| Metric | 11402435:btcusd:triple_med_gx:lsma80_135 | 11402435:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 196.97% | 183.25% |
| Max Drawdown | -36.72% | -67.18% |
| Sharpe | 0.6 | 0.43 |
| Sortino | 0.95 | 0.62 |
| Payoff Ratio | 1.1 | 1.03 |
| Profit Factor | 1.19 | 1.07 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.67 | 0.56 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 18.06 | 3.88 |
| Outlier Loss Ratio | 4.16 | 3.84 |
| Volatility (ann.) | 15.27% | 26.31% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.04 | 0.54 |
| Skew | 1.61 | 0.2 |
| Kurtosis | 30.08 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.69% | 2.57% |
| Expected Yearly % | 31.27% | 29.73% |
| Kelly Criterion | 7.47% | 3.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.23% |
| Expected Shortfall (cVaR) | -1.29% | -2.23% |
| Year | 11402435:BTCUSD | 11402435:btcusd:triple_med_gx:lsma80_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -19.77 | 0.36 | + |
| 2023 | 155.54 | 67.93 | 0.44 | - |
| 2024 | 121.00 | 61.29 | 0.51 | - |
| 2025 | 11.80 | 36.67 | 3.11 | + |
| Metric | 11402435:btcusd:triple_med_gx:lsma80_135 | 11402435:BTCUSD |
|---|---|---|
| MTD | 2.85% | -0.27% |
| 3M | 12.32% | 26.2% |
| 6M | 32.91% | -1.67% |
| YTD | 36.67% | 11.8% |
| 1Y | 79.76% | 56.98% |
| 3Y (ann.) | 47.52% | 72.09% |
| 5Y (ann.) | 38.09% | 36.17% |
| Metric | 11402435:btcusd:triple_med_gx:lsma80_135 | 11402435:BTCUSD |
|---|---|---|
| Max Drawdown | -36.72% | -67.18% |
| Longest DD Days | 419.0 | 683.0 |
| Avg. Drawdown | -3.74% | -6.97% |
| Avg. Drawdown Days | 22.0 | 36.0 |
| Recovery Factor | 5.36 | 2.73 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-04-25 | -36.72 | 419 |
| 2024-04-01 | 2024-10-14 | -16.55 | 196 |
| 2025-03-07 | 2025-04-12 | -12.82 | 36 |
| 2024-01-02 | 2024-01-29 | -10.31 | 27 |
| 2023-07-14 | 2023-12-01 | -10.29 | 140 |
| 2023-04-26 | 2023-06-20 | -9.25 | 54 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2022-02-23 | 2022-02-24 | -7.63 | 1 |
| 2025-06-10 | 2025-06-18 | -5.65 | 8 |
| 2025-02-04 | 2025-02-28 | -4.81 | 24 |
| Metric | 11402435:btcusd:triple_med_gx:lsma80_135 | 11402435:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 22.98% | 35.75% |
| Worst Week | -14.21% | -29.64% |
| Best Month | 21.61% | 43.77% |
| Worst Month | -15.43% | -37.12% |
| Best Year | 67.93% | 155.54% |
| Worst Year | -19.77% | -55.14% |
| Avg. Up Day | 0.91% | 0.91% |
| Avg. Down Day | -0.83% | -0.89% |
| Avg. Up Week | 5.0% | 6.31% |
| Avg. Down Week | -2.65% | -3.99% |
| Avg. Up Month | 8.56% | 15.86% |
| Avg. Down Month | -5.38% | -12.36% |
| Win Days % | 51.6% | 51.29% |
| Win Month % | 64.1% | 58.54% |
| Win Week % | 52.48% | 50.56% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |