| Metric | 11402441:btcusd:triple_med_gx:lsma110_135 | 11402441:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 173.67% | 195.83% |
| Max Drawdown | -38.52% | -67.18% |
| Sharpe | 0.54 | 0.44 |
| Sortino | 0.82 | 0.64 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.33 | 1.07 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.16 | 0.99 |
| Outlier Win Ratio | 15.79 | 4.09 |
| Outlier Loss Ratio | 4.3 | 4.02 |
| Volatility (ann.) | 16.55% | 26.35% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.91 | 0.57 |
| Skew | 1.08 | 0.2 |
| Kurtosis | 22.56 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.49% | 2.68% |
| Expected Yearly % | 28.62% | 31.15% |
| Kelly Criterion | 5.57% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -2.24% |
| Expected Shortfall (cVaR) | -1.4% | -2.24% |
| Year | 11402441:BTCUSD | 11402441:btcusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -16.64 | 0.30 | + |
| 2023 | 155.54 | 87.04 | 0.56 | - |
| 2024 | 121.00 | 55.05 | 0.45 | - |
| 2025 | 16.76 | 13.20 | 0.79 | - |
| Metric | 11402441:btcusd:triple_med_gx:lsma110_135 | 11402441:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 21.79% | 31.46% |
| 6M | 12.68% | 12.77% |
| YTD | 13.2% | 16.76% |
| 1Y | 47.04% | 56.84% |
| 3Y (ann.) | 34.87% | 55.31% |
| 5Y (ann.) | 35.02% | 38.19% |
| Metric | 11402441:btcusd:triple_med_gx:lsma110_135 | 11402441:BTCUSD |
|---|---|---|
| Max Drawdown | -38.52% | -67.18% |
| Longest DD Days | 354.0 | 683.0 |
| Avg. Drawdown | -4.31% | -6.97% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 4.51 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-04-10 | -38.52 | 354 |
| 2024-12-17 | 2025-06-09 | -21.37 | 173 |
| 2024-04-23 | 2024-10-12 | -19.26 | 172 |
| 2024-01-02 | 2024-03-25 | -15.15 | 83 |
| 2022-03-02 | 2022-04-12 | -14.49 | 41 |
| 2023-04-26 | 2023-06-21 | -12.19 | 55 |
| 2023-07-14 | 2023-12-01 | -9.16 | 140 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11402441:btcusd:triple_med_gx:lsma110_135 | 11402441:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 28.35% | 43.77% |
| Worst Month | -15.74% | -37.12% |
| Best Year | 87.04% | 155.54% |
| Worst Year | -16.64% | -55.14% |
| Avg. Up Day | 0.9% | 0.91% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 5.13% | 6.67% |
| Avg. Down Week | -2.87% | -4.64% |
| Avg. Up Month | 8.1% | 14.65% |
| Avg. Down Month | -6.16% | -12.32% |
| Win Days % | 51.02% | 51.32% |
| Win Month % | 65.85% | 60.98% |
| Win Week % | 49.14% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |