| Metric | 11401202:btcusd:triple_med_gx:lsma35_135 | 11401202:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 76.62% | 195.83% |
| Max Drawdown | -25.31% | -67.18% |
| Sharpe | 0.39 | 0.44 |
| Sortino | 0.63 | 0.64 |
| Payoff Ratio | 1.25 | 1.22 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.31 | 1.07 |
| CPC Index | 0.65 | 0.67 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 27.0 | 3.73 |
| Outlier Loss Ratio | 4.24 | 3.63 |
| Volatility (ann.) | 13.11% | 26.35% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.73 | 0.57 |
| Skew | 2.62 | 0.2 |
| Kurtosis | 48.48 | 6.45 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.4% | 2.68% |
| Expected Yearly % | 15.28% | 31.15% |
| Kelly Criterion | 1.33% | 11.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -2.24% |
| Expected Shortfall (cVaR) | -1.11% | -2.24% |
| Year | 11401202:BTCUSD | 11401202:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 8.16 | -0.15 | + |
| 2023 | 155.54 | -1.92 | -0.01 | - |
| 2024 | 121.00 | 28.57 | 0.24 | - |
| 2025 | 16.76 | 29.50 | 1.76 | + |
| Metric | 11401202:btcusd:triple_med_gx:lsma35_135 | 11401202:BTCUSD |
|---|---|---|
| MTD | 2.74% | 4.16% |
| 3M | 15.46% | 31.46% |
| 6M | 26.08% | 12.77% |
| YTD | 29.5% | 16.76% |
| 1Y | 32.8% | 56.84% |
| 3Y (ann.) | 17.81% | 55.31% |
| 5Y (ann.) | 18.49% | 38.19% |
| Metric | 11401202:btcusd:triple_med_gx:lsma35_135 | 11401202:BTCUSD |
|---|---|---|
| Max Drawdown | -25.31% | -67.18% |
| Longest DD Days | 412.0 | 683.0 |
| Avg. Drawdown | -3.61% | -6.97% |
| Avg. Drawdown Days | 34.0 | 36.0 |
| Recovery Factor | 3.03 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-05-23 | -25.31 | 412 |
| 2023-05-23 | 2024-03-25 | -17.77 | 307 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-22 | 2024-08-08 | -9.29 | 108 |
| 2024-11-30 | 2025-03-02 | -9.03 | 92 |
| 2024-08-09 | 2024-10-28 | -7.49 | 80 |
| 2025-04-04 | 2025-04-11 | -5.49 | 6 |
| 2024-04-17 | 2024-04-19 | -4.64 | 2 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-06-03 | 2025-06-09 | -4.20 | 6 |
| Metric | 11401202:btcusd:triple_med_gx:lsma35_135 | 11401202: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 | -12.57% | -37.12% |
| Best Year | 29.5% | 155.54% |
| Worst Year | -1.92% | -55.14% |
| Avg. Up Day | 1.05% | 1.06% |
| Avg. Down Day | -0.83% | -0.87% |
| Avg. Up Week | 4.89% | 7.54% |
| Avg. Down Week | -2.87% | -4.47% |
| Avg. Up Month | 5.77% | 13.44% |
| Avg. Down Month | -4.39% | -14.02% |
| Win Days % | 45.11% | 51.32% |
| Win Month % | 56.1% | 60.98% |
| Win Week % | 47.66% | 50.84% |
| Win Quarter % | 64.29% | 57.14% |
| Win Year % | 75.0% | 75.0% |