| Metric | 11375124:btcusd:triple_med_gx:lsma135_40 | 11375124:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 27.09% | 229.72% |
| Max Drawdown | -23.58% | -67.18% |
| Sharpe | 0.21 | 0.46 |
| Sortino | 0.32 | 0.67 |
| Payoff Ratio | 1.15 | 1.05 |
| Profit Factor | 1.08 | 1.08 |
| Common Sense Ratio | 1.36 | 1.08 |
| CPC Index | 0.58 | 0.58 |
| Tail Ratio | 1.26 | 1.0 |
| Outlier Win Ratio | 30.16 | 3.47 |
| Outlier Loss Ratio | 4.47 | 3.45 |
| Volatility (ann.) | 10.87% | 26.14% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.31 | 0.62 |
| Skew | 0.95 | 0.2 |
| Kurtosis | 39.36 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.57% | 2.88% |
| Expected Yearly % | 6.18% | 34.75% |
| Kelly Criterion | 0.8% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -2.22% |
| Expected Shortfall (cVaR) | -0.93% | -2.22% |
| Year | 11375124:BTCUSD | 11375124:btcusd:triple_med_gx:lsma135_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 7.17 | -0.13 | + |
| 2023 | 155.54 | -5.00 | -0.03 | - |
| 2024 | 121.00 | 38.91 | 0.32 | - |
| 2025 | 30.14 | -10.14 | -0.34 | - |
| Metric | 11375124:btcusd:triple_med_gx:lsma135_40 | 11375124:BTCUSD |
|---|---|---|
| MTD | 3.66% | 13.36% |
| 3M | 10.43% | 45.08% |
| 6M | -5.68% | 28.47% |
| YTD | -10.14% | 30.14% |
| 1Y | 3.42% | 105.13% |
| 3Y (ann.) | 5.8% | 81.7% |
| 5Y (ann.) | 7.22% | 41.44% |
| Metric | 11375124:btcusd:triple_med_gx:lsma135_40 | 11375124:BTCUSD |
|---|---|---|
| Max Drawdown | -23.58% | -67.18% |
| Longest DD Days | 637.0 | 683.0 |
| Avg. Drawdown | -5.35% | -6.66% |
| Avg. Drawdown Days | 68.0 | 35.0 |
| Recovery Factor | 1.15 | 3.42 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-03-04 | -23.58 | 637 |
| 2024-12-19 | 2025-07-14 | -22.94 | 206 |
| 2024-03-11 | 2024-09-19 | -10.12 | 191 |
| 2022-03-31 | 2022-05-30 | -8.44 | 59 |
| 2022-02-10 | 2022-03-22 | -7.86 | 39 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-10-21 | 2024-11-20 | -4.92 | 30 |
| 2022-06-03 | 2022-06-06 | -3.58 | 3 |
| 2022-03-22 | 2022-03-24 | -2.26 | 1 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| Metric | 11375124:btcusd:triple_med_gx:lsma135_40 | 11375124:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -6.11% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -7.23% | -29.64% |
| Best Month | 16.09% | 43.77% |
| Worst Month | -8.87% | -37.12% |
| Best Year | 38.91% | 155.54% |
| Worst Year | -10.14% | -55.14% |
| Avg. Up Day | 0.81% | 0.83% |
| Avg. Down Day | -0.71% | -0.79% |
| Avg. Up Week | 3.14% | 5.92% |
| Avg. Down Week | -2.6% | -4.52% |
| Avg. Up Month | 5.64% | 15.78% |
| Avg. Down Month | -4.76% | -11.74% |
| Win Days % | 46.88% | 51.35% |
| Win Month % | 58.54% | 61.9% |
| Win Week % | 49.09% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |