| Metric | 11401313:btcusd:triple_med_gx:lsma35_135 | 11401313:BTCUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 91.36% | 222.02% |
| Max Drawdown | -16.66% | -67.18% |
| Sharpe | 0.44 | 0.46 |
| Sortino | 0.7 | 0.66 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 1.37 | 1.08 |
| CPC Index | 0.67 | 0.63 |
| Tail Ratio | 1.17 | 1.0 |
| Outlier Win Ratio | 27.92 | 3.71 |
| Outlier Loss Ratio | 4.07 | 3.44 |
| Volatility (ann.) | 12.47% | 26.12% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.24 | 0.6 |
| Skew | 2.26 | 0.2 |
| Kurtosis | 52.32 | 6.53 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.56% | 2.82% |
| Expected Yearly % | 17.61% | 33.96% |
| Kelly Criterion | 3.2% | 8.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.22% |
| Expected Shortfall (cVaR) | -1.06% | -2.22% |
| Year | 11401313:BTCUSD | 11401313:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 12.68 | -0.23 | + |
| 2023 | 155.54 | 18.68 | 0.12 | - |
| 2024 | 121.00 | 24.41 | 0.20 | - |
| 2025 | 27.10 | 15.02 | 0.55 | - |
| Metric | 11401313:btcusd:triple_med_gx:lsma35_135 | 11401313:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 6.86% | 41.88% |
| 6M | 6.07% | 22.91% |
| YTD | 15.02% | 27.1% |
| 1Y | 24.54% | 82.29% |
| 3Y (ann.) | 19.93% | 77.48% |
| 5Y (ann.) | 20.7% | 40.36% |
| Metric | 11401313:btcusd:triple_med_gx:lsma35_135 | 11401313:BTCUSD |
|---|---|---|
| Max Drawdown | -16.66% | -67.18% |
| Longest DD Days | 238.0 | 683.0 |
| Avg. Drawdown | -4.31% | -6.76% |
| Avg. Drawdown Days | 28.0 | 35.0 |
| Recovery Factor | 5.48 | 3.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-30 | 2024-12-24 | -16.66 | 238 |
| 2023-03-01 | 2023-04-11 | -15.91 | 41 |
| 2022-03-09 | 2022-06-21 | -14.34 | 103 |
| 2022-08-13 | 2023-03-01 | -11.23 | 199 |
| 2022-02-23 | 2022-02-25 | -10.91 | 2 |
| 2025-01-30 | 2025-05-08 | -10.15 | 98 |
| 2023-07-14 | 2023-11-09 | -8.60 | 118 |
| 2023-06-07 | 2023-06-17 | -6.94 | 10 |
| 2023-11-20 | 2024-01-02 | -6.82 | 42 |
| 2024-02-28 | 2024-03-25 | -6.58 | 26 |
| Metric | 11401313:btcusd:triple_med_gx:lsma35_135 | 11401313:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 11.81% | 35.75% |
| Worst Week | -10.55% | -29.64% |
| Best Month | 12.14% | 43.77% |
| Worst Month | -6.72% | -37.12% |
| Best Year | 24.41% | 155.54% |
| Worst Year | 12.68% | -55.14% |
| Avg. Up Day | 0.96% | 0.98% |
| Avg. Down Day | -0.8% | -0.87% |
| Avg. Up Week | 3.86% | 7.04% |
| Avg. Down Week | -2.48% | -4.77% |
| Avg. Up Month | 4.33% | 11.26% |
| Avg. Down Month | -3.19% | -10.93% |
| Win Days % | 46.99% | 51.34% |
| Win Month % | 65.85% | 61.9% |
| Win Week % | 51.75% | 51.63% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 75.0% |