| Metric | 11402432:btcusd:triple_med_gx:lsma65_135 | 11402432:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 157.94% | 222.02% |
| Max Drawdown | -28.8% | -67.18% |
| Sharpe | 0.54 | 0.46 |
| Sortino | 0.84 | 0.66 |
| Payoff Ratio | 1.12 | 1.07 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 1.45 | 1.08 |
| CPC Index | 0.67 | 0.59 |
| Tail Ratio | 1.22 | 1.0 |
| Outlier Win Ratio | 20.35 | 3.89 |
| Outlier Loss Ratio | 4.14 | 3.84 |
| Volatility (ann.) | 14.77% | 26.12% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.1 | 0.6 |
| Skew | 1.68 | 0.2 |
| Kurtosis | 34.71 | 6.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.28% | 2.82% |
| Expected Yearly % | 26.73% | 33.96% |
| Kelly Criterion | 6.18% | 6.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.22% |
| Expected Shortfall (cVaR) | -1.25% | -2.22% |
| Year | 11402432:BTCUSD | 11402432:btcusd:triple_med_gx:lsma65_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -10.08 | 0.18 | + |
| 2023 | 155.54 | 53.75 | 0.35 | - |
| 2024 | 121.00 | 69.44 | 0.57 | - |
| 2025 | 27.10 | 10.10 | 0.37 | - |
| Metric | 11402432:btcusd:triple_med_gx:lsma65_135 | 11402432:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | -0.66% | 41.88% |
| 6M | 4.85% | 22.91% |
| YTD | 10.1% | 27.1% |
| 1Y | 53.12% | 82.29% |
| 3Y (ann.) | 38.36% | 77.48% |
| 5Y (ann.) | 31.61% | 40.36% |
| Metric | 11402432:btcusd:triple_med_gx:lsma65_135 | 11402432:BTCUSD |
|---|---|---|
| Max Drawdown | -28.8% | -67.18% |
| Longest DD Days | 405.0 | 683.0 |
| Avg. Drawdown | -4.01% | -6.76% |
| Avg. Drawdown Days | 22.0 | 35.0 |
| Recovery Factor | 5.48 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-11 | -28.80 | 405 |
| 2025-03-02 | 2025-06-09 | -14.36 | 99 |
| 2024-06-10 | 2024-08-08 | -14.00 | 59 |
| 2024-12-21 | 2025-03-02 | -11.89 | 71 |
| 2024-01-02 | 2024-01-29 | -9.74 | 27 |
| 2024-08-09 | 2024-09-13 | -9.50 | 35 |
| 2022-02-23 | 2022-02-24 | -9.16 | 1 |
| 2023-07-14 | 2023-10-16 | -8.95 | 94 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-17 | -7.76 | 37 |
| Metric | 11402432:btcusd:triple_med_gx:lsma65_135 | 11402432:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 20.32% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 13.8% | 43.77% |
| Worst Month | -10.41% | -37.12% |
| Best Year | 69.44% | 155.54% |
| Worst Year | -10.08% | -55.14% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.74% | 6.82% |
| Avg. Down Week | -2.64% | -4.52% |
| Avg. Up Month | 6.64% | 15.83% |
| Avg. Down Month | -3.4% | -11.97% |
| Win Days % | 50.36% | 51.34% |
| Win Month % | 64.1% | 61.9% |
| Win Week % | 52.43% | 51.63% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 75.0% |