| Metric | 11397797:btcusd:triple_med_gx:lsma35_125 | 11397797:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 61.92% | 183.29% |
| Max Drawdown | -28.9% | -67.18% |
| Sharpe | 0.34 | 0.43 |
| Sortino | 0.55 | 0.62 |
| Payoff Ratio | 1.26 | 1.23 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.63 | 0.68 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 27.16 | 3.73 |
| Outlier Loss Ratio | 4.24 | 3.62 |
| Volatility (ann.) | 13.17% | 26.34% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.53 | 0.54 |
| Skew | 2.52 | 0.2 |
| Kurtosis | 48.11 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.18% | 2.57% |
| Expected Yearly % | 12.8% | 29.73% |
| Kelly Criterion | 0.57% | 11.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -2.24% |
| Expected Shortfall (cVaR) | -1.12% | -2.24% |
| Year | 11397797:BTCUSD | 11397797:btcusd:triple_med_gx:lsma35_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 1.31 | -0.02 | + |
| 2023 | 155.54 | -0.66 | -0.00 | - |
| 2024 | 121.00 | 27.31 | 0.23 | - |
| 2025 | 16.76 | 26.37 | 1.57 | + |
| Metric | 11397797:btcusd:triple_med_gx:lsma35_125 | 11397797:BTCUSD |
|---|---|---|
| MTD | 0.35% | 4.16% |
| 3M | 10.63% | 31.46% |
| 6M | 21.19% | 12.77% |
| YTD | 26.37% | 16.76% |
| 1Y | 30.44% | 56.84% |
| 3Y (ann.) | 13.95% | 55.31% |
| 5Y (ann.) | 15.43% | 36.34% |
| Metric | 11397797:btcusd:triple_med_gx:lsma35_125 | 11397797:BTCUSD |
|---|---|---|
| Max Drawdown | -28.9% | -67.18% |
| Longest DD Days | 791.0 | 683.0 |
| Avg. Drawdown | -4.05% | -6.73% |
| Avg. Drawdown Days | 46.0 | 34.0 |
| Recovery Factor | 2.14 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2024-06-05 | -28.90 | 791 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-11-30 | 2025-03-02 | -9.57 | 92 |
| 2024-06-05 | 2024-08-08 | -8.06 | 64 |
| 2025-04-04 | 2025-05-07 | -5.49 | 33 |
| 2024-10-07 | 2024-11-06 | -4.96 | 29 |
| 2024-09-03 | 2024-10-06 | -4.62 | 33 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-06-03 | 2025-06-11 | -4.20 | 7 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11397797:btcusd:triple_med_gx:lsma35_125 | 11397797:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 14.46% | 35.75% |
| Worst Week | -9.73% | -29.64% |
| Best Month | 13.41% | 43.77% |
| Worst Month | -10.17% | -37.12% |
| Best Year | 27.31% | 155.54% |
| Worst Year | -0.66% | -57.04% |
| Avg. Up Day | 1.05% | 1.07% |
| Avg. Down Day | -0.83% | -0.86% |
| Avg. Up Week | 4.31% | 7.35% |
| Avg. Down Week | -2.86% | -4.67% |
| Avg. Up Month | 4.92% | 13.14% |
| Avg. Down Month | -3.35% | -12.11% |
| Win Days % | 44.54% | 51.3% |
| Win Month % | 53.66% | 60.98% |
| Win Week % | 49.54% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |