| Metric | 11405928:btcusd:triple_med_gx:lsma115_145 | 11405928:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | 195.93% | 185.15% |
| Max Drawdown | -35.58% | -67.18% |
| Sharpe | 0.58 | 0.42 |
| Sortino | 0.91 | 0.61 |
| Payoff Ratio | 1.1 | 1.08 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.65 | 0.59 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 16.4 | 4.08 |
| Outlier Loss Ratio | 4.38 | 3.97 |
| Volatility (ann.) | 15.63% | 26.06% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.04 | 0.53 |
| Skew | 1.34 | 0.18 |
| Kurtosis | 22.2 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.62% | 2.53% |
| Expected Yearly % | 31.16% | 29.95% |
| Kelly Criterion | 5.92% | 6.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -2.21% |
| Expected Shortfall (cVaR) | -1.32% | -2.21% |
| Year | 11405928:BTCUSD | 11405928:btcusd:triple_med_gx:lsma115_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -8.79 | 0.15 | + |
| 2023 | 155.54 | 82.38 | 0.53 | - |
| 2024 | 121.00 | 69.97 | 0.58 | - |
| 2025 | 27.10 | 4.66 | 0.17 | - |
| Metric | 11405928:btcusd:triple_med_gx:lsma115_145 | 11405928:BTCUSD |
|---|---|---|
| MTD | 0.08% | 10.71% |
| 3M | 9.16% | 41.88% |
| 6M | 3.89% | 22.91% |
| YTD | 4.66% | 27.1% |
| 1Y | 62.11% | 82.29% |
| 3Y (ann.) | 45.73% | 77.48% |
| 5Y (ann.) | 37.03% | 35.56% |
| Metric | 11405928:btcusd:triple_med_gx:lsma115_145 | 11405928:BTCUSD |
|---|---|---|
| Max Drawdown | -35.58% | -67.18% |
| Longest DD Days | 377.0 | 683.0 |
| Avg. Drawdown | -4.17% | -6.94% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 5.51 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-14 | -35.58 | 377 |
| 2024-12-17 | 2025-07-17 | -22.61 | 211 |
| 2024-06-10 | 2024-09-13 | -19.62 | 94 |
| 2024-01-02 | 2024-03-24 | -14.47 | 82 |
| 2023-04-26 | 2023-06-21 | -13.05 | 55 |
| 2023-08-29 | 2023-12-01 | -9.62 | 93 |
| 2023-07-14 | 2023-08-29 | -9.33 | 46 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-09-20 | 2024-10-14 | -6.74 | 23 |
| Metric | 11405928:btcusd:triple_med_gx:lsma115_145 | 11405928:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 31.0% | 35.75% |
| Worst Week | -7.09% | -29.64% |
| Best Month | 33.83% | 43.77% |
| Worst Month | -9.77% | -37.12% |
| Best Year | 82.38% | 155.54% |
| Worst Year | -8.79% | -60.27% |
| Avg. Up Day | 0.89% | 0.89% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.94% | 6.69% |
| Avg. Down Week | -2.8% | -4.12% |
| Avg. Up Month | 8.54% | 14.76% |
| Avg. Down Month | -5.24% | -12.09% |
| Win Days % | 50.74% | 51.3% |
| Win Month % | 59.52% | 61.9% |
| Win Week % | 50.88% | 51.37% |
| Win Quarter % | 73.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |