| Metric | 11392331:btcusd:triple_med_gx:lsma35_105 | 11392331:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 38.08% | 202.8% |
| Max Drawdown | -44.44% | -67.18% |
| Sharpe | 0.23 | 0.44 |
| Sortino | 0.34 | 0.64 |
| Payoff Ratio | 1.09 | 1.03 |
| Profit Factor | 1.07 | 1.08 |
| Common Sense Ratio | 1.16 | 1.07 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 19.07 | 4.08 |
| Outlier Loss Ratio | 4.03 | 4.07 |
| Volatility (ann.) | 16.78% | 26.34% |
| R^2 | 0.41 | 0.41 |
| Calmar | 0.23 | 0.58 |
| Skew | 1.02 | 0.2 |
| Kurtosis | 28.75 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.77% | 2.67% |
| Expected Yearly % | 8.4% | 31.91% |
| Kelly Criterion | 1.1% | 3.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.24% |
| Expected Shortfall (cVaR) | -1.43% | -2.24% |
| Year | 11392331:BTCUSD | 11392331:btcusd:triple_med_gx:lsma35_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.08 | -26.19 | 0.48 | + |
| 2023 | 155.54 | 52.23 | 0.34 | - |
| 2024 | 121.00 | 1.76 | 0.01 | - |
| 2025 | 16.76 | 20.76 | 1.24 | + |
| Metric | 11392331:btcusd:triple_med_gx:lsma35_105 | 11392331:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 1.76% | 31.46% |
| 6M | 21.18% | 12.77% |
| YTD | 20.76% | 16.76% |
| 1Y | 15.93% | 56.84% |
| 3Y (ann.) | 18.57% | 55.31% |
| 5Y (ann.) | 10.04% | 38.89% |
| Metric | 11392331:btcusd:triple_med_gx:lsma35_105 | 11392331:BTCUSD |
|---|---|---|
| Max Drawdown | -44.44% | -67.18% |
| Longest DD Days | 425.0 | 683.0 |
| Avg. Drawdown | -8.32% | -6.06% |
| Avg. Drawdown Days | 48.0 | 30.0 |
| Recovery Factor | 0.86 | 3.02 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-06-06 | -44.44 | 425 |
| 2024-06-12 | 2025-02-03 | -36.26 | 236 |
| 2022-02-17 | 2022-03-18 | -17.13 | 29 |
| 2024-04-04 | 2024-06-12 | -11.44 | 68 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2023-12-28 | 2024-02-28 | -10.90 | 62 |
| 2024-03-18 | 2024-03-25 | -10.54 | 7 |
| 2025-03-14 | 2025-06-09 | -10.34 | 87 |
| 2023-07-14 | 2023-11-24 | -9.68 | 133 |
| 2025-02-04 | 2025-03-02 | -7.94 | 26 |
| Metric | 11392331:btcusd:triple_med_gx:lsma35_105 | 11392331:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -23.14% | -29.64% |
| Best Month | 15.58% | 43.77% |
| Worst Month | -23.68% | -37.12% |
| Best Year | 52.23% | 155.54% |
| Worst Year | -26.19% | -54.08% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.92% | -0.98% |
| Avg. Up Week | 4.39% | 6.29% |
| Avg. Down Week | -3.18% | -4.79% |
| Avg. Up Month | 6.02% | 16.07% |
| Avg. Down Month | -6.65% | -13.72% |
| Win Days % | 48.5% | 51.27% |
| Win Month % | 53.66% | 61.9% |
| Win Week % | 48.28% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |