| Metric | 11402203:btcusd:triple_med_gx:lsma35_135 | 11402203:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 142.67% | 195.83% |
| Max Drawdown | -35.75% | -67.18% |
| Sharpe | 0.51 | 0.44 |
| Sortino | 0.8 | 0.64 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 1.39 | 1.07 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.18 | 0.99 |
| Outlier Win Ratio | 21.87 | 3.95 |
| Outlier Loss Ratio | 3.99 | 3.81 |
| Volatility (ann.) | 15.27% | 26.35% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.85 | 0.57 |
| Skew | 1.62 | 0.2 |
| Kurtosis | 38.75 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.19% | 2.68% |
| Expected Yearly % | 24.81% | 31.15% |
| Kelly Criterion | 6.16% | 7.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -2.24% |
| Expected Shortfall (cVaR) | -1.29% | -2.24% |
| Year | 11402203:BTCUSD | 11402203:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -13.14 | 0.24 | + |
| 2023 | 155.54 | 31.17 | 0.20 | - |
| 2024 | 121.00 | 49.82 | 0.41 | - |
| 2025 | 16.76 | 42.17 | 2.52 | + |
| Metric | 11402203:btcusd:triple_med_gx:lsma35_135 | 11402203:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 24.0% | 31.46% |
| 6M | 47.45% | 12.77% |
| YTD | 42.17% | 16.76% |
| 1Y | 60.5% | 56.84% |
| 3Y (ann.) | 29.17% | 55.31% |
| 5Y (ann.) | 30.26% | 38.19% |
| Metric | 11402203:btcusd:triple_med_gx:lsma35_135 | 11402203:BTCUSD |
|---|---|---|
| Max Drawdown | -35.75% | -67.18% |
| Longest DD Days | 742.0 | 683.0 |
| Avg. Drawdown | -3.48% | -6.97% |
| Avg. Drawdown Days | 23.0 | 36.0 |
| Recovery Factor | 3.99 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-03-20 | -35.75 | 742 |
| 2024-06-12 | 2024-11-06 | -24.51 | 146 |
| 2025-03-03 | 2025-03-11 | -11.01 | 8 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-04-30 | 2024-05-04 | -9.89 | 4 |
| 2024-12-26 | 2025-03-02 | -6.93 | 66 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| 2024-12-05 | 2024-12-11 | -5.45 | 6 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-04-17 | 2024-04-19 | -4.47 | 2 |
| Metric | 11402203:btcusd:triple_med_gx:lsma35_135 | 11402203:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -9.32% | -9.32% |
| Best Week | 19.55% | 35.75% |
| Worst Week | -13.79% | -29.64% |
| Best Month | 14.65% | 43.77% |
| Worst Month | -14.44% | -37.12% |
| Best Year | 49.82% | 155.54% |
| Worst Year | -13.14% | -55.14% |
| Avg. Up Day | 0.99% | 0.99% |
| Avg. Down Day | -0.87% | -0.89% |
| Avg. Up Week | 4.69% | 6.37% |
| Avg. Down Week | -2.72% | -4.86% |
| Avg. Up Month | 5.52% | 12.8% |
| Avg. Down Month | -4.8% | -12.22% |
| Win Days % | 50.0% | 51.32% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 48.96% | 50.84% |
| Win Quarter % | 78.57% | 57.14% |
| Win Year % | 75.0% | 75.0% |