| Metric | 11402319:btcusd:triple_med_gx:lsma60_135 | 11402319:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 75.39% | 195.83% |
| Max Drawdown | -40.67% | -67.18% |
| Sharpe | 0.36 | 0.44 |
| Sortino | 0.55 | 0.64 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 20.7 | 3.88 |
| Outlier Loss Ratio | 4.08 | 3.83 |
| Volatility (ann.) | 14.93% | 26.35% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.45 | 0.57 |
| Skew | 1.6 | 0.2 |
| Kurtosis | 33.05 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.38% | 2.68% |
| Expected Yearly % | 15.08% | 31.15% |
| Kelly Criterion | 3.75% | 5.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -2.24% |
| Expected Shortfall (cVaR) | -1.27% | -2.24% |
| Year | 11402319:BTCUSD | 11402319:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -25.23 | 0.46 | + |
| 2023 | 155.54 | 44.15 | 0.28 | - |
| 2024 | 121.00 | 46.79 | 0.39 | - |
| 2025 | 16.76 | 10.85 | 0.65 | - |
| Metric | 11402319:btcusd:triple_med_gx:lsma60_135 | 11402319:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 16.07% | 31.46% |
| 6M | 5.24% | 12.77% |
| YTD | 10.85% | 16.76% |
| 1Y | 23.98% | 56.84% |
| 3Y (ann.) | 18.16% | 55.31% |
| 5Y (ann.) | 18.24% | 38.19% |
| Metric | 11402319:btcusd:triple_med_gx:lsma60_135 | 11402319:BTCUSD |
|---|---|---|
| Max Drawdown | -40.67% | -67.18% |
| Longest DD Days | 673.0 | 683.0 |
| Avg. Drawdown | -4.56% | -6.97% |
| Avg. Drawdown Days | 39.0 | 36.0 |
| Recovery Factor | 1.85 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2024-01-04 | -40.67 | 673 |
| 2024-12-05 | 2025-06-09 | -14.76 | 186 |
| 2024-06-10 | 2024-08-08 | -14.00 | 58 |
| 2024-08-09 | 2024-10-14 | -11.77 | 66 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-05 | 2024-03-25 | -10.32 | 80 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-23 | 2024-05-03 | -4.50 | 10 |
| 2024-03-26 | 2024-03-28 | -2.90 | 2 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| Metric | 11402319:btcusd:triple_med_gx:lsma60_135 | 11402319:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.48% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 15.53% | 43.77% |
| Worst Month | -15.26% | -37.12% |
| Best Year | 46.79% | 155.54% |
| Worst Year | -25.23% | -55.14% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.85% | -0.89% |
| Avg. Up Week | 4.5% | 6.19% |
| Avg. Down Week | -3.25% | -5.1% |
| Avg. Up Month | 5.43% | 12.84% |
| Avg. Down Month | -5.81% | -12.09% |
| Win Days % | 49.33% | 51.32% |
| Win Month % | 65.79% | 60.98% |
| Win Week % | 49.5% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |