| Metric | 11402504:btcusd:triple_med_gx:lsma125_135 | 11402504:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 149.73% | 222.02% |
| Max Drawdown | -42.78% | -67.18% |
| Sharpe | 0.48 | 0.46 |
| Sortino | 0.73 | 0.66 |
| Payoff Ratio | 1.08 | 1.05 |
| Profit Factor | 1.13 | 1.08 |
| Common Sense Ratio | 1.28 | 1.08 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 14.23 | 4.09 |
| Outlier Loss Ratio | 4.42 | 4.06 |
| Volatility (ann.) | 17.0% | 26.12% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.71 | 0.6 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 21.99 | 6.53 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.2% | 2.82% |
| Expected Yearly % | 25.71% | 33.96% |
| Kelly Criterion | 4.17% | 4.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -2.22% |
| Expected Shortfall (cVaR) | -1.44% | -2.22% |
| Year | 11402504:BTCUSD | 11402504:btcusd:triple_med_gx:lsma125_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -12.20 | 0.22 | + |
| 2023 | 155.54 | 89.64 | 0.58 | - |
| 2024 | 121.00 | 56.84 | 0.47 | - |
| 2025 | 27.10 | -4.38 | -0.16 | - |
| Metric | 11402504:btcusd:triple_med_gx:lsma125_135 | 11402504:BTCUSD |
|---|---|---|
| MTD | -0.93% | 10.71% |
| 3M | -1.96% | 41.88% |
| 6M | -7.31% | 22.91% |
| YTD | -4.38% | 27.1% |
| 1Y | 50.59% | 82.29% |
| 3Y (ann.) | 36.72% | 77.48% |
| 5Y (ann.) | 30.39% | 40.36% |
| Metric | 11402504:btcusd:triple_med_gx:lsma125_135 | 11402504:BTCUSD |
|---|---|---|
| Max Drawdown | -42.78% | -67.18% |
| Longest DD Days | 329.0 | 683.0 |
| Avg. Drawdown | -4.31% | -6.76% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 3.5 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-21 | 2023-03-17 | -42.78 | 329 |
| 2024-04-08 | 2024-09-17 | -22.27 | 162 |
| 2024-12-17 | 2025-07-17 | -18.86 | 211 |
| 2022-03-02 | 2022-04-20 | -14.49 | 49 |
| 2023-05-06 | 2023-06-20 | -13.04 | 45 |
| 2024-01-02 | 2024-01-29 | -9.96 | 27 |
| 2023-07-14 | 2023-11-15 | -9.38 | 124 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2023-04-14 | 2023-05-05 | -5.98 | 21 |
| Metric | 11402504:btcusd:triple_med_gx:lsma125_135 | 11402504:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -15.91% | -29.64% |
| Best Month | 39.9% | 43.77% |
| Worst Month | -20.72% | -37.12% |
| Best Year | 89.64% | 155.54% |
| Worst Year | -12.2% | -55.14% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 4.57% | 6.03% |
| Avg. Down Week | -2.77% | -4.23% |
| Avg. Up Month | 9.06% | 15.13% |
| Avg. Down Month | -5.7% | -13.02% |
| Win Days % | 50.29% | 51.34% |
| Win Month % | 54.76% | 61.9% |
| Win Week % | 48.48% | 51.63% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 75.0% |