| Metric | 11405917:btcusd:triple_med_gx:lsma60_145 | 11405917:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 254.26% | 125.67% |
| Max Drawdown | -23.26% | -67.18% |
| Sharpe | 0.69 | 0.34 |
| Sortino | 1.1 | 0.48 |
| Payoff Ratio | 1.15 | 1.1 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.5 | 1.02 |
| CPC Index | 0.72 | 0.6 |
| Tail Ratio | 1.21 | 0.97 |
| Outlier Win Ratio | 21.34 | 3.81 |
| Outlier Loss Ratio | 4.27 | 3.74 |
| Volatility (ann.) | 13.27% | 25.5% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.68 | 0.35 |
| Skew | 1.96 | 0.15 |
| Kurtosis | 34.33 | 6.56 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.73% | 1.75% |
| Expected Yearly % | 37.19% | 22.57% |
| Kelly Criterion | 8.39% | 7.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.17% |
| Expected Shortfall (cVaR) | -1.12% | -2.17% |
| Year | 11405917:BTCUSD | 11405917:btcusd:triple_med_gx:lsma60_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | 7.61 | -0.13 | + |
| 2023 | 155.54 | 61.60 | 0.40 | - |
| 2024 | 121.00 | 57.41 | 0.47 | - |
| 2025 | 0.59 | 29.42 | 50.10 | + |
| Metric | 11405917:btcusd:triple_med_gx:lsma60_145 | 11405917:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.89% |
| 3M | 5.2% | -16.21% |
| 6M | 10.92% | -14.87% |
| YTD | 29.42% | 0.59% |
| 1Y | 26.53% | -7.19% |
| 3Y (ann.) | 48.43% | 75.9% |
| 5Y (ann.) | 39.0% | 23.6% |
| Metric | 11405917:btcusd:triple_med_gx:lsma60_145 | 11405917:BTCUSD |
|---|---|---|
| Max Drawdown | -23.26% | -67.18% |
| Longest DD Days | 300.0 | 683.0 |
| Avg. Drawdown | -3.33% | -7.79% |
| Avg. Drawdown Days | 17.0 | 37.0 |
| Recovery Factor | 10.93 | 1.87 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-12 | -23.26 | 300 |
| 2025-11-15 | 2025-12-09 | -14.51 | 23 |
| 2024-06-05 | 2024-08-08 | -14.35 | 64 |
| 2022-03-02 | 2022-05-15 | -10.14 | 74 |
| 2024-01-17 | 2024-01-29 | -10.02 | 12 |
| 2025-03-07 | 2025-06-09 | -9.45 | 94 |
| 2024-08-09 | 2024-09-13 | -8.71 | 35 |
| 2023-07-14 | 2023-10-16 | -8.54 | 94 |
| 2024-12-05 | 2024-12-24 | -7.93 | 19 |
| 2025-06-10 | 2025-07-27 | -6.86 | 47 |
| Metric | 11405917:btcusd:triple_med_gx:lsma60_145 | 11405917:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -5.72% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -11.15% | -29.64% |
| Best Month | 25.4% | 43.77% |
| Worst Month | -8.42% | -37.12% |
| Best Year | 61.6% | 155.54% |
| Worst Year | 7.61% | -60.27% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.77% | -0.82% |
| Avg. Up Week | 4.15% | 5.79% |
| Avg. Down Week | -2.9% | -4.63% |
| Avg. Up Month | 7.03% | 10.85% |
| Avg. Down Month | -3.2% | -11.75% |
| Win Days % | 50.99% | 51.42% |
| Win Month % | 66.67% | 59.57% |
| Win Week % | 60.55% | 50.0% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 100.0% | 75.0% |