| Metric | 11405853:btcusd:triple_med_gx:lsma25_145 | 11405853:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 167.42% | 185.15% |
| Max Drawdown | -35.87% | -67.18% |
| Sharpe | 0.6 | 0.42 |
| Sortino | 0.96 | 0.61 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.54 | 1.07 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 23.21 | 3.75 |
| Outlier Loss Ratio | 4.11 | 3.78 |
| Volatility (ann.) | 13.37% | 26.06% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.92 | 0.53 |
| Skew | 2.03 | 0.18 |
| Kurtosis | 36.84 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.37% | 2.53% |
| Expected Yearly % | 27.88% | 29.95% |
| Kelly Criterion | 7.42% | 7.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -2.21% |
| Expected Shortfall (cVaR) | -1.13% | -2.21% |
| Year | 11405853:BTCUSD | 11405853:btcusd:triple_med_gx:lsma25_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -2.18 | 0.04 | + |
| 2023 | 155.54 | 45.56 | 0.29 | - |
| 2024 | 121.00 | 50.24 | 0.42 | - |
| 2025 | 27.10 | 25.00 | 0.92 | - |
| Metric | 11405853:btcusd:triple_med_gx:lsma25_145 | 11405853:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 12.33% | 41.88% |
| 6M | 19.22% | 22.91% |
| YTD | 25.0% | 27.1% |
| 1Y | 53.2% | 82.29% |
| 3Y (ann.) | 28.39% | 77.48% |
| 5Y (ann.) | 33.06% | 35.56% |
| Metric | 11405853:btcusd:triple_med_gx:lsma25_145 | 11405853:BTCUSD |
|---|---|---|
| Max Drawdown | -35.87% | -67.18% |
| Longest DD Days | 397.0 | 683.0 |
| Avg. Drawdown | -3.41% | -6.94% |
| Avg. Drawdown Days | 19.0 | 36.0 |
| Recovery Factor | 4.67 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-06-17 | -35.87 | 397 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2025-02-04 | 2025-04-11 | -11.05 | 66 |
| 2022-03-09 | 2022-05-13 | -10.83 | 64 |
| 2024-01-17 | 2024-03-25 | -10.02 | 68 |
| 2023-07-14 | 2023-11-28 | -8.11 | 137 |
| 2025-06-16 | 2025-07-17 | -8.05 | 30 |
| 2024-12-26 | 2025-02-03 | -7.17 | 39 |
| 2024-12-05 | 2024-12-12 | -6.91 | 7 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| Metric | 11405853:btcusd:triple_med_gx:lsma25_145 | 11405853:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -13.93% | -29.64% |
| Best Month | 24.13% | 43.77% |
| Worst Month | -17.18% | -37.12% |
| Best Year | 50.24% | 155.54% |
| Worst Year | -2.18% | -60.27% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.25% | 6.34% |
| Avg. Down Week | -2.79% | -5.02% |
| Avg. Up Month | 6.54% | 11.14% |
| Avg. Down Month | -7.4% | -14.22% |
| Win Days % | 50.46% | 51.3% |
| Win Month % | 75.68% | 61.9% |
| Win Week % | 54.74% | 51.37% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 75.0% |