| Metric | 11402496:btcusd:triple_med_gx:lsma105_135 | 11402496:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 200.16% | 222.02% |
| Max Drawdown | -36.2% | -67.18% |
| Sharpe | 0.57 | 0.46 |
| Sortino | 0.9 | 0.66 |
| Payoff Ratio | 1.1 | 1.07 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 1.34 | 1.08 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 16.29 | 4.08 |
| Outlier Loss Ratio | 4.4 | 4.03 |
| Volatility (ann.) | 16.14% | 26.12% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.04 | 0.6 |
| Skew | 1.52 | 0.2 |
| Kurtosis | 25.77 | 6.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.65% | 2.82% |
| Expected Yearly % | 31.63% | 33.96% |
| Kelly Criterion | 5.96% | 5.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -2.22% |
| Expected Shortfall (cVaR) | -1.36% | -2.22% |
| Year | 11402496:BTCUSD | 11402496:btcusd:triple_med_gx:lsma105_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -1.45 | 0.03 | + |
| 2023 | 155.54 | 74.03 | 0.48 | - |
| 2024 | 121.00 | 59.43 | 0.49 | - |
| 2025 | 27.10 | 9.78 | 0.36 | - |
| Metric | 11402496:btcusd:triple_med_gx:lsma105_135 | 11402496:BTCUSD |
|---|---|---|
| MTD | -1.36% | 10.71% |
| 3M | 9.64% | 41.88% |
| 6M | 8.57% | 22.91% |
| YTD | 9.78% | 27.1% |
| 1Y | 84.27% | 82.29% |
| 3Y (ann.) | 41.32% | 77.48% |
| 5Y (ann.) | 37.53% | 40.36% |
| Metric | 11402496:btcusd:triple_med_gx:lsma105_135 | 11402496:BTCUSD |
|---|---|---|
| Max Drawdown | -36.2% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -5.05% | -6.76% |
| Avg. Drawdown Days | 25.0 | 35.0 |
| Recovery Factor | 5.53 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -36.20 | 302 |
| 2024-04-23 | 2024-09-18 | -23.27 | 148 |
| 2023-04-14 | 2023-07-13 | -17.87 | 90 |
| 2025-03-03 | 2025-06-09 | -15.24 | 98 |
| 2022-03-02 | 2022-04-20 | -14.49 | 49 |
| 2022-04-21 | 2022-05-15 | -12.49 | 24 |
| 2024-01-02 | 2024-03-24 | -12.08 | 82 |
| 2025-01-07 | 2025-03-02 | -10.19 | 54 |
| 2023-08-29 | 2023-12-02 | -8.92 | 95 |
| 2023-07-14 | 2023-08-29 | -8.52 | 46 |
| Metric | 11402496:btcusd:triple_med_gx:lsma105_135 | 11402496:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 37.57% | 43.77% |
| Worst Month | -14.33% | -37.12% |
| Best Year | 74.03% | 155.54% |
| Worst Year | -1.45% | -55.14% |
| Avg. Up Day | 0.89% | 0.9% |
| Avg. Down Day | -0.81% | -0.84% |
| Avg. Up Week | 4.87% | 6.44% |
| Avg. Down Week | -2.42% | -4.44% |
| Avg. Up Month | 8.25% | 14.57% |
| Avg. Down Month | -6.17% | -12.36% |
| Win Days % | 50.83% | 51.34% |
| Win Month % | 66.67% | 61.9% |
| Win Week % | 48.28% | 51.63% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |