| Metric | 11402152:btcusd:triple_med_gx:lsma60_135 | 11402152:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 81.52% | 195.83% |
| Max Drawdown | -34.5% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.56 | 0.64 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.12 | 1.07 |
| Common Sense Ratio | 1.24 | 1.07 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 21.2 | 3.99 |
| Outlier Loss Ratio | 3.92 | 3.84 |
| Volatility (ann.) | 15.64% | 26.35% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.56 | 0.57 |
| Skew | 1.45 | 0.2 |
| Kurtosis | 36.3 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.46% | 2.68% |
| Expected Yearly % | 16.07% | 31.15% |
| Kelly Criterion | 4.16% | 6.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.33% | -2.24% |
| Expected Shortfall (cVaR) | -1.33% | -2.24% |
| Year | 11402152:BTCUSD | 11402152:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -7.10 | 0.13 | + |
| 2023 | 155.54 | 36.48 | 0.23 | - |
| 2024 | 121.00 | 25.31 | 0.21 | - |
| 2025 | 16.76 | 14.26 | 0.85 | - |
| Metric | 11402152:btcusd:triple_med_gx:lsma60_135 | 11402152:BTCUSD |
|---|---|---|
| MTD | 4.21% | 4.16% |
| 3M | 9.6% | 31.46% |
| 6M | 11.13% | 12.77% |
| YTD | 14.26% | 16.76% |
| 1Y | 20.65% | 56.84% |
| 3Y (ann.) | 18.06% | 55.31% |
| 5Y (ann.) | 19.46% | 38.19% |
| Metric | 11402152:btcusd:triple_med_gx:lsma60_135 | 11402152:BTCUSD |
|---|---|---|
| Max Drawdown | -34.5% | -67.18% |
| Longest DD Days | 420.0 | 683.0 |
| Avg. Drawdown | -5.39% | -6.97% |
| Avg. Drawdown Days | 37.0 | 36.0 |
| Recovery Factor | 2.36 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-26 | -34.50 | 420 |
| 2024-04-23 | 2024-11-06 | -21.30 | 197 |
| 2025-03-03 | 2025-06-09 | -13.03 | 98 |
| 2024-01-02 | 2024-03-20 | -11.95 | 78 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-05 | 2025-03-02 | -8.42 | 87 |
| 2023-07-14 | 2023-08-29 | -8.32 | 46 |
| 2023-04-26 | 2023-07-13 | -8.22 | 78 |
| 2023-11-16 | 2023-12-20 | -6.95 | 34 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11402152:btcusd:triple_med_gx:lsma60_135 | 11402152:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 17.32% | 43.77% |
| Worst Month | -15.69% | -37.12% |
| Best Year | 36.48% | 155.54% |
| Worst Year | -7.1% | -55.14% |
| Avg. Up Day | 0.97% | 0.97% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.0% | 6.1% |
| Avg. Down Week | -2.96% | -5.39% |
| Avg. Up Month | 5.53% | 12.02% |
| Avg. Down Month | -4.32% | -12.52% |
| Win Days % | 49.86% | 51.32% |
| Win Month % | 62.16% | 60.98% |
| Win Week % | 53.76% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |