| Metric | 11376103:btcusd:triple_med_gx:lsma135_45 | 11376103:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 49.21% | 229.72% |
| Max Drawdown | -22.95% | -67.18% |
| Sharpe | 0.33 | 0.46 |
| Sortino | 0.5 | 0.67 |
| Payoff Ratio | 1.18 | 1.08 |
| Profit Factor | 1.12 | 1.08 |
| Common Sense Ratio | 1.38 | 1.08 |
| CPC Index | 0.62 | 0.6 |
| Tail Ratio | 1.23 | 1.0 |
| Outlier Win Ratio | 31.27 | 3.45 |
| Outlier Loss Ratio | 4.58 | 3.37 |
| Volatility (ann.) | 10.51% | 26.14% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.54 | 0.62 |
| Skew | 1.39 | 0.2 |
| Kurtosis | 43.1 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.96% | 2.88% |
| Expected Yearly % | 10.52% | 34.75% |
| Kelly Criterion | 2.05% | 6.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -2.22% |
| Expected Shortfall (cVaR) | -0.9% | -2.22% |
| Year | 11376103:BTCUSD | 11376103:btcusd:triple_med_gx:lsma135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 26.36 | -0.48 | + |
| 2023 | 155.54 | -9.47 | -0.06 | - |
| 2024 | 121.00 | 44.91 | 0.37 | - |
| 2025 | 30.14 | -9.99 | -0.33 | - |
| Metric | 11376103:btcusd:triple_med_gx:lsma135_45 | 11376103:BTCUSD |
|---|---|---|
| MTD | 2.04% | 13.36% |
| 3M | 7.42% | 45.08% |
| 6M | -5.98% | 28.47% |
| YTD | -9.99% | 30.14% |
| 1Y | 1.47% | 105.13% |
| 3Y (ann.) | 4.7% | 81.7% |
| 5Y (ann.) | 12.33% | 41.44% |
| Metric | 11376103:btcusd:triple_med_gx:lsma135_45 | 11376103:BTCUSD |
|---|---|---|
| Max Drawdown | -22.95% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -3.78% | -6.66% |
| Avg. Drawdown Days | 42.0 | 35.0 |
| Recovery Factor | 2.14 | 3.42 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2024-03-11 | -22.95 | 643 |
| 2024-12-19 | 2025-07-14 | -21.25 | 206 |
| 2024-08-18 | 2024-09-19 | -8.19 | 31 |
| 2024-04-12 | 2024-05-20 | -7.16 | 38 |
| 2022-04-02 | 2022-05-22 | -7.10 | 50 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-10-21 | 2024-11-20 | -4.92 | 30 |
| 2022-05-26 | 2022-05-30 | -4.49 | 3 |
| 2022-02-05 | 2022-02-15 | -4.43 | 10 |
| 2024-05-21 | 2024-07-19 | -4.21 | 59 |
| Metric | 11376103:btcusd:triple_med_gx:lsma135_45 | 11376103:BTCUSD |
|---|---|---|
| Best Day | 7.23% | 9.33% |
| Worst Day | -5.95% | -9.32% |
| Best Week | 12.92% | 35.75% |
| Worst Week | -7.67% | -29.64% |
| Best Month | 16.93% | 43.77% |
| Worst Month | -8.54% | -37.12% |
| Best Year | 44.91% | 155.54% |
| Worst Year | -9.99% | -55.14% |
| Avg. Up Day | 0.81% | 0.82% |
| Avg. Down Day | -0.68% | -0.76% |
| Avg. Up Week | 3.42% | 5.77% |
| Avg. Down Week | -2.46% | -4.49% |
| Avg. Up Month | 6.03% | 15.78% |
| Avg. Down Month | -3.04% | -11.72% |
| Win Days % | 46.92% | 51.35% |
| Win Month % | 51.22% | 61.9% |
| Win Week % | 46.9% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 75.0% |