| Metric | 11402329:btcusd:triple_med_gx:lsma105_135 | 11402329:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 161.99% | 195.83% |
| Max Drawdown | -41.79% | -67.18% |
| Sharpe | 0.52 | 0.44 |
| Sortino | 0.8 | 0.64 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 16.09 | 4.07 |
| Outlier Loss Ratio | 4.35 | 3.99 |
| Volatility (ann.) | 16.35% | 26.35% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.8 | 0.57 |
| Skew | 1.23 | 0.2 |
| Kurtosis | 23.83 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.38% | 2.68% |
| Expected Yearly % | 27.22% | 31.15% |
| Kelly Criterion | 5.36% | 5.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.38% | -2.24% |
| Expected Shortfall (cVaR) | -1.38% | -2.24% |
| Year | 11402329:BTCUSD | 11402329:btcusd:triple_med_gx:lsma105_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -27.28 | 0.49 | + |
| 2023 | 155.54 | 56.22 | 0.36 | - |
| 2024 | 121.00 | 104.37 | 0.86 | - |
| 2025 | 16.76 | 12.85 | 0.77 | - |
| Metric | 11402329:btcusd:triple_med_gx:lsma105_135 | 11402329:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 17.99% | 31.46% |
| 6M | 13.2% | 12.77% |
| YTD | 12.85% | 16.76% |
| 1Y | 65.11% | 56.84% |
| 3Y (ann.) | 40.88% | 55.31% |
| 5Y (ann.) | 33.27% | 38.19% |
| Metric | 11402329:btcusd:triple_med_gx:lsma105_135 | 11402329:BTCUSD |
|---|---|---|
| Max Drawdown | -41.79% | -67.18% |
| Longest DD Days | 643.0 | 683.0 |
| Avg. Drawdown | -3.37% | -6.97% |
| Avg. Drawdown Days | 20.0 | 36.0 |
| Recovery Factor | 3.88 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-12-05 | -41.79 | 643 |
| 2024-12-17 | 2025-06-09 | -18.46 | 173 |
| 2024-06-10 | 2024-08-08 | -12.93 | 58 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-01-21 | 2024-01-26 | -6.93 | 5 |
| 2024-08-09 | 2024-09-09 | -6.74 | 31 |
| 2024-10-07 | 2024-10-14 | -6.71 | 6 |
| 2023-12-06 | 2024-01-02 | -6.00 | 27 |
| Metric | 11402329:btcusd:triple_med_gx:lsma105_135 | 11402329:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.06% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 16.32% | 43.77% |
| Worst Month | -11.18% | -37.12% |
| Best Year | 104.37% | 155.54% |
| Worst Year | -27.28% | -55.14% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.78% | 6.83% |
| Avg. Down Week | -2.9% | -5.0% |
| Avg. Up Month | 8.75% | 14.42% |
| Avg. Down Month | -5.52% | -12.08% |
| Win Days % | 50.62% | 51.32% |
| Win Month % | 58.54% | 60.98% |
| Win Week % | 49.14% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |