| Metric | 11405984:btcusd:triple_med_gx:lsma120_145 | 11405984:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 152.83% | 185.15% |
| Max Drawdown | -37.5% | -67.18% |
| Sharpe | 0.5 | 0.42 |
| Sortino | 0.77 | 0.61 |
| Payoff Ratio | 1.07 | 1.05 |
| Profit Factor | 1.14 | 1.07 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 16.03 | 4.08 |
| Outlier Loss Ratio | 4.41 | 4.04 |
| Volatility (ann.) | 15.87% | 26.06% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.82 | 0.53 |
| Skew | 1.08 | 0.18 |
| Kurtosis | 21.91 | 6.49 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.23% | 2.53% |
| Expected Yearly % | 26.1% | 29.95% |
| Kelly Criterion | 5.07% | 4.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -2.21% |
| Expected Shortfall (cVaR) | -1.34% | -2.21% |
| Year | 11405984:BTCUSD | 11405984:btcusd:triple_med_gx:lsma120_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -16.06 | 0.27 | + |
| 2023 | 155.54 | 89.41 | 0.57 | - |
| 2024 | 121.00 | 39.87 | 0.33 | - |
| 2025 | 27.10 | 13.70 | 0.51 | - |
| Metric | 11405984:btcusd:triple_med_gx:lsma120_145 | 11405984:BTCUSD |
|---|---|---|
| MTD | -0.91% | 10.71% |
| 3M | 12.23% | 41.88% |
| 6M | 17.16% | 22.91% |
| YTD | 13.7% | 27.1% |
| 1Y | 51.12% | 82.29% |
| 3Y (ann.) | 42.0% | 77.48% |
| 5Y (ann.) | 30.91% | 35.56% |
| Metric | 11405984:btcusd:triple_med_gx:lsma120_145 | 11405984:BTCUSD |
|---|---|---|
| Max Drawdown | -37.5% | -67.18% |
| Longest DD Days | 376.0 | 683.0 |
| Avg. Drawdown | -4.58% | -6.94% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 4.08 | 2.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-02 | 2023-03-13 | -37.50 | 376 |
| 2024-06-12 | 2024-09-19 | -20.62 | 98 |
| 2023-04-14 | 2023-11-15 | -17.60 | 215 |
| 2024-12-17 | 2025-05-18 | -15.72 | 152 |
| 2024-01-02 | 2024-01-31 | -11.19 | 29 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-04-08 | 2024-05-03 | -7.99 | 25 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2025-06-10 | 2025-07-17 | -7.57 | 37 |
| 2023-11-16 | 2023-11-28 | -5.63 | 12 |
| Metric | 11405984:btcusd:triple_med_gx:lsma120_145 | 11405984:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.68% | -9.32% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -11.15% | -29.64% |
| Best Month | 38.11% | 43.77% |
| Worst Month | -12.34% | -37.12% |
| Best Year | 89.41% | 155.54% |
| Worst Year | -16.06% | -60.27% |
| Avg. Up Day | 0.87% | 0.87% |
| Avg. Down Day | -0.81% | -0.83% |
| Avg. Up Week | 4.74% | 6.07% |
| Avg. Down Week | -2.52% | -4.74% |
| Avg. Up Month | 9.08% | 13.64% |
| Avg. Down Month | -5.38% | -11.82% |
| Win Days % | 50.96% | 51.3% |
| Win Month % | 56.1% | 61.9% |
| Win Week % | 48.72% | 51.37% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 75.0% | 75.0% |