| Metric | 11393881:btcusd:triple_med_gx:lsma35_110 | 11393881:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 62.24% | 198.98% |
| Max Drawdown | -42.91% | -67.18% |
| Sharpe | 0.3 | 0.44 |
| Sortino | 0.45 | 0.64 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 1.1 | 1.07 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.59 | 0.57 |
| Tail Ratio | 1.11 | 0.99 |
| Outlier Win Ratio | 19.67 | 4.08 |
| Outlier Loss Ratio | 3.95 | 4.04 |
| Volatility (ann.) | 16.54% | 26.34% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.36 | 0.57 |
| Skew | 1.15 | 0.2 |
| Kurtosis | 29.88 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.16% | 2.64% |
| Expected Yearly % | 12.86% | 31.5% |
| Kelly Criterion | 2.64% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -2.24% |
| Expected Shortfall (cVaR) | -1.41% | -2.24% |
| Year | 11393881:BTCUSD | 11393881:btcusd:triple_med_gx:lsma35_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -22.62 | 0.41 | + |
| 2023 | 155.54 | 42.44 | 0.27 | - |
| 2024 | 121.00 | 15.96 | 0.13 | - |
| 2025 | 16.76 | 26.93 | 1.61 | + |
| Metric | 11393881:btcusd:triple_med_gx:lsma35_110 | 11393881:BTCUSD |
|---|---|---|
| MTD | 5.21% | 4.16% |
| 3M | 6.84% | 31.46% |
| 6M | 29.32% | 12.77% |
| YTD | 26.93% | 16.76% |
| 1Y | 34.45% | 56.84% |
| 3Y (ann.) | 25.63% | 55.31% |
| 5Y (ann.) | 15.44% | 38.4% |
| Metric | 11393881:btcusd:triple_med_gx:lsma35_110 | 11393881:BTCUSD |
|---|---|---|
| Max Drawdown | -42.91% | -67.18% |
| Longest DD Days | 384.0 | 683.0 |
| Avg. Drawdown | -5.37% | -6.29% |
| Avg. Drawdown Days | 29.0 | 31.0 |
| Recovery Factor | 1.45 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-07 | 2023-04-26 | -42.91 | 384 |
| 2024-06-12 | 2024-12-05 | -28.64 | 175 |
| 2022-02-18 | 2022-02-28 | -13.90 | 10 |
| 2023-12-28 | 2024-03-25 | -12.10 | 88 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2023-04-26 | 2023-11-28 | -9.87 | 215 |
| 2025-03-14 | 2025-04-12 | -9.53 | 28 |
| 2025-05-19 | 2025-06-11 | -7.97 | 23 |
| 2024-12-26 | 2025-03-01 | -7.67 | 65 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| Metric | 11393881:btcusd:triple_med_gx:lsma35_110 | 11393881:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 16.94% | 43.77% |
| Worst Month | -22.28% | -37.12% |
| Best Year | 42.44% | 155.54% |
| Worst Year | -22.62% | -54.66% |
| Avg. Up Day | 1.0% | 1.01% |
| Avg. Down Day | -0.93% | -0.97% |
| Avg. Up Week | 4.6% | 5.84% |
| Avg. Down Week | -3.03% | -4.79% |
| Avg. Up Month | 5.38% | 13.42% |
| Avg. Down Month | -5.65% | -11.73% |
| Win Days % | 49.35% | 51.26% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 48.57% | 51.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |