| Metric | 11402445:btcusd:triple_med_gx:lsma120_135 | 11402445:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 151.34% | 222.02% |
| Max Drawdown | -39.75% | -67.18% |
| Sharpe | 0.48 | 0.46 |
| Sortino | 0.72 | 0.66 |
| Payoff Ratio | 1.06 | 1.04 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.29 | 1.08 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 14.76 | 4.12 |
| Outlier Loss Ratio | 4.35 | 4.11 |
| Volatility (ann.) | 16.94% | 26.12% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.77 | 0.6 |
| Skew | 0.89 | 0.2 |
| Kurtosis | 20.94 | 6.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.22% | 2.82% |
| Expected Yearly % | 25.91% | 33.96% |
| Kelly Criterion | 4.47% | 4.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.22% |
| Expected Shortfall (cVaR) | -1.44% | -2.22% |
| Year | 11402445:BTCUSD | 11402445:btcusd:triple_med_gx:lsma120_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -17.70 | 0.32 | + |
| 2023 | 155.54 | 81.46 | 0.52 | - |
| 2024 | 121.00 | 52.05 | 0.43 | - |
| 2025 | 27.10 | 10.69 | 0.39 | - |
| Metric | 11402445:btcusd:triple_med_gx:lsma120_135 | 11402445:BTCUSD |
|---|---|---|
| MTD | 1.94% | 10.71% |
| 3M | 10.49% | 41.88% |
| 6M | 14.06% | 22.91% |
| YTD | 10.69% | 27.1% |
| 1Y | 75.68% | 82.29% |
| 3Y (ann.) | 43.09% | 77.48% |
| 5Y (ann.) | 30.63% | 40.36% |
| Metric | 11402445:btcusd:triple_med_gx:lsma120_135 | 11402445:BTCUSD |
|---|---|---|
| Max Drawdown | -39.75% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -5.54% | -6.76% |
| Avg. Drawdown Days | 29.0 | 35.0 |
| Recovery Factor | 3.81 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-10 | -39.75 | 329 |
| 2024-12-17 | 2025-06-09 | -22.66 | 173 |
| 2024-04-23 | 2024-09-20 | -21.96 | 150 |
| 2023-04-26 | 2023-06-21 | -14.88 | 55 |
| 2022-03-02 | 2022-05-15 | -14.49 | 74 |
| 2024-01-02 | 2024-03-24 | -12.03 | 82 |
| 2023-07-14 | 2023-10-16 | -9.94 | 94 |
| 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 | 11402445:btcusd:triple_med_gx:lsma120_135 | 11402445: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 | 27.14% | 43.77% |
| Worst Month | -15.74% | -37.12% |
| Best Year | 81.46% | 155.54% |
| Worst Year | -17.7% | -55.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.84% | -0.86% |
| Avg. Up Week | 4.9% | 6.17% |
| Avg. Down Week | -2.87% | -4.56% |
| Avg. Up Month | 8.59% | 15.13% |
| Avg. Down Month | -6.18% | -12.1% |
| Win Days % | 50.76% | 51.34% |
| Win Month % | 61.9% | 61.9% |
| Win Week % | 48.44% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |