| Metric | 11402503:btcusd:triple_med_gx:lsma120_135 | 11402503:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 156.5% | 195.83% |
| Max Drawdown | -45.26% | -67.18% |
| Sharpe | 0.5 | 0.44 |
| Sortino | 0.77 | 0.64 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 14.73 | 4.07 |
| Outlier Loss Ratio | 4.36 | 4.01 |
| Volatility (ann.) | 16.81% | 26.35% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.72 | 0.57 |
| Skew | 1.05 | 0.2 |
| Kurtosis | 21.26 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.32% | 2.68% |
| Expected Yearly % | 26.55% | 31.15% |
| Kelly Criterion | 4.62% | 4.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.24% |
| Expected Shortfall (cVaR) | -1.42% | -2.24% |
| Year | 11402503:BTCUSD | 11402503:btcusd:triple_med_gx:lsma120_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -16.81 | 0.30 | + |
| 2023 | 155.54 | 92.36 | 0.59 | - |
| 2024 | 121.00 | 54.66 | 0.45 | - |
| 2025 | 16.76 | 3.63 | 0.22 | - |
| Metric | 11402503:btcusd:triple_med_gx:lsma120_135 | 11402503:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 13.54% | 31.46% |
| 6M | 2.31% | 12.77% |
| YTD | 3.63% | 16.76% |
| 1Y | 37.3% | 56.84% |
| 3Y (ann.) | 31.41% | 55.31% |
| 5Y (ann.) | 32.43% | 38.19% |
| Metric | 11402503:btcusd:triple_med_gx:lsma120_135 | 11402503:BTCUSD |
|---|---|---|
| Max Drawdown | -45.26% | -67.18% |
| Longest DD Days | 404.0 | 683.0 |
| Avg. Drawdown | -4.61% | -6.97% |
| Avg. Drawdown Days | 25.0 | 36.0 |
| Recovery Factor | 3.46 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-10 | -45.26 | 404 |
| 2024-12-17 | 2025-06-11 | -23.42 | 175 |
| 2024-04-23 | 2024-09-18 | -22.82 | 148 |
| 2023-04-14 | 2023-06-21 | -16.88 | 68 |
| 2024-01-02 | 2024-01-29 | -9.89 | 27 |
| 2023-07-14 | 2023-10-16 | -9.12 | 94 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-04-08 | 2024-04-22 | -5.95 | 13 |
| 2023-11-16 | 2023-11-29 | -5.63 | 13 |
| Metric | 11402503:btcusd:triple_med_gx:lsma120_135 | 11402503:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -13.49% | -29.64% |
| Best Month | 36.18% | 43.77% |
| Worst Month | -21.57% | -37.12% |
| Best Year | 92.36% | 155.54% |
| Worst Year | -16.81% | -55.14% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.83% | -0.85% |
| Avg. Up Week | 4.62% | 6.18% |
| Avg. Down Week | -2.74% | -4.34% |
| Avg. Up Month | 8.65% | 14.59% |
| Avg. Down Month | -5.58% | -12.24% |
| Win Days % | 50.71% | 51.32% |
| Win Month % | 58.54% | 60.98% |
| Win Week % | 50.81% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |