| Metric | 11402314:btcusd:triple_med_gx:lsma35_135 | 11402314:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 115.54% | 195.83% |
| Max Drawdown | -45.05% | -67.18% |
| Sharpe | 0.46 | 0.44 |
| Sortino | 0.72 | 0.64 |
| Payoff Ratio | 1.15 | 1.08 |
| Profit Factor | 1.16 | 1.07 |
| Common Sense Ratio | 1.38 | 1.07 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.19 | 0.99 |
| Outlier Win Ratio | 21.97 | 3.87 |
| Outlier Loss Ratio | 4.09 | 3.8 |
| Volatility (ann.) | 14.75% | 26.35% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.57 | 0.57 |
| Skew | 1.53 | 0.2 |
| Kurtosis | 35.98 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.89% | 2.68% |
| Expected Yearly % | 21.17% | 31.15% |
| Kelly Criterion | 5.06% | 6.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -2.24% |
| Expected Shortfall (cVaR) | -1.25% | -2.24% |
| Year | 11402314:BTCUSD | 11402314:btcusd:triple_med_gx:lsma35_135 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | -26.86 | 0.49 | + |
| 2023 | 155.54 | 26.33 | 0.17 | - |
| 2024 | 121.00 | 72.60 | 0.60 | - |
| 2025 | 16.76 | 35.15 | 2.10 | + |
| Metric | 11402314:btcusd:triple_med_gx:lsma35_135 | 11402314:BTCUSD |
|---|---|---|
| MTD | 4.51% | 4.16% |
| 3M | 25.04% | 31.46% |
| 6M | 38.97% | 12.77% |
| YTD | 35.15% | 16.76% |
| 1Y | 58.6% | 56.84% |
| 3Y (ann.) | 24.98% | 55.31% |
| 5Y (ann.) | 25.74% | 38.19% |
| Metric | 11402314:btcusd:triple_med_gx:lsma35_135 | 11402314:BTCUSD |
|---|---|---|
| Max Drawdown | -45.05% | -67.18% |
| Longest DD Days | 774.0 | 683.0 |
| Avg. Drawdown | -4.33% | -6.97% |
| Avg. Drawdown Days | 37.0 | 36.0 |
| Recovery Factor | 2.56 | 2.92 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2024-04-22 | -45.05 | 774 |
| 2024-06-10 | 2024-08-08 | -14.05 | 59 |
| 2024-08-09 | 2024-10-14 | -11.72 | 66 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-12-21 | 2025-03-14 | -9.67 | 83 |
| 2024-12-05 | 2024-12-20 | -7.93 | 15 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2025-05-22 | 2025-06-08 | -4.27 | 17 |
| 2025-04-10 | 2025-04-11 | -4.04 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| Metric | 11402314:btcusd:triple_med_gx:lsma35_135 | 11402314:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -7.44% | -9.32% |
| Best Week | 22.75% | 35.75% |
| Worst Week | -19.01% | -29.64% |
| Best Month | 16.86% | 43.77% |
| Worst Month | -18.14% | -37.12% |
| Best Year | 72.6% | 155.54% |
| Worst Year | -26.86% | -55.14% |
| Avg. Up Day | 0.97% | 0.98% |
| Avg. Down Day | -0.85% | -0.91% |
| Avg. Up Week | 4.25% | 6.25% |
| Avg. Down Week | -3.53% | -5.47% |
| Avg. Up Month | 5.45% | 13.33% |
| Avg. Down Month | -6.25% | -13.55% |
| Win Days % | 49.27% | 51.32% |
| Win Month % | 68.42% | 60.98% |
| Win Week % | 51.52% | 50.84% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 75.0% | 75.0% |