| Metric | 11402263:btcusd:triple_med_gx:lsma60_135 | 11402263:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 98.69% | 195.83% |
| Max Drawdown | -31.11% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.64 | 0.64 |
| Payoff Ratio | 1.13 | 1.09 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.27 | 1.07 |
| CPC Index | 0.64 | 0.6 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 20.88 | 3.92 |
| Outlier Loss Ratio | 4.04 | 3.83 |
| Volatility (ann.) | 15.11% | 26.35% |
| R^2 | 0.33 | 0.33 |
| Calmar | 0.73 | 0.57 |
| Skew | 1.37 | 0.2 |
| Kurtosis | 35.38 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.69% | 2.68% |
| Expected Yearly % | 18.73% | 31.15% |
| Kelly Criterion | 5.09% | 6.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -2.24% |
| Expected Shortfall (cVaR) | -1.28% | -2.24% |
| Year | 11402263:BTCUSD | 11402263:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -6.48 | 0.12 | + |
| 2023 | 155.54 | 41.72 | 0.27 | - |
| 2024 | 121.00 | 21.85 | 0.18 | - |
| 2025 | 16.76 | 23.03 | 1.37 | + |
| Metric | 11402263:btcusd:triple_med_gx:lsma60_135 | 11402263:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.7% | 31.46% |
| 6M | 23.13% | 12.77% |
| YTD | 23.03% | 16.76% |
| 1Y | 36.9% | 56.84% |
| 3Y (ann.) | 23.15% | 55.31% |
| 5Y (ann.) | 22.72% | 38.19% |
| Metric | 11402263:btcusd:triple_med_gx:lsma60_135 | 11402263:BTCUSD |
|---|---|---|
| Max Drawdown | -31.11% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -4.79% | -6.97% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 3.17 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-10 | -31.11 | 404 |
| 2024-05-05 | 2024-10-14 | -21.65 | 161 |
| 2023-12-22 | 2024-04-22 | -12.52 | 121 |
| 2023-04-26 | 2023-10-16 | -10.83 | 173 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2025-03-06 | 2025-04-12 | -9.24 | 37 |
| 2024-12-05 | 2024-12-25 | -7.93 | 20 |
| 2024-12-26 | 2025-02-14 | -6.93 | 50 |
| 2025-05-23 | 2025-06-09 | -5.73 | 17 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| Metric | 11402263:btcusd:triple_med_gx:lsma60_135 | 11402263:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 26.87% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 17.83% | 43.77% |
| Worst Month | -9.68% | -37.12% |
| Best Year | 41.72% | 155.54% |
| Worst Year | -6.48% | -55.14% |
| Avg. Up Day | 0.95% | 0.96% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 4.45% | 6.27% |
| Avg. Down Week | -3.01% | -4.43% |
| Avg. Up Month | 6.36% | 12.55% |
| Avg. Down Month | -4.53% | -12.53% |
| Win Days % | 49.73% | 51.32% |
| Win Month % | 64.86% | 60.98% |
| Win Week % | 52.69% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |