| Metric | 11399590:btcusd:triple_med_gx:lsma35_130 | 11399590:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 82.25% | 208.04% |
| Max Drawdown | -17.3% | -67.18% |
| Sharpe | 0.41 | 0.44 |
| Sortino | 0.66 | 0.64 |
| Payoff Ratio | 1.24 | 1.15 |
| Profit Factor | 1.16 | 1.08 |
| Common Sense Ratio | 1.35 | 1.07 |
| CPC Index | 0.66 | 0.64 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 27.98 | 3.73 |
| Outlier Loss Ratio | 4.12 | 3.44 |
| Volatility (ann.) | 12.49% | 26.12% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.1 | 0.57 |
| Skew | 2.27 | 0.2 |
| Kurtosis | 51.85 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.44% | 2.71% |
| Expected Yearly % | 16.19% | 32.48% |
| Kelly Criterion | 2.54% | 9.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.22% |
| Expected Shortfall (cVaR) | -1.06% | -2.22% |
| Year | 11399590:BTCUSD | 11399590:btcusd:triple_med_gx:lsma35_130 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -57.08 | 9.22 | -0.16 | + |
| 2023 | 155.54 | 21.00 | 0.13 | - |
| 2024 | 121.00 | 25.02 | 0.21 | - |
| 2025 | 27.10 | 10.30 | 0.38 | - |
| Metric | 11399590:btcusd:triple_med_gx:lsma35_130 | 11399590:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 4.81% | 41.88% |
| 6M | 1.89% | 22.91% |
| YTD | 10.3% | 27.1% |
| 1Y | 17.54% | 82.29% |
| 3Y (ann.) | 20.1% | 77.48% |
| 5Y (ann.) | 18.99% | 38.53% |
| Metric | 11399590:btcusd:triple_med_gx:lsma35_130 | 11399590:BTCUSD |
|---|---|---|
| Max Drawdown | -17.3% | -67.18% |
| Longest DD Days | 198.0 | 683.0 |
| Avg. Drawdown | -4.57% | -6.7% |
| Avg. Drawdown Days | 29.0 | 34.0 |
| Recovery Factor | 4.76 | 3.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2022-08-08 | -17.30 | 151 |
| 2023-03-01 | 2023-04-25 | -15.91 | 55 |
| 2024-04-22 | 2024-11-06 | -15.16 | 198 |
| 2022-02-18 | 2022-02-25 | -11.09 | 7 |
| 2025-01-30 | 2025-03-02 | -10.15 | 31 |
| 2022-08-13 | 2023-02-16 | -9.76 | 186 |
| 2025-03-03 | 2025-05-20 | -8.01 | 78 |
| 2023-07-14 | 2023-10-16 | -7.39 | 94 |
| 2023-06-07 | 2023-06-17 | -6.94 | 10 |
| 2023-11-20 | 2024-01-02 | -6.82 | 42 |
| Metric | 11399590:btcusd:triple_med_gx:lsma35_130 | 11399590:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.45% | 35.75% |
| Worst Week | -10.55% | -29.64% |
| Best Month | 12.63% | 43.77% |
| Worst Month | -6.61% | -37.12% |
| Best Year | 25.02% | 155.54% |
| Worst Year | 9.22% | -57.08% |
| Avg. Up Day | 0.98% | 0.99% |
| Avg. Down Day | -0.79% | -0.86% |
| Avg. Up Week | 3.63% | 6.98% |
| Avg. Down Week | -2.23% | -4.76% |
| Avg. Up Month | 4.29% | 11.3% |
| Avg. Down Month | -3.14% | -10.51% |
| Win Days % | 46.09% | 51.33% |
| Win Month % | 63.41% | 61.9% |
| Win Week % | 49.58% | 51.63% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |