| Metric | 11402376:btcusd:triple_med_gx:lsma65_135 | 11402376:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 89.54% | 195.83% |
| Max Drawdown | -32.47% | -67.18% |
| Sharpe | 0.4 | 0.44 |
| Sortino | 0.61 | 0.64 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 20.01 | 3.8 |
| Outlier Loss Ratio | 4.12 | 3.83 |
| Volatility (ann.) | 14.85% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.65 | 0.57 |
| Skew | 1.35 | 0.2 |
| Kurtosis | 32.04 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.57% | 2.68% |
| Expected Yearly % | 17.33% | 31.15% |
| Kelly Criterion | 4.05% | 5.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.24% |
| Expected Shortfall (cVaR) | -1.26% | -2.24% |
| Year | 11402376:BTCUSD | 11402376:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -16.42 | 0.30 | + |
| 2023 | 155.54 | 54.73 | 0.35 | - |
| 2024 | 121.00 | 49.68 | 0.41 | - |
| 2025 | 16.76 | -2.09 | -0.12 | - |
| Metric | 11402376:btcusd:triple_med_gx:lsma65_135 | 11402376:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 7.52% | 31.46% |
| 6M | -2.03% | 12.77% |
| YTD | -2.09% | 16.76% |
| 1Y | 21.66% | 56.84% |
| 3Y (ann.) | 21.7% | 55.31% |
| 5Y (ann.) | 21.01% | 38.19% |
| Metric | 11402376:btcusd:triple_med_gx:lsma65_135 | 11402376:BTCUSD |
|---|---|---|
| Max Drawdown | -32.47% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -4.61% | -6.97% |
| Avg. Drawdown Days | 29.0 | 36.0 |
| Recovery Factor | 2.76 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -32.47 | 420 |
| 2024-12-21 | 2025-06-11 | -17.60 | 172 |
| 2024-04-23 | 2024-08-08 | -15.47 | 107 |
| 2024-08-09 | 2024-10-14 | -11.47 | 66 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2024-01-06 | 2024-03-22 | -10.54 | 76 |
| 2023-07-14 | 2023-10-16 | -9.04 | 94 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-04-26 | 2023-05-23 | -5.79 | 26 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| Metric | 11402376:btcusd:triple_med_gx:lsma65_135 | 11402376:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.14% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 17.2% | 43.77% |
| Worst Month | -11.51% | -37.12% |
| Best Year | 54.73% | 155.54% |
| Worst Year | -16.42% | -55.14% |
| Avg. Up Day | 0.92% | 0.93% |
| Avg. Down Day | -0.84% | -0.88% |
| Avg. Up Week | 4.9% | 6.66% |
| Avg. Down Week | -2.81% | -4.69% |
| Avg. Up Month | 6.0% | 13.88% |
| Avg. Down Month | -5.97% | -13.26% |
| Win Days % | 49.77% | 51.32% |
| Win Month % | 67.57% | 60.98% |
| Win Week % | 47.57% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 75.0% |