| Metric | 11379392:btcusd:triple_med_gx:lsma135_60 | 11379392:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 17.31% | 229.72% |
| Max Drawdown | -25.71% | -67.18% |
| Sharpe | 0.17 | 0.46 |
| Sortino | 0.25 | 0.67 |
| Payoff Ratio | 1.08 | 1.03 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.35 | 1.08 |
| CPC Index | 0.55 | 0.57 |
| Tail Ratio | 1.27 | 1.0 |
| Outlier Win Ratio | 36.54 | 3.37 |
| Outlier Loss Ratio | 4.29 | 3.4 |
| Volatility (ann.) | 9.82% | 26.14% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.18 | 0.62 |
| Skew | 0.79 | 0.2 |
| Kurtosis | 47.38 | 6.53 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.38% | 2.88% |
| Expected Yearly % | 4.07% | 34.75% |
| Kelly Criterion | 0.13% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.22% |
| Expected Shortfall (cVaR) | -0.84% | -2.22% |
| Year | 11379392:BTCUSD | 11379392:btcusd:triple_med_gx:lsma135_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -1.17 | 0.02 | + |
| 2023 | 155.54 | -12.82 | -0.08 | - |
| 2024 | 121.00 | 43.10 | 0.36 | - |
| 2025 | 30.14 | -4.86 | -0.16 | - |
| Metric | 11379392:btcusd:triple_med_gx:lsma135_60 | 11379392:BTCUSD |
|---|---|---|
| MTD | 4.19% | 13.36% |
| 3M | 8.22% | 45.08% |
| 6M | -2.58% | 28.47% |
| YTD | -4.86% | 30.14% |
| 1Y | 3.37% | 105.13% |
| 3Y (ann.) | 8.6% | 81.7% |
| 5Y (ann.) | 4.75% | 41.44% |
| Metric | 11379392:btcusd:triple_med_gx:lsma135_60 | 11379392:BTCUSD |
|---|---|---|
| Max Drawdown | -25.71% | -67.18% |
| Longest DD Days | 819.0 | 683.0 |
| Avg. Drawdown | -4.01% | -6.66% |
| Avg. Drawdown Days | 62.0 | 35.0 |
| Recovery Factor | 0.67 | 3.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2024-05-15 | -25.71 | 819 |
| 2024-11-23 | 2025-07-14 | -18.95 | 233 |
| 2024-09-28 | 2024-11-21 | -9.67 | 54 |
| 2024-05-27 | 2024-07-29 | -7.56 | 62 |
| 2024-08-20 | 2024-09-18 | -3.50 | 29 |
| 2024-08-18 | 2024-08-20 | -2.71 | 1 |
| 2022-02-12 | 2022-02-15 | -2.26 | 2 |
| 2024-05-16 | 2024-05-24 | -1.99 | 8 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-05-26 | 2024-05-27 | -1.29 | 1 |
| Metric | 11379392:btcusd:triple_med_gx:lsma135_60 | 11379392:BTCUSD |
|---|---|---|
| Best Day | 7.2% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 9.8% | 35.75% |
| Worst Week | -10.74% | -29.64% |
| Best Month | 15.13% | 43.77% |
| Worst Month | -10.74% | -37.12% |
| Best Year | 43.1% | 155.54% |
| Worst Year | -12.82% | -55.14% |
| Avg. Up Day | 0.79% | 0.8% |
| Avg. Down Day | -0.73% | -0.77% |
| Avg. Up Week | 3.9% | 5.43% |
| Avg. Down Week | -2.88% | -5.5% |
| Avg. Up Month | 4.67% | 15.86% |
| Avg. Down Month | -1.95% | -14.1% |
| Win Days % | 48.2% | 51.35% |
| Win Month % | 47.5% | 61.9% |
| Win Week % | 46.32% | 51.63% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 25.0% | 75.0% |