| Metric | 11380939:btcusd:triple_med_gx:lsma35_65 | 11380939:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 48.53% | 184.67% |
| Max Drawdown | -54.18% | -67.18% |
| Sharpe | 0.25 | 0.42 |
| Sortino | 0.36 | 0.6 |
| Payoff Ratio | 1.07 | 1.03 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.21 | 1.06 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 17.72 | 4.1 |
| Outlier Loss Ratio | 4.12 | 4.21 |
| Volatility (ann.) | 17.25% | 26.32% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.22 | 0.52 |
| Skew | 0.43 | 0.18 |
| Kurtosis | 25.01 | 6.35 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.46% |
| Expected Yearly % | 10.4% | 29.89% |
| Kelly Criterion | 0.65% | 3.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -2.24% |
| Expected Shortfall (cVaR) | -1.47% | -2.24% |
| Year | 11380939:BTCUSD | 11380939:btcusd:triple_med_gx:lsma35_65 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.27 | -45.03 | 0.73 | + |
| 2023 | 155.54 | 51.74 | 0.33 | - |
| 2024 | 121.00 | 53.63 | 0.44 | - |
| 2025 | 30.14 | 15.90 | 0.53 | - |
| Metric | 11380939:btcusd:triple_med_gx:lsma35_65 | 11380939:BTCUSD |
|---|---|---|
| MTD | -0.75% | 13.36% |
| 3M | 10.8% | 45.08% |
| 6M | 15.9% | 28.47% |
| YTD | 15.9% | 30.14% |
| 1Y | 16.67% | 105.13% |
| 3Y (ann.) | 35.23% | 81.7% |
| 5Y (ann.) | 12.0% | 34.95% |
| Metric | 11380939:btcusd:triple_med_gx:lsma35_65 | 11380939:BTCUSD |
|---|---|---|
| Max Drawdown | -54.18% | -67.18% |
| Longest DD Days | 774.0 | 683.0 |
| Avg. Drawdown | -5.95% | -7.55% |
| Avg. Drawdown Days | 44.0 | 36.0 |
| Recovery Factor | 0.9 | 2.75 |
| Ulcer Index | inf | 1.12 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-03-11 | -54.18 | 774 |
| 2024-05-05 | 2024-11-29 | -27.69 | 208 |
| 2025-01-30 | 2025-05-08 | -20.35 | 98 |
| 2024-11-29 | 2025-01-30 | -10.76 | 61 |
| 2024-03-18 | 2024-04-07 | -10.38 | 20 |
| 2025-06-16 | 2025-07-14 | -7.67 | 27 |
| 2022-01-24 | 2022-01-24 | -7.11 | 0 |
| 2024-03-16 | 2024-03-17 | -4.57 | 1 |
| 2024-04-17 | 2024-04-18 | -2.64 | 1 |
| 2022-01-22 | 2022-01-23 | -2.46 | 1 |
| Metric | 11380939:btcusd:triple_med_gx:lsma35_65 | 11380939:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.23% | 35.75% |
| Worst Week | -29.64% | -29.64% |
| Best Month | 25.09% | 43.77% |
| Worst Month | -28.54% | -37.12% |
| Best Year | 53.63% | 155.54% |
| Worst Year | -45.03% | -61.27% |
| Avg. Up Day | 1.02% | 1.03% |
| Avg. Down Day | -0.95% | -1.0% |
| Avg. Up Week | 4.28% | 5.89% |
| Avg. Down Week | -4.28% | -5.7% |
| Avg. Up Month | 7.69% | 15.62% |
| Avg. Down Month | -9.13% | -12.98% |
| Win Days % | 48.6% | 51.26% |
| Win Month % | 58.14% | 60.47% |
| Win Week % | 55.22% | 51.61% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 75.0% | 75.0% |