| Metric | 11397902:btcusd:triple_med_gx:lsma35_125 | 11397902:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 75.1% | 183.29% |
| Max Drawdown | -17.52% | -67.18% |
| Sharpe | 0.39 | 0.43 |
| Sortino | 0.63 | 0.62 |
| Payoff Ratio | 1.25 | 1.16 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.66 | 0.64 |
| Tail Ratio | 1.1 | 0.99 |
| Outlier Win Ratio | 27.45 | 3.72 |
| Outlier Loss Ratio | 4.12 | 3.42 |
| Volatility (ann.) | 12.65% | 26.34% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.04 | 0.54 |
| Skew | 2.24 | 0.2 |
| Kurtosis | 50.51 | 6.44 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.38% | 2.57% |
| Expected Yearly % | 15.03% | 29.73% |
| Kelly Criterion | 2.55% | 9.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.24% |
| Expected Shortfall (cVaR) | -1.08% | -2.24% |
| Year | 11397902:BTCUSD | 11397902:btcusd:triple_med_gx:lsma35_125 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.04 | 4.66 | -0.08 | + |
| 2023 | 155.54 | 21.59 | 0.14 | - |
| 2024 | 121.00 | 23.73 | 0.20 | - |
| 2025 | 16.76 | 11.21 | 0.67 | - |
| Metric | 11397902:btcusd:triple_med_gx:lsma35_125 | 11397902:BTCUSD |
|---|---|---|
| MTD | 0.42% | 4.16% |
| 3M | 8.83% | 31.46% |
| 6M | 11.05% | 12.77% |
| YTD | 11.21% | 16.76% |
| 1Y | 10.74% | 56.84% |
| 3Y (ann.) | 19.58% | 55.31% |
| 5Y (ann.) | 18.15% | 36.34% |
| Metric | 11397902:btcusd:triple_med_gx:lsma35_125 | 11397902:BTCUSD |
|---|---|---|
| Max Drawdown | -17.52% | -67.18% |
| Longest DD Days | 243.0 | 683.0 |
| Avg. Drawdown | -4.34% | -6.73% |
| Avg. Drawdown Days | 28.0 | 34.0 |
| Recovery Factor | 4.29 | 2.73 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2022-08-11 | -17.52 | 154 |
| 2022-08-25 | 2023-04-26 | -17.37 | 243 |
| 2024-04-22 | 2024-11-06 | -14.55 | 198 |
| 2022-02-18 | 2022-02-27 | -12.09 | 9 |
| 2025-01-30 | 2025-03-02 | -10.15 | 31 |
| 2023-07-14 | 2023-11-09 | -8.36 | 118 |
| 2025-03-03 | 2025-04-11 | -8.01 | 39 |
| 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 | 11397902:btcusd:triple_med_gx:lsma35_125 | 11397902: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 | 12.26% | 43.77% |
| Worst Month | -6.86% | -37.12% |
| Best Year | 23.73% | 155.54% |
| Worst Year | 4.66% | -57.04% |
| Avg. Up Day | 0.98% | 1.0% |
| Avg. Down Day | -0.79% | -0.86% |
| Avg. Up Week | 3.75% | 7.32% |
| Avg. Down Week | -2.39% | -5.2% |
| Avg. Up Month | 4.47% | 11.73% |
| Avg. Down Month | -3.12% | -13.17% |
| Win Days % | 45.93% | 51.3% |
| Win Month % | 58.54% | 60.98% |
| Win Week % | 50.88% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 100.0% | 75.0% |