| Metric | 11402096:btcusd:triple_med_gx:lsma60_135 | 11402096:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 73.35% | 195.83% |
| Max Drawdown | -30.74% | -67.18% |
| Sharpe | 0.34 | 0.44 |
| Sortino | 0.53 | 0.64 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 21.12 | 3.95 |
| Outlier Loss Ratio | 4.01 | 3.88 |
| Volatility (ann.) | 15.57% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.58 | 0.57 |
| Skew | 1.48 | 0.2 |
| Kurtosis | 36.54 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.35% | 2.68% |
| Expected Yearly % | 14.74% | 31.15% |
| Kelly Criterion | 3.67% | 5.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.24% |
| Expected Shortfall (cVaR) | -1.33% | -2.24% |
| Year | 11402096:BTCUSD | 11402096:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -7.83 | 0.14 | + |
| 2023 | 155.54 | 34.08 | 0.22 | - |
| 2024 | 121.00 | 21.51 | 0.18 | - |
| 2025 | 16.76 | 15.45 | 0.92 | - |
| Metric | 11402096:btcusd:triple_med_gx:lsma60_135 | 11402096:BTCUSD |
|---|---|---|
| MTD | 4.44% | 4.16% |
| 3M | 9.64% | 31.46% |
| 6M | 12.58% | 12.77% |
| YTD | 15.45% | 16.76% |
| 1Y | 20.23% | 56.84% |
| 3Y (ann.) | 16.88% | 55.31% |
| 5Y (ann.) | 17.83% | 38.19% |
| Metric | 11402096:btcusd:triple_med_gx:lsma60_135 | 11402096:BTCUSD |
|---|---|---|
| Max Drawdown | -30.74% | -67.18% |
| Longest DD Days | 581.0 | 683.0 |
| Avg. Drawdown | -4.53% | -6.97% |
| Avg. Drawdown Days | 31.0 | 36.0 |
| Recovery Factor | 2.39 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-11-10 | -30.74 | 581 |
| 2024-06-07 | 2024-11-06 | -24.04 | 151 |
| 2024-01-02 | 2024-03-25 | -13.07 | 83 |
| 2025-03-03 | 2025-05-22 | -12.55 | 80 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-03-02 | -8.58 | 87 |
| 2025-05-23 | 2025-06-09 | -7.72 | 17 |
| 2023-11-20 | 2023-11-24 | -4.94 | 3 |
| 2024-03-29 | 2024-04-19 | -4.87 | 21 |
| 2024-04-23 | 2024-05-03 | -4.70 | 10 |
| Metric | 11402096:btcusd:triple_med_gx:lsma60_135 | 11402096:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 20.78% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 16.45% | 43.77% |
| Worst Month | -10.27% | -37.12% |
| Best Year | 34.08% | 155.54% |
| Worst Year | -7.83% | -55.14% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.87% | -0.9% |
| Avg. Up Week | 3.93% | 6.12% |
| Avg. Down Week | -3.24% | -5.49% |
| Avg. Up Month | 5.3% | 12.34% |
| Avg. Down Month | -3.98% | -13.46% |
| Win Days % | 49.52% | 51.32% |
| Win Month % | 62.16% | 60.98% |
| Win Week % | 57.61% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |