| Metric | 11403734:btcusd:triple_med_gx:lsma35_140 | 11403734:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 106.01% | 161.99% |
| Max Drawdown | -32.44% | -67.18% |
| Sharpe | 0.43 | 0.41 |
| Sortino | 0.66 | 0.59 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.39 | 1.06 |
| CPC Index | 0.64 | 0.59 |
| Tail Ratio | 1.21 | 0.99 |
| Outlier Win Ratio | 23.21 | 4.06 |
| Outlier Loss Ratio | 3.79 | 3.91 |
| Volatility (ann.) | 15.43% | 26.28% |
| R^2 | 0.34 | 0.34 |
| Calmar | 0.74 | 0.5 |
| Skew | 1.44 | 0.18 |
| Kurtosis | 36.28 | 6.41 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.78% | 2.38% |
| Expected Yearly % | 19.8% | 27.22% |
| Kelly Criterion | 4.86% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -2.23% |
| Expected Shortfall (cVaR) | -1.31% | -2.23% |
| Year | 11403734:BTCUSD | 11403734:btcusd:triple_med_gx:lsma35_140 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.27 | -18.52 | 0.31 | + |
| 2023 | 155.54 | 42.20 | 0.27 | - |
| 2024 | 121.00 | 37.81 | 0.31 | - |
| 2025 | 16.76 | 29.03 | 1.73 | + |
| Metric | 11403734:btcusd:triple_med_gx:lsma35_140 | 11403734:BTCUSD |
|---|---|---|
| MTD | 0.85% | 4.16% |
| 3M | 13.62% | 31.46% |
| 6M | 23.04% | 12.77% |
| YTD | 29.03% | 16.76% |
| 1Y | 31.24% | 56.84% |
| 3Y (ann.) | 28.42% | 55.31% |
| 5Y (ann.) | 24.1% | 33.33% |
| Metric | 11403734:btcusd:triple_med_gx:lsma35_140 | 11403734:BTCUSD |
|---|---|---|
| Max Drawdown | -32.44% | -67.18% |
| Longest DD Days | 461.0 | 683.0 |
| Avg. Drawdown | -4.54% | -6.97% |
| Avg. Drawdown Days | 26.0 | 36.0 |
| Recovery Factor | 3.27 | 2.41 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-08 | 2023-07-13 | -32.44 | 461 |
| 2024-06-12 | 2024-12-04 | -23.75 | 175 |
| 2025-03-03 | 2025-04-08 | -11.01 | 36 |
| 2022-02-23 | 2022-02-25 | -10.75 | 2 |
| 2024-01-02 | 2024-02-28 | -10.18 | 56 |
| 2024-03-19 | 2024-03-20 | -9.00 | 1 |
| 2024-12-05 | 2025-03-01 | -8.46 | 85 |
| 2024-04-15 | 2024-04-22 | -7.34 | 6 |
| 2025-05-22 | 2025-06-11 | -7.00 | 19 |
| 2024-03-21 | 2024-03-25 | -6.31 | 4 |
| Metric | 11403734:btcusd:triple_med_gx:lsma35_140 | 11403734: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 | 13.68% | 43.77% |
| Worst Month | -12.9% | -37.12% |
| Best Year | 42.2% | 155.54% |
| Worst Year | -18.52% | -60.27% |
| Avg. Up Day | 1.04% | 1.05% |
| Avg. Down Day | -0.94% | -0.98% |
| Avg. Up Week | 4.18% | 6.18% |
| Avg. Down Week | -3.4% | -5.7% |
| Avg. Up Month | 5.51% | 13.59% |
| Avg. Down Month | -4.85% | -14.03% |
| Win Days % | 50.0% | 51.27% |
| Win Month % | 67.57% | 60.98% |
| Win Week % | 60.44% | 50.56% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 75.0% | 75.0% |