| Metric | 11396254:btcusd:triple_med_gx:lsma35_120 | 11396254:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 75.68% | 212.83% |
| Max Drawdown | -19.39% | -67.18% |
| Sharpe | 0.39 | 0.45 |
| Sortino | 0.62 | 0.65 |
| Payoff Ratio | 1.25 | 1.14 |
| Profit Factor | 1.15 | 1.08 |
| Common Sense Ratio | 1.33 | 1.08 |
| CPC Index | 0.66 | 0.63 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 28.31 | 3.72 |
| Outlier Loss Ratio | 4.14 | 3.45 |
| Volatility (ann.) | 12.48% | 26.12% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.91 | 0.58 |
| Skew | 2.19 | 0.2 |
| Kurtosis | 52.32 | 6.51 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.32% | 2.69% |
| Expected Yearly % | 15.13% | 32.99% |
| Kelly Criterion | 2.67% | 8.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.22% |
| Expected Shortfall (cVaR) | -1.06% | -2.22% |
| Year | 11396254:BTCUSD | 11396254:btcusd:triple_med_gx:lsma35_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -56.42 | 6.78 | -0.12 | + |
| 2023 | 155.54 | 22.78 | 0.15 | - |
| 2024 | 121.00 | 30.27 | 0.25 | - |
| 2025 | 27.10 | 2.86 | 0.11 | - |
| Metric | 11396254:btcusd:triple_med_gx:lsma35_120 | 11396254:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 3.31% | 41.88% |
| 6M | -3.71% | 22.91% |
| YTD | 2.86% | 27.1% |
| 1Y | 13.91% | 82.29% |
| 3Y (ann.) | 17.27% | 77.48% |
| 5Y (ann.) | 17.69% | 39.04% |
| Metric | 11396254:btcusd:triple_med_gx:lsma35_120 | 11396254:BTCUSD |
|---|---|---|
| Max Drawdown | -19.39% | -67.18% |
| Longest DD Days | 258.0 | 683.0 |
| Avg. Drawdown | -4.53% | -6.44% |
| Avg. Drawdown Days | 29.0 | 32.0 |
| Recovery Factor | 3.9 | 3.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2023-04-26 | -19.39 | 258 |
| 2022-05-16 | 2022-06-21 | -14.60 | 36 |
| 2024-06-05 | 2024-10-28 | -14.05 | 145 |
| 2025-01-30 | 2025-07-17 | -12.61 | 167 |
| 2022-02-18 | 2022-02-27 | -11.93 | 9 |
| 2022-03-01 | 2022-05-15 | -10.30 | 75 |
| 2023-07-14 | 2023-11-09 | -7.91 | 118 |
| 2023-11-20 | 2024-01-02 | -6.97 | 42 |
| 2024-04-30 | 2024-06-05 | -6.96 | 36 |
| 2023-06-07 | 2023-06-17 | -6.94 | 10 |
| Metric | 11396254:btcusd:triple_med_gx:lsma35_120 | 11396254:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.35% | 35.75% |
| Worst Week | -10.55% | -29.64% |
| Best Month | 13.32% | 43.77% |
| Worst Month | -7.48% | -37.12% |
| Best Year | 30.27% | 155.54% |
| Worst Year | 2.86% | -56.42% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.78% | -0.87% |
| Avg. Up Week | 3.75% | 7.3% |
| Avg. Down Week | -2.3% | -5.13% |
| Avg. Up Month | 4.63% | 11.63% |
| Avg. Down Month | -3.63% | -10.51% |
| Win Days % | 45.99% | 51.31% |
| Win Month % | 60.98% | 62.79% |
| Win Week % | 49.14% | 51.63% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 100.0% | 75.0% |