| Metric | 11402375:btcusd:triple_med_gx:lsma60_135 | 11402375:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 131.76% | 195.83% |
| Max Drawdown | -31.19% | -67.18% |
| Sharpe | 0.5 | 0.44 |
| Sortino | 0.78 | 0.64 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.34 | 1.07 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.15 | 0.99 |
| Outlier Win Ratio | 20.24 | 3.83 |
| Outlier Loss Ratio | 4.13 | 3.8 |
| Volatility (ann.) | 14.69% | 26.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.91 | 0.57 |
| Skew | 1.53 | 0.2 |
| Kurtosis | 32.63 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.07% | 2.68% |
| Expected Yearly % | 23.38% | 31.15% |
| Kelly Criterion | 5.56% | 6.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -2.24% |
| Expected Shortfall (cVaR) | -1.24% | -2.24% |
| Year | 11402375:BTCUSD | 11402375:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -12.00 | 0.22 | + |
| 2023 | 155.54 | 58.11 | 0.37 | - |
| 2024 | 121.00 | 67.03 | 0.55 | - |
| 2025 | 16.76 | -0.28 | -0.02 | - |
| Metric | 11402375:btcusd:triple_med_gx:lsma60_135 | 11402375:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.88% | 31.46% |
| 6M | -0.7% | 12.77% |
| YTD | -0.28% | 16.76% |
| 1Y | 23.76% | 56.84% |
| 3Y (ann.) | 28.07% | 55.31% |
| 5Y (ann.) | 28.49% | 38.19% |
| Metric | 11402375:btcusd:triple_med_gx:lsma60_135 | 11402375:BTCUSD |
|---|---|---|
| Max Drawdown | -31.19% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -4.27% | -6.97% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 4.22 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-25 | -31.19 | 344 |
| 2024-12-05 | 2025-06-11 | -16.51 | 188 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2022-04-21 | 2022-05-13 | -11.83 | 21 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2024-08-09 | 2024-09-13 | -10.63 | 35 |
| 2024-01-15 | 2024-03-22 | -10.33 | 66 |
| 2023-07-14 | 2023-10-15 | -8.57 | 93 |
| 2022-03-02 | 2022-04-21 | -7.77 | 50 |
| 2024-09-14 | 2024-10-14 | -7.29 | 30 |
| Metric | 11402375:btcusd:triple_med_gx:lsma60_135 | 11402375:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.61% | 43.77% |
| Worst Month | -8.73% | -37.12% |
| Best Year | 67.03% | 155.54% |
| Worst Year | -12.0% | -55.14% |
| Avg. Up Day | 0.93% | 0.93% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.57% | 6.41% |
| Avg. Down Week | -2.84% | -4.93% |
| Avg. Up Month | 5.59% | 12.77% |
| Avg. Down Month | -4.63% | -12.63% |
| Win Days % | 50.27% | 51.32% |
| Win Month % | 69.23% | 60.98% |
| Win Week % | 52.43% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 75.0% |