| Metric | 11401928:btcusd:triple_med_gx:lsma60_135 | 11401928:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 79.65% | 195.83% |
| Max Drawdown | -40.39% | -67.18% |
| Sharpe | 0.35 | 0.44 |
| Sortino | 0.53 | 0.64 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 21.23 | 4.06 |
| Outlier Loss Ratio | 3.89 | 4.02 |
| Volatility (ann.) | 15.99% | 26.35% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.47 | 0.57 |
| Skew | 1.02 | 0.2 |
| Kurtosis | 32.55 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.44% | 2.68% |
| Expected Yearly % | 15.77% | 31.15% |
| Kelly Criterion | 3.79% | 4.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.24% |
| Expected Shortfall (cVaR) | -1.36% | -2.24% |
| Year | 11401928:BTCUSD | 11401928:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -24.13 | 0.44 | + |
| 2023 | 155.54 | 57.76 | 0.37 | - |
| 2024 | 121.00 | 23.41 | 0.19 | - |
| 2025 | 16.76 | 21.62 | 1.29 | + |
| Metric | 11401928:btcusd:triple_med_gx:lsma60_135 | 11401928:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 20.41% | 31.46% |
| 6M | 21.69% | 12.77% |
| YTD | 21.62% | 16.76% |
| 1Y | 12.85% | 56.84% |
| 3Y (ann.) | 24.01% | 55.31% |
| 5Y (ann.) | 19.09% | 38.19% |
| Metric | 11401928:btcusd:triple_med_gx:lsma60_135 | 11401928:BTCUSD |
|---|---|---|
| Max Drawdown | -40.39% | -67.18% |
| Longest DD Days | 592.0 | 683.0 |
| Avg. Drawdown | -4.87% | -6.97% |
| Avg. Drawdown Days | 36.0 | 36.0 |
| Recovery Factor | 1.97 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-11-20 | -40.39 | 592 |
| 2024-06-05 | 2025-03-02 | -23.69 | 269 |
| 2025-03-03 | 2025-05-10 | -13.49 | 68 |
| 2024-01-02 | 2024-02-27 | -13.16 | 55 |
| 2024-02-29 | 2024-04-18 | -13.00 | 48 |
| 2022-02-21 | 2022-02-26 | -11.66 | 5 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-04-23 | 2024-06-04 | -3.41 | 42 |
| Metric | 11401928:btcusd:triple_med_gx:lsma60_135 | 11401928:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 24.77% | 43.77% |
| Worst Month | -16.36% | -37.12% |
| Best Year | 57.76% | 155.54% |
| Worst Year | -24.13% | -55.14% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.93% | -0.96% |
| Avg. Up Week | 4.78% | 6.35% |
| Avg. Down Week | -3.09% | -5.52% |
| Avg. Up Month | 5.7% | 13.89% |
| Avg. Down Month | -5.29% | -13.26% |
| Win Days % | 50.18% | 51.32% |
| Win Month % | 65.79% | 60.98% |
| Win Week % | 51.11% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |