| Metric | 11405983:btcusd:triple_med_gx:lsma115_145 | 11405983:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 143.92% | 185.15% |
| Max Drawdown | -37.68% | -67.18% |
| Sharpe | 0.49 | 0.42 |
| Sortino | 0.76 | 0.61 |
| Payoff Ratio | 1.07 | 1.06 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 16.5 | 4.04 |
| Outlier Loss Ratio | 4.32 | 3.95 |
| Volatility (ann.) | 15.57% | 26.06% |
| R^2 | 0.36 | 0.36 |
| Calmar | 0.78 | 0.53 |
| Skew | 1.24 | 0.18 |
| Kurtosis | 22.6 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.15% | 2.53% |
| Expected Yearly % | 24.97% | 29.95% |
| Kelly Criterion | 5.22% | 5.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.21% |
| Expected Shortfall (cVaR) | -1.32% | -2.21% |
| Year | 11405983:BTCUSD | 11405983:btcusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -14.52 | 0.24 | + |
| 2023 | 155.54 | 91.48 | 0.59 | - |
| 2024 | 121.00 | 40.68 | 0.34 | - |
| 2025 | 27.10 | 5.93 | 0.22 | - |
| Metric | 11405983:btcusd:triple_med_gx:lsma115_145 | 11405983:BTCUSD |
|---|---|---|
| MTD | -1.47% | 10.71% |
| 3M | 7.7% | 41.88% |
| 6M | 5.27% | 22.91% |
| YTD | 5.93% | 27.1% |
| 1Y | 40.28% | 82.29% |
| 3Y (ann.) | 39.2% | 77.48% |
| 5Y (ann.) | 29.55% | 35.56% |
| Metric | 11405983:btcusd:triple_med_gx:lsma115_145 | 11405983:BTCUSD |
|---|---|---|
| Max Drawdown | -37.68% | -67.18% |
| Longest DD Days | 326.0 | 683.0 |
| Avg. Drawdown | -4.69% | -6.94% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 3.82 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-14 | -37.68 | 326 |
| 2024-06-12 | 2024-09-19 | -20.02 | 98 |
| 2024-12-17 | 2025-06-09 | -17.28 | 173 |
| 2023-04-14 | 2023-06-21 | -15.42 | 68 |
| 2022-03-02 | 2022-03-28 | -14.49 | 26 |
| 2024-01-02 | 2024-01-30 | -10.55 | 27 |
| 2023-06-21 | 2023-11-15 | -9.79 | 147 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2025-06-10 | 2025-07-17 | -7.96 | 37 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11405983:btcusd:triple_med_gx:lsma115_145 | 11405983:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 38.74% | 43.77% |
| Worst Month | -11.13% | -37.12% |
| Best Year | 91.48% | 155.54% |
| Worst Year | -14.52% | -60.27% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.81% | -0.82% |
| Avg. Up Week | 4.89% | 6.45% |
| Avg. Down Week | -2.53% | -4.8% |
| Avg. Up Month | 9.02% | 13.37% |
| Avg. Down Month | -5.23% | -11.82% |
| Win Days % | 50.96% | 51.3% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 46.02% | 51.37% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |