| Metric | 11393049:btcusd:triple_med_gx:lsma35_110 | 11393049:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 46.19% | 198.98% |
| Max Drawdown | -20.9% | -67.18% |
| Sharpe | 0.29 | 0.44 |
| Sortino | 0.45 | 0.64 |
| Payoff Ratio | 1.23 | 1.13 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 28.67 | 3.71 |
| Outlier Loss Ratio | 4.13 | 3.5 |
| Volatility (ann.) | 12.6% | 26.34% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.57 | 0.57 |
| Skew | 2.16 | 0.2 |
| Kurtosis | 51.57 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.91% | 2.64% |
| Expected Yearly % | 9.96% | 31.5% |
| Kelly Criterion | 1.23% | 8.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.24% |
| Expected Shortfall (cVaR) | -1.07% | -2.24% |
| Year | 11393049:BTCUSD | 11393049:btcusd:triple_med_gx:lsma35_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -10.83 | 0.20 | + |
| 2023 | 155.54 | 18.47 | 0.12 | - |
| 2024 | 121.00 | 25.42 | 0.21 | - |
| 2025 | 16.76 | 10.34 | 0.62 | - |
| Metric | 11393049:btcusd:triple_med_gx:lsma35_110 | 11393049:BTCUSD |
|---|---|---|
| MTD | 1.29% | 4.16% |
| 3M | 5.0% | 31.46% |
| 6M | 11.0% | 12.77% |
| YTD | 10.34% | 16.76% |
| 1Y | 12.78% | 56.84% |
| 3Y (ann.) | 15.74% | 55.31% |
| 5Y (ann.) | 11.93% | 38.4% |
| Metric | 11393049:btcusd:triple_med_gx:lsma35_110 | 11393049:BTCUSD |
|---|---|---|
| Max Drawdown | -20.9% | -67.18% |
| Longest DD Days | 424.0 | 683.0 |
| Avg. Drawdown | -4.63% | -6.29% |
| Avg. Drawdown Days | 34.0 | 31.0 |
| Recovery Factor | 2.21 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-17 | 2023-05-15 | -20.90 | 424 |
| 2022-02-16 | 2022-02-28 | -19.01 | 12 |
| 2024-06-05 | 2024-11-06 | -13.94 | 154 |
| 2025-01-30 | 2025-03-02 | -10.09 | 30 |
| 2023-07-14 | 2023-11-01 | -8.36 | 110 |
| 2025-03-03 | 2025-05-21 | -8.01 | 79 |
| 2024-04-21 | 2024-06-05 | -7.72 | 45 |
| 2023-11-20 | 2024-01-02 | -6.97 | 42 |
| 2023-06-07 | 2023-06-17 | -6.94 | 10 |
| 2024-02-28 | 2024-03-25 | -6.58 | 26 |
| Metric | 11393049:btcusd:triple_med_gx:lsma35_110 | 11393049:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.81% | 35.75% |
| Worst Week | -10.55% | -29.64% |
| Best Month | 13.32% | 43.77% |
| Worst Month | -8.49% | -37.12% |
| Best Year | 25.42% | 155.54% |
| Worst Year | -10.83% | -54.66% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.8% | -0.88% |
| Avg. Up Week | 3.79% | 7.52% |
| Avg. Down Week | -2.52% | -4.98% |
| Avg. Up Month | 3.86% | 11.39% |
| Avg. Down Month | -3.25% | -13.38% |
| Win Days % | 45.5% | 51.26% |
| Win Month % | 58.54% | 61.9% |
| Win Week % | 49.14% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |