| Metric | 11402431:btcusd:triple_med_gx:lsma60_135 | 11402431:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 173.35% | 195.83% |
| Max Drawdown | -29.65% | -67.18% |
| Sharpe | 0.58 | 0.44 |
| Sortino | 0.92 | 0.64 |
| Payoff Ratio | 1.14 | 1.1 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.69 | 0.6 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 20.41 | 3.9 |
| Outlier Loss Ratio | 4.17 | 3.8 |
| Volatility (ann.) | 14.75% | 26.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.18 | 0.57 |
| Skew | 1.85 | 0.2 |
| Kurtosis | 34.85 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.48% | 2.68% |
| Expected Yearly % | 28.58% | 31.15% |
| Kelly Criterion | 6.82% | 6.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.24% |
| Expected Shortfall (cVaR) | -1.25% | -2.24% |
| Year | 11402431:BTCUSD | 11402431:btcusd:triple_med_gx:lsma60_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -8.46 | 0.15 | + |
| 2023 | 155.54 | 53.32 | 0.34 | - |
| 2024 | 121.00 | 62.82 | 0.52 | - |
| 2025 | 16.76 | 19.61 | 1.17 | + |
| Metric | 11402431:btcusd:triple_med_gx:lsma60_135 | 11402431:BTCUSD |
|---|---|---|
| MTD | 4.16% | 4.16% |
| 3M | 12.02% | 31.46% |
| 6M | 20.81% | 12.77% |
| YTD | 19.61% | 16.76% |
| 1Y | 48.18% | 56.84% |
| 3Y (ann.) | 34.14% | 55.31% |
| 5Y (ann.) | 34.97% | 38.19% |
| Metric | 11402431:btcusd:triple_med_gx:lsma60_135 | 11402431:BTCUSD |
|---|---|---|
| Max Drawdown | -29.65% | -67.18% |
| Longest DD Days | 344.0 | 683.0 |
| Avg. Drawdown | -4.54% | -6.97% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 5.85 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-04-25 | -29.65 | 344 |
| 2022-04-21 | 2022-05-15 | -14.05 | 24 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-01-02 | 2024-02-26 | -13.49 | 55 |
| 2025-03-02 | 2025-05-22 | -11.84 | 80 |
| 2024-12-21 | 2025-03-01 | -11.70 | 70 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2024-08-09 | 2024-09-13 | -8.75 | 35 |
| 2023-07-14 | 2023-10-16 | -8.54 | 94 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| Metric | 11402431:btcusd:triple_med_gx:lsma60_135 | 11402431:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.14% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 15.8% | 43.77% |
| Worst Month | -10.56% | -37.12% |
| Best Year | 62.82% | 155.54% |
| Worst Year | -8.46% | -55.14% |
| Avg. Up Day | 0.94% | 0.94% |
| Avg. Down Day | -0.82% | -0.86% |
| Avg. Up Week | 4.75% | 6.82% |
| Avg. Down Week | -2.48% | -4.99% |
| Avg. Up Month | 5.87% | 14.71% |
| Avg. Down Month | -3.79% | -12.18% |
| Win Days % | 50.37% | 51.32% |
| Win Month % | 70.0% | 60.98% |
| Win Week % | 51.96% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |