| Metric | 11402387:btcusd:triple_med_gx:lsma115_135 | 11402387:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 122.21% | 222.02% |
| Max Drawdown | -39.32% | -67.18% |
| Sharpe | 0.43 | 0.46 |
| Sortino | 0.65 | 0.66 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.27 | 1.08 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 15.36 | 4.1 |
| Outlier Loss Ratio | 4.32 | 4.05 |
| Volatility (ann.) | 16.48% | 26.12% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.66 | 0.6 |
| Skew | 0.93 | 0.2 |
| Kurtosis | 21.05 | 6.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.92% | 2.82% |
| Expected Yearly % | 22.09% | 33.96% |
| Kelly Criterion | 3.97% | 4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.22% |
| Expected Shortfall (cVaR) | -1.4% | -2.22% |
| Year | 11402387:BTCUSD | 11402387:btcusd:triple_med_gx:lsma115_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -22.42 | 0.41 | + |
| 2023 | 155.54 | 76.34 | 0.49 | - |
| 2024 | 121.00 | 57.37 | 0.47 | - |
| 2025 | 27.10 | 3.21 | 0.12 | - |
| Metric | 11402387:btcusd:triple_med_gx:lsma115_135 | 11402387:BTCUSD |
|---|---|---|
| MTD | 1.92% | 10.71% |
| 3M | 12.04% | 41.88% |
| 6M | 2.46% | 22.91% |
| YTD | 3.21% | 27.1% |
| 1Y | 58.75% | 82.29% |
| 3Y (ann.) | 39.59% | 77.48% |
| 5Y (ann.) | 26.05% | 40.36% |
| Metric | 11402387:btcusd:triple_med_gx:lsma115_135 | 11402387:BTCUSD |
|---|---|---|
| Max Drawdown | -39.32% | -67.18% |
| Longest DD Days | 419.0 | 683.0 |
| Avg. Drawdown | -4.93% | -6.76% |
| Avg. Drawdown Days | 28.0 | 35.0 |
| Recovery Factor | 3.11 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-25 | -39.32 | 419 |
| 2024-12-17 | 2025-07-17 | -24.66 | 211 |
| 2024-05-18 | 2024-09-13 | -19.38 | 118 |
| 2024-01-02 | 2024-03-25 | -13.85 | 83 |
| 2023-04-26 | 2023-06-20 | -11.38 | 55 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2023-08-29 | 2023-12-02 | -9.35 | 95 |
| 2023-07-14 | 2023-08-29 | -9.33 | 46 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11402387:btcusd:triple_med_gx:lsma115_135 | 11402387:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 31.0% | 35.75% |
| Worst Week | -15.26% | -29.64% |
| Best Month | 23.21% | 43.77% |
| Worst Month | -13.09% | -37.12% |
| Best Year | 76.34% | 155.54% |
| Worst Year | -22.42% | -55.14% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.64% | 6.53% |
| Avg. Down Week | -2.76% | -4.42% |
| Avg. Up Month | 7.44% | 15.4% |
| Avg. Down Month | -6.12% | -12.09% |
| Win Days % | 50.45% | 51.34% |
| Win Month % | 59.52% | 61.9% |
| Win Week % | 47.2% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |