| Metric | 11393937:btcusd:triple_med_gx:lsma35_110 | 11393937:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 106.15% | 198.98% |
| Max Drawdown | -29.52% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.63 | 0.64 |
| Payoff Ratio | 1.09 | 1.06 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.29 | 1.07 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 19.55 | 4.07 |
| Outlier Loss Ratio | 4.08 | 4.01 |
| Volatility (ann.) | 16.16% | 26.34% |
| R^2 | 0.38 | 0.38 |
| Calmar | 0.81 | 0.57 |
| Skew | 1.28 | 0.2 |
| Kurtosis | 31.11 | 6.43 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.74% | 2.64% |
| Expected Yearly % | 19.83% | 31.5% |
| Kelly Criterion | 4.1% | 5.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.24% |
| Expected Shortfall (cVaR) | -1.37% | -2.24% |
| Year | 11393937:BTCUSD | 11393937:btcusd:triple_med_gx:lsma35_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -54.66 | -12.37 | 0.23 | + |
| 2023 | 155.54 | 40.48 | 0.26 | - |
| 2024 | 121.00 | 31.62 | 0.26 | - |
| 2025 | 16.76 | 27.23 | 1.62 | + |
| Metric | 11393937:btcusd:triple_med_gx:lsma35_110 | 11393937:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 11.19% | 31.46% |
| 6M | 30.14% | 12.77% |
| YTD | 27.23% | 16.76% |
| 1Y | 41.31% | 56.84% |
| 3Y (ann.) | 29.86% | 55.31% |
| 5Y (ann.) | 23.95% | 38.4% |
| Metric | 11393937:btcusd:triple_med_gx:lsma35_110 | 11393937:BTCUSD |
|---|---|---|
| Max Drawdown | -29.52% | -67.18% |
| Longest DD Days | 367.0 | 683.0 |
| Avg. Drawdown | -4.71% | -6.29% |
| Avg. Drawdown Days | 26.0 | 31.0 |
| Recovery Factor | 3.6 | 2.96 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-04-10 | -29.52 | 367 |
| 2024-06-12 | 2024-11-06 | -27.33 | 147 |
| 2022-02-18 | 2022-02-28 | -13.90 | 10 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2023-07-14 | 2023-12-19 | -10.19 | 158 |
| 2024-04-30 | 2024-05-13 | -9.89 | 13 |
| 2025-03-14 | 2025-04-12 | -9.35 | 28 |
| 2024-04-04 | 2024-04-29 | -9.06 | 25 |
| 2023-12-28 | 2024-03-20 | -8.55 | 83 |
| 2023-04-26 | 2023-07-13 | -7.94 | 77 |
| Metric | 11393937:btcusd:triple_med_gx:lsma35_110 | 11393937:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 14.57% | 43.77% |
| Worst Month | -12.79% | -37.12% |
| Best Year | 40.48% | 155.54% |
| Worst Year | -12.37% | -54.66% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.89% | -0.93% |
| Avg. Up Week | 4.38% | 6.07% |
| Avg. Down Week | -2.24% | -5.17% |
| Avg. Up Month | 5.51% | 12.37% |
| Avg. Down Month | -3.59% | -12.71% |
| Win Days % | 50.0% | 51.26% |
| Win Month % | 57.89% | 61.9% |
| Win Week % | 47.27% | 51.11% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |