| Metric | 11402103:btcusd:triple_med_gx:lsma85_135 | 11402103:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 67.1% | 195.83% |
| Max Drawdown | -35.92% | -67.18% |
| Sharpe | 0.31 | 0.44 |
| Sortino | 0.47 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.59 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 17.91 | 4.0 |
| Outlier Loss Ratio | 4.19 | 4.0 |
| Volatility (ann.) | 16.49% | 26.35% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.46 | 0.57 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 30.4 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.26% | 2.68% |
| Expected Yearly % | 13.7% | 31.15% |
| Kelly Criterion | 2.85% | 5.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.24% |
| Expected Shortfall (cVaR) | -1.41% | -2.24% |
| Year | 11402103:BTCUSD | 11402103:btcusd:triple_med_gx:lsma85_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -13.72 | 0.25 | + |
| 2023 | 155.54 | 42.58 | 0.27 | - |
| 2024 | 121.00 | 23.26 | 0.19 | - |
| 2025 | 16.76 | 10.21 | 0.61 | - |
| Metric | 11402103:btcusd:triple_med_gx:lsma85_135 | 11402103:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 3.84% | 31.46% |
| 6M | 12.96% | 12.77% |
| YTD | 10.21% | 16.76% |
| 1Y | 26.46% | 56.84% |
| 3Y (ann.) | 16.04% | 55.31% |
| 5Y (ann.) | 16.55% | 38.19% |
| Metric | 11402103:btcusd:triple_med_gx:lsma85_135 | 11402103:BTCUSD |
|---|---|---|
| Max Drawdown | -35.92% | -67.18% |
| Longest DD Days | 638.0 | 683.0 |
| Avg. Drawdown | -5.25% | -6.97% |
| Avg. Drawdown Days | 38.0 | 36.0 |
| Recovery Factor | 1.87 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-22 | 2023-12-20 | -35.92 | 638 |
| 2024-04-24 | 2024-11-05 | -25.36 | 195 |
| 2025-03-03 | 2025-06-11 | -17.48 | 100 |
| 2023-12-22 | 2024-03-20 | -10.91 | 89 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2024-12-26 | 2025-01-06 | -6.93 | 11 |
| 2024-04-01 | 2024-04-22 | -6.49 | 21 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11402103:btcusd:triple_med_gx:lsma85_135 | 11402103:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -12.82% | -37.12% |
| Best Year | 42.58% | 155.54% |
| Worst Year | -13.72% | -55.14% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 3.97% | 5.92% |
| Avg. Down Week | -3.19% | -4.74% |
| Avg. Up Month | 5.93% | 12.96% |
| Avg. Down Month | -5.88% | -13.11% |
| Win Days % | 49.57% | 51.32% |
| Win Month % | 67.57% | 60.98% |
| Win Week % | 54.46% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |