| Metric | 11403125:btcusd:triple_med_gx:lsma35_140 | 11403125:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 28.76% | 161.99% |
| Max Drawdown | -34.84% | -67.18% |
| Sharpe | 0.21 | 0.41 |
| Sortino | 0.32 | 0.59 |
| Payoff Ratio | 1.16 | 1.14 |
| Profit Factor | 1.08 | 1.07 |
| Common Sense Ratio | 1.14 | 1.06 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 1.06 | 0.99 |
| Outlier Win Ratio | 27.34 | 3.72 |
| Outlier Loss Ratio | 4.25 | 3.63 |
| Volatility (ann.) | 12.66% | 26.28% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.23 | 0.5 |
| Skew | 0.75 | 0.18 |
| Kurtosis | 39.66 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.62% | 2.38% |
| Expected Yearly % | 6.52% | 27.22% |
| Kelly Criterion | -1.13% | 8.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -2.23% |
| Expected Shortfall (cVaR) | -1.08% | -2.23% |
| Year | 11403125:BTCUSD | 11403125:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -9.05 | 0.15 | + |
| 2023 | 155.54 | 8.38 | 0.05 | - |
| 2024 | 121.00 | 29.52 | 0.24 | - |
| 2025 | 16.76 | 0.85 | 0.05 | - |
| Metric | 11403125:btcusd:triple_med_gx:lsma35_140 | 11403125:BTCUSD |
|---|---|---|
| MTD | 0.64% | 4.16% |
| 3M | 8.06% | 31.46% |
| 6M | -1.21% | 12.77% |
| YTD | 0.85% | 16.76% |
| 1Y | -0.37% | 56.84% |
| 3Y (ann.) | 15.2% | 55.31% |
| 5Y (ann.) | 7.84% | 33.33% |
| Metric | 11403125:btcusd:triple_med_gx:lsma35_140 | 11403125:BTCUSD |
|---|---|---|
| Max Drawdown | -34.84% | -67.18% |
| Longest DD Days | 728.0 | 683.0 |
| Avg. Drawdown | -5.42% | -6.97% |
| Avg. Drawdown Days | 58.0 | 36.0 |
| Recovery Factor | 0.83 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-01 | 2024-02-28 | -34.84 | 728 |
| 2024-12-26 | 2025-06-11 | -18.35 | 167 |
| 2024-04-23 | 2024-08-08 | -9.75 | 107 |
| 2022-02-19 | 2022-02-24 | -9.49 | 5 |
| 2024-08-09 | 2024-12-08 | -9.12 | 121 |
| 2024-03-21 | 2024-03-24 | -5.32 | 3 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2024-12-09 | 2024-12-15 | -4.15 | 6 |
| 2024-03-26 | 2024-04-08 | -3.66 | 12 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| Metric | 11403125:btcusd:triple_med_gx:lsma35_140 | 11403125:BTCUSD |
|---|---|---|
| Best Day | 8.63% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 11.04% | 35.75% |
| Worst Week | -8.77% | -29.64% |
| Best Month | 13.35% | 43.77% |
| Worst Month | -11.64% | -37.12% |
| Best Year | 29.52% | 155.54% |
| Worst Year | -9.05% | -60.27% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.82% | -0.85% |
| Avg. Up Week | 2.89% | 7.11% |
| Avg. Down Week | -2.81% | -3.89% |
| Avg. Up Month | 4.68% | 13.22% |
| Avg. Down Month | -3.23% | -9.26% |
| Win Days % | 45.61% | 51.27% |
| Win Month % | 51.22% | 60.98% |
| Win Week % | 49.09% | 50.56% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |