| Metric | 11402443:btcusd:triple_med_gx:lsma115_135 | 11402443:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 147.38% | 195.83% |
| Max Drawdown | -38.18% | -67.18% |
| Sharpe | 0.49 | 0.44 |
| Sortino | 0.74 | 0.64 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 15.29 | 4.09 |
| Outlier Loss Ratio | 4.29 | 4.02 |
| Volatility (ann.) | 16.7% | 26.35% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.81 | 0.57 |
| Skew | 0.93 | 0.2 |
| Kurtosis | 20.99 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.23% | 2.68% |
| Expected Yearly % | 25.41% | 31.15% |
| Kelly Criterion | 4.87% | 4.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.24% |
| Expected Shortfall (cVaR) | -1.42% | -2.24% |
| Year | 11402443:BTCUSD | 11402443:btcusd:triple_med_gx:lsma115_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -12.06 | 0.22 | + |
| 2023 | 155.54 | 78.02 | 0.50 | - |
| 2024 | 121.00 | 39.34 | 0.33 | - |
| 2025 | 16.76 | 13.40 | 0.80 | - |
| Metric | 11402443:btcusd:triple_med_gx:lsma115_135 | 11402443:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 25.23% | 31.46% |
| 6M | 13.34% | 12.77% |
| YTD | 13.4% | 16.76% |
| 1Y | 35.67% | 56.84% |
| 3Y (ann.) | 30.02% | 55.31% |
| 5Y (ann.) | 31.01% | 38.19% |
| Metric | 11402443:btcusd:triple_med_gx:lsma115_135 | 11402443:BTCUSD |
|---|---|---|
| Max Drawdown | -38.18% | -67.18% |
| Longest DD Days | 330.0 | 683.0 |
| Avg. Drawdown | -4.84% | -6.97% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 3.86 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-18 | -38.18 | 330 |
| 2024-04-23 | 2024-10-15 | -24.38 | 175 |
| 2024-12-17 | 2025-06-09 | -23.08 | 173 |
| 2022-03-02 | 2022-03-27 | -14.49 | 25 |
| 2023-04-26 | 2023-06-21 | -12.97 | 55 |
| 2024-01-02 | 2024-03-24 | -11.51 | 82 |
| 2023-07-14 | 2023-12-01 | -9.55 | 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 | 11402443:btcusd:triple_med_gx:lsma115_135 | 11402443: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 | 27.72% | 43.77% |
| Worst Month | -15.74% | -37.12% |
| Best Year | 78.02% | 155.54% |
| Worst Year | -12.06% | -55.14% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 5.05% | 6.49% |
| Avg. Down Week | -2.83% | -4.61% |
| Avg. Up Month | 8.2% | 14.89% |
| Avg. Down Month | -6.1% | -12.32% |
| Win Days % | 50.88% | 51.32% |
| Win Month % | 63.41% | 60.98% |
| Win Week % | 47.9% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |