| Metric | 11404197:btcusd:triple_med_gx:lsma115_140 | 11404197:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 180.92% | 185.19% |
| Max Drawdown | -38.07% | -67.18% |
| Sharpe | 0.55 | 0.42 |
| Sortino | 0.85 | 0.61 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.28 | 1.07 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 15.87 | 4.1 |
| Outlier Loss Ratio | 4.37 | 4.02 |
| Volatility (ann.) | 16.02% | 26.05% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.92 | 0.53 |
| Skew | 1.32 | 0.18 |
| Kurtosis | 21.63 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.49% | 2.53% |
| Expected Yearly % | 29.46% | 29.95% |
| Kelly Criterion | 5.59% | 5.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -2.21% |
| Expected Shortfall (cVaR) | -1.35% | -2.21% |
| Year | 11404197:BTCUSD | 11404197:btcusd:triple_med_gx:lsma115_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -1.18 | 0.02 | + |
| 2023 | 155.54 | 85.59 | 0.55 | - |
| 2024 | 121.00 | 45.62 | 0.38 | - |
| 2025 | 27.10 | 5.19 | 0.19 | - |
| Metric | 11404197:btcusd:triple_med_gx:lsma115_140 | 11404197:BTCUSD |
|---|---|---|
| MTD | -1.62% | 10.71% |
| 3M | 9.12% | 41.88% |
| 6M | 4.53% | 22.91% |
| YTD | 5.19% | 27.1% |
| 1Y | 45.36% | 82.29% |
| 3Y (ann.) | 38.7% | 77.48% |
| 5Y (ann.) | 34.94% | 35.54% |
| Metric | 11404197:btcusd:triple_med_gx:lsma115_140 | 11404197:BTCUSD |
|---|---|---|
| Max Drawdown | -38.07% | -67.18% |
| Longest DD Days | 302.0 | 683.0 |
| Avg. Drawdown | -4.65% | -6.76% |
| Avg. Drawdown Days | 23.0 | 35.0 |
| Recovery Factor | 4.75 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-16 | 2023-03-14 | -38.07 | 302 |
| 2024-05-05 | 2024-10-14 | -20.79 | 161 |
| 2024-12-17 | 2025-06-09 | -19.94 | 173 |
| 2023-04-26 | 2023-06-21 | -15.08 | 55 |
| 2022-03-02 | 2022-03-27 | -14.49 | 25 |
| 2024-01-02 | 2024-01-31 | -10.98 | 29 |
| 2022-04-21 | 2022-05-13 | -10.24 | 21 |
| 2023-07-14 | 2023-12-04 | -9.67 | 143 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2025-06-10 | 2025-07-17 | -8.10 | 37 |
| Metric | 11404197:btcusd:triple_med_gx:lsma115_140 | 11404197:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -9.29% | -29.64% |
| Best Month | 37.14% | 43.77% |
| Worst Month | -14.4% | -37.12% |
| Best Year | 85.59% | 155.54% |
| Worst Year | -1.18% | -60.27% |
| Avg. Up Day | 0.88% | 0.89% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.0% | 6.7% |
| Avg. Down Week | -2.79% | -4.09% |
| Avg. Up Month | 9.47% | 14.79% |
| Avg. Down Month | -6.41% | -11.99% |
| Win Days % | 50.86% | 51.29% |
| Win Month % | 61.9% | 61.9% |
| Win Week % | 50.0% | 51.37% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |