| Metric | 11402497:btcusd:triple_med_gx:lsma110_135 | 11402497:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 147.28% | 195.83% |
| Max Drawdown | -38.1% | -67.18% |
| Sharpe | 0.5 | 0.44 |
| Sortino | 0.76 | 0.64 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.26 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 15.93 | 4.07 |
| Outlier Loss Ratio | 4.35 | 4.0 |
| Volatility (ann.) | 16.29% | 26.35% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.81 | 0.57 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 23.01 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.23% | 2.68% |
| Expected Yearly % | 25.4% | 31.15% |
| Kelly Criterion | 4.94% | 4.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11402497:BTCUSD | 11402497:btcusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -3.95 | 0.07 | + |
| 2023 | 155.54 | 73.49 | 0.47 | - |
| 2024 | 121.00 | 38.14 | 0.32 | - |
| 2025 | 16.76 | 7.43 | 0.44 | - |
| Metric | 11402497:btcusd:triple_med_gx:lsma110_135 | 11402497:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 10.52% | 31.46% |
| 6M | 1.17% | 12.77% |
| YTD | 7.43% | 16.76% |
| 1Y | 31.41% | 56.84% |
| 3Y (ann.) | 25.94% | 55.31% |
| 5Y (ann.) | 30.99% | 38.19% |
| Metric | 11402497:btcusd:triple_med_gx:lsma110_135 | 11402497:BTCUSD |
|---|---|---|
| Max Drawdown | -38.1% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -5.11% | -6.97% |
| Avg. Drawdown Days | 27.0 | 36.0 |
| Recovery Factor | 3.87 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -38.10 | 302 |
| 2024-04-23 | 2024-09-19 | -23.92 | 149 |
| 2024-12-17 | 2025-06-11 | -22.20 | 175 |
| 2023-04-14 | 2023-12-01 | -19.94 | 231 |
| 2022-03-02 | 2022-03-27 | -14.49 | 25 |
| 2024-01-02 | 2024-03-25 | -13.07 | 83 |
| 2022-04-21 | 2022-05-15 | -12.49 | 24 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-03-28 | 2022-04-20 | -6.20 | 22 |
| Metric | 11402497:btcusd:triple_med_gx:lsma110_135 | 11402497:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -10.92% | -29.64% |
| Best Month | 36.95% | 43.77% |
| Worst Month | -13.71% | -37.12% |
| Best Year | 73.49% | 155.54% |
| Worst Year | -3.95% | -55.14% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.75% | 6.71% |
| Avg. Down Week | -2.61% | -4.45% |
| Avg. Up Month | 8.55% | 13.27% |
| Avg. Down Month | -5.56% | -11.82% |
| Win Days % | 50.73% | 51.32% |
| Win Month % | 58.54% | 60.98% |
| Win Week % | 46.9% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |