| Metric | 11371012:btcusd:triple_med_gx:lsma35_15 | 11371012:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 35.76% | 175.31% |
| Max Drawdown | -14.71% | -67.18% |
| Sharpe | 0.29 | 0.41 |
| Sortino | 0.46 | 0.59 |
| Payoff Ratio | 1.32 | 1.28 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.65 | 0.7 |
| Tail Ratio | 0.0 | 0.99 |
| Outlier Win Ratio | 54.47 | 3.28 |
| Outlier Loss Ratio | 4.19 | 3.08 |
| Volatility (ann.) | 8.72% | 26.29% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.62 | 0.5 |
| Skew | 2.95 | 0.18 |
| Kurtosis | 110.85 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.71% | 2.38% |
| Expected Yearly % | 7.94% | 28.81% |
| Kelly Criterion | -1.59% | 13.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.23% |
| Expected Shortfall (cVaR) | -0.74% | -2.23% |
| Year | 11371012:BTCUSD | 11371012:btcusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.64 | -11.19 | 0.18 | + |
| 2023 | 155.54 | 28.14 | 0.18 | - |
| 2024 | 121.00 | 16.42 | 0.14 | - |
| 2025 | 27.10 | 2.46 | 0.09 | - |
| Metric | 11371012:btcusd:triple_med_gx:lsma35_15 | 11371012:BTCUSD |
|---|---|---|
| MTD | -1.69% | 10.71% |
| 3M | 9.07% | 41.88% |
| 6M | 1.67% | 22.91% |
| YTD | 2.46% | 27.1% |
| 1Y | 7.68% | 82.29% |
| 3Y (ann.) | 12.53% | 77.48% |
| 5Y (ann.) | 9.12% | 33.54% |
| Metric | 11371012:btcusd:triple_med_gx:lsma35_15 | 11371012:BTCUSD |
|---|---|---|
| Max Drawdown | -14.71% | -67.18% |
| Longest DD Days | 439.0 | 683.0 |
| Avg. Drawdown | -4.14% | -7.58% |
| Avg. Drawdown Days | 82.0 | 37.0 |
| Recovery Factor | 2.43 | 2.61 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-05-22 | -14.71 | 111 |
| 2022-01-26 | 2023-04-10 | -14.70 | 439 |
| 2024-04-20 | 2025-01-15 | -10.53 | 270 |
| 2023-04-26 | 2024-01-02 | -6.67 | 250 |
| 2025-06-03 | 2025-07-17 | -2.92 | 43 |
| 2024-03-23 | 2024-04-07 | -2.53 | 14 |
| 2024-03-06 | 2024-03-13 | -2.48 | 6 |
| 2024-04-19 | 2024-04-20 | -1.64 | 1 |
| 2024-04-07 | 2024-04-08 | -0.65 | 0 |
| 2024-03-13 | 2024-03-23 | -0.47 | 9 |
| Metric | 11371012:btcusd:triple_med_gx:lsma35_15 | 11371012:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 11.04% | 35.75% |
| Worst Week | -7.91% | -29.64% |
| Best Month | 12.21% | 43.77% |
| Worst Month | -7.91% | -37.12% |
| Best Year | 28.14% | 155.54% |
| Worst Year | -11.19% | -61.64% |
| Avg. Up Day | 1.02% | 1.05% |
| Avg. Down Day | -0.77% | -0.83% |
| Avg. Up Week | 2.86% | 6.67% |
| Avg. Down Week | -2.09% | -4.31% |
| Avg. Up Month | 4.04% | 16.76% |
| Avg. Down Month | -4.05% | -13.37% |
| Win Days % | 42.2% | 51.23% |
| Win Month % | 58.14% | 60.47% |
| Win Week % | 48.65% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |