 28.44% |
| Kelly Criterion | 4.99% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.23% |
| Expected Shortfall (cVaR) | -0.97% | -2.23% |
| Year | 11402931:BTCUSD | 11402931:btcusd:triple_med_gx:lsma70_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 16.77 | -0.29 | + |
| 2023 | 155.54 | 9.47 | 0.06 | - |
| 2024 | 121.00 | -0.40 | -0.00 | - |
| 2025 | 16.76 | 13.74 | 0.82 | - |
| Metric | 11402931:btcusd:triple_med_gx:lsma70_135 | 11402931:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.16% |
| 3M | 10.53% | 31.46% |
| 6M | 13.74% | 12.77% |
| YTD | 13.74% | 16.76% |
| 1Y | 25.84% | 56.84% |
| 3Y (ann.) | 12.2% | 55.31% |
| 5Y (ann.) | 11.82% | 35.29% |
| Metric | 11402931:btcusd:triple_med_gx:lsma70_135 | 11402931:BTCUSD |
|---|---|---|
| Max Drawdown | -29.95% | -67.18% |
| Longest DD Days | 409.0 | 683.0 |
| Avg. Drawdown | -6.23% | -7.19% |
| Avg. Drawdown Days | 59.0 | 37.0 |
| Recovery Factor | 1.5 | 2.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-22 | 2025-02-03 | -29.95 | 409 |
| 2022-03-02 | 2022-11-10 | -27.43 | 253 |
| 2022-11-11 | 2023-07-10 | -16.46 | 241 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2023-07-14 | 2023-11-10 | -6.22 | 119 |
| 2025-02-04 | 2025-04-09 | -4.83 | 64 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2023-11-16 | 2023-12-19 | -4.55 | 33 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| Metric | 11402931:btcusd:triple_med_gx:lsma70_135 | 11402931:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 12.22% | 35.75% |
| Worst Week | -7.33% | -29.64% |
| Best Month | 17.32% | 43.77% |
| Worst Month | -7.45% | -37.12% |
| Best Year | 16.77% | 155.54% |
| Worst Year | -0.4% | -58.73% |
| Avg. Up Day | 1.11% | 1.12% |
| Avg. Down Day | -0.99% | -1.05% |
| Avg. Up Week | 4.2% | 6.46% |
| Avg. Down Week | -2.34% | -5.72% |
| Avg. Up Month | 7.77% | 11.93% |
| Avg. Down Month | -3.05% | -12.77% |
| Win Days % | 49.75% | 51.29% |
| Win Month % | 50.0% | 60.98% |
| Win Week % | 46.67% | 50.28% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |