| Metric | 11402385:btcusd:triple_med_gx:lsma110_135 | 11402385:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 188.13% | 195.83% |
| Max Drawdown | -38.78% | -67.18% |
| Sharpe | 0.56 | 0.44 |
| Sortino | 0.85 | 0.64 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 15.55 | 4.1 |
| Outlier Loss Ratio | 4.3 | 4.02 |
| Volatility (ann.) | 16.63% | 26.35% |
| R^2 | 0.4 | 0.4 |
| Calmar | 0.96 | 0.57 |
| Skew | 1.06 | 0.2 |
| Kurtosis | 22.09 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.61% | 2.68% |
| Expected Yearly % | 30.29% | 31.15% |
| Kelly Criterion | 6.0% | 5.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.24% |
| Expected Shortfall (cVaR) | -1.41% | -2.24% |
| Year | 11402385:BTCUSD | 11402385:btcusd:triple_med_gx:lsma110_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -21.97 | 0.40 | + |
| 2023 | 155.54 | 82.38 | 0.53 | - |
| 2024 | 121.00 | 86.24 | 0.71 | - |
| 2025 | 16.76 | 8.71 | 0.52 | - |
| Metric | 11402385:btcusd:triple_med_gx:lsma110_135 | 11402385:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 15.78% | 31.46% |
| 6M | 11.96% | 12.77% |
| YTD | 8.71% | 16.76% |
| 1Y | 62.62% | 56.84% |
| 3Y (ann.) | 41.26% | 55.31% |
| 5Y (ann.) | 37.1% | 38.19% |
| Metric | 11402385:btcusd:triple_med_gx:lsma110_135 | 11402385:BTCUSD |
|---|---|---|
| Max Drawdown | -38.78% | -67.18% |
| Longest DD Days | 408.0 | 683.0 |
| Avg. Drawdown | -4.32% | -6.97% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 4.85 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-14 | -38.78 | 408 |
| 2025-01-07 | 2025-06-09 | -18.97 | 153 |
| 2024-06-10 | 2024-09-13 | -17.78 | 94 |
| 2024-01-02 | 2024-03-24 | -12.03 | 82 |
| 2023-04-26 | 2023-06-20 | -11.06 | 55 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2023-07-14 | 2023-12-03 | -9.67 | 142 |
| 2024-12-17 | 2025-01-06 | -8.32 | 19 |
| 2024-04-01 | 2024-04-19 | -8.17 | 18 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11402385:btcusd:triple_med_gx:lsma110_135 | 11402385:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 31.0% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 23.26% | 43.77% |
| Worst Month | -15.74% | -37.12% |
| Best Year | 86.24% | 155.54% |
| Worst Year | -21.97% | -55.14% |
| Avg. Up Day | 0.9% | 0.9% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 5.26% | 6.9% |
| Avg. Down Week | -2.72% | -4.47% |
| Avg. Up Month | 8.81% | 15.4% |
| Avg. Down Month | -7.79% | -12.07% |
| Win Days % | 51.25% | 51.32% |
| Win Month % | 65.85% | 60.98% |
| Win Week % | 47.41% | 50.84% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |