| Metric | 11403015:btcusd:triple_med_gx:lsma25_140 | 11403015:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 91.19% | 161.99% |
| Max Drawdown | -32.5% | -67.18% |
| Sharpe | 0.43 | 0.41 |
| Sortino | 0.69 | 0.59 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.65 | 0.66 |
| Tail Ratio | 1.22 | 0.99 |
| Outlier Win Ratio | 24.66 | 3.72 |
| Outlier Loss Ratio | 4.49 | 3.67 |
| Volatility (ann.) | 13.39% | 26.28% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.66 | 0.5 |
| Skew | 2.54 | 0.18 |
| Kurtosis | 45.9 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.59% | 2.38% |
| Expected Yearly % | 17.59% | 27.22% |
| Kelly Criterion | 1.6% | 10.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -2.23% |
| Expected Shortfall (cVaR) | -1.14% | -2.23% |
| Year | 11403015:BTCUSD | 11403015:btcusd:triple_med_gx:lsma25_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -7.92 | 0.13 | + |
| 2023 | 155.54 | 35.63 | 0.23 | - |
| 2024 | 121.00 | 23.69 | 0.20 | - |
| 2025 | 16.76 | 23.76 | 1.42 | + |
| Metric | 11403015:btcusd:triple_med_gx:lsma25_140 | 11403015:BTCUSD |
|---|---|---|
| MTD | 0.31% | 4.16% |
| 3M | 16.54% | 31.46% |
| 6M | 23.45% | 12.77% |
| YTD | 23.76% | 16.76% |
| 1Y | 42.02% | 56.84% |
| 3Y (ann.) | 22.01% | 55.31% |
| 5Y (ann.) | 21.36% | 33.33% |
| Metric | 11403015:btcusd:triple_med_gx:lsma25_140 | 11403015:BTCUSD |
|---|---|---|
| Max Drawdown | -32.5% | -67.18% |
| Longest DD Days | 558.0 | 683.0 |
| Avg. Drawdown | -3.95% | -6.97% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 2.81 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-10-16 | -32.50 | 558 |
| 2024-06-12 | 2024-10-06 | -15.43 | 116 |
| 2023-11-11 | 2024-02-27 | -14.94 | 108 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-01-30 | 2025-03-02 | -10.21 | 31 |
| 2024-04-22 | 2024-06-12 | -7.14 | 51 |
| 2024-03-19 | 2024-04-06 | -6.71 | 18 |
| 2024-11-30 | 2024-12-24 | -5.94 | 24 |
| 2025-05-27 | 2025-06-11 | -5.81 | 14 |
| 2025-03-03 | 2025-04-01 | -5.45 | 29 |
| Metric | 11403015:btcusd:triple_med_gx:lsma25_140 | 11403015:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 14.77% | 35.75% |
| Worst Week | -9.77% | -29.64% |
| Best Month | 12.18% | 43.77% |
| Worst Month | -8.45% | -37.12% |
| Best Year | 35.63% | 155.54% |
| Worst Year | -7.92% | -60.27% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.8% | -0.83% |
| Avg. Up Week | 4.27% | 7.23% |
| Avg. Down Week | -2.62% | -4.59% |
| Avg. Up Month | 6.67% | 15.45% |
| Avg. Down Month | -4.19% | -13.12% |
| Win Days % | 45.69% | 51.27% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 50.88% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |