| Metric | 11399481:btcusd:triple_med_gx:lsma35_130 | 11399481:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 93.49% | 208.04% |
| Max Drawdown | -26.15% | -67.18% |
| Sharpe | 0.43 | 0.44 |
| Sortino | 0.71 | 0.64 |
| Payoff Ratio | 1.27 | 1.23 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 1.42 | 1.07 |
| CPC Index | 0.67 | 0.68 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 27.32 | 3.75 |
| Outlier Loss Ratio | 4.3 | 3.64 |
| Volatility (ann.) | 12.97% | 26.12% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.81 | 0.57 |
| Skew | 2.64 | 0.2 |
| Kurtosis | 49.34 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.58% | 2.71% |
| Expected Yearly % | 17.94% | 32.48% |
| Kelly Criterion | 1.62% | 11.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.22% |
| Expected Shortfall (cVaR) | -1.1% | -2.22% |
| Year | 11399481:BTCUSD | 11399481:btcusd:triple_med_gx:lsma35_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 14.93 | -0.26 | + |
| 2023 | 155.54 | 0.80 | 0.01 | - |
| 2024 | 121.00 | 31.45 | 0.26 | - |
| 2025 | 27.10 | 27.07 | 1.00 | - |
| Metric | 11399481:btcusd:triple_med_gx:lsma35_130 | 11399481:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 12.1% | 41.88% |
| 6M | 17.81% | 22.91% |
| YTD | 27.07% | 27.1% |
| 1Y | 39.33% | 82.29% |
| 3Y (ann.) | 21.83% | 77.48% |
| 5Y (ann.) | 21.07% | 38.53% |
| Metric | 11399481:btcusd:triple_med_gx:lsma35_130 | 11399481:BTCUSD |
|---|---|---|
| Max Drawdown | -26.15% | -67.18% |
| Longest DD Days | 385.0 | 683.0 |
| Avg. Drawdown | -3.54% | -6.7% |
| Avg. Drawdown Days | 30.0 | 34.0 |
| Recovery Factor | 3.58 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-04-25 | -26.15 | 385 |
| 2023-05-18 | 2024-03-25 | -16.19 | 312 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-11-30 | 2025-03-02 | -9.80 | 92 |
| 2024-06-05 | 2024-08-08 | -8.87 | 64 |
| 2025-04-04 | 2025-04-11 | -5.49 | 6 |
| 2024-04-17 | 2024-04-19 | -4.64 | 2 |
| 2024-09-03 | 2024-10-06 | -4.62 | 33 |
| 2024-10-07 | 2024-11-06 | -4.56 | 29 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| Metric | 11399481:btcusd:triple_med_gx:lsma35_130 | 11399481: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 | 13.47% | 43.77% |
| Worst Month | -11.73% | -37.12% |
| Best Year | 31.45% | 155.54% |
| Worst Year | 0.8% | -57.08% |
| Avg. Up Day | 1.05% | 1.07% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.49% | 7.08% |
| Avg. Down Week | -2.8% | -4.46% |
| Avg. Up Month | 5.81% | 14.26% |
| Avg. Down Month | -4.63% | -11.45% |
| Win Days % | 44.92% | 51.33% |
| Win Month % | 58.54% | 61.9% |
| Win Week % | 50.0% | 51.63% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 100.0% | 75.0% |