| Metric | 11371004:btcusd:triple_med_gx:lsma35_15 | 11371004:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 45.59% | 183.01% |
| Max Drawdown | -19.51% | -67.18% |
| Sharpe | 0.35 | 0.41 |
| Sortino | 0.55 | 0.6 |
| Payoff Ratio | 1.31 | 1.23 |
| Profit Factor | 1.18 | 1.07 |
| Common Sense Ratio | 0.95 | 1.06 |
| CPC Index | 0.67 | 0.68 |
| Tail Ratio | 0.81 | 0.99 |
| Outlier Win Ratio | 48.83 | 3.33 |
| Outlier Loss Ratio | 4.4 | 3.16 |
| Volatility (ann.) | 8.84% | 26.3% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.58 | 0.52 |
| Skew | 2.78 | 0.18 |
| Kurtosis | 98.11 | 6.36 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.88% | 2.45% |
| Expected Yearly % | 9.85% | 29.7% |
| Kelly Criterion | 0.41% | 11.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.23% |
| Expected Shortfall (cVaR) | -0.75% | -2.23% |
| Year | 11371004:BTCUSD | 11371004:btcusd:triple_med_gx:lsma35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.49 | -5.16 | 0.08 | + |
| 2023 | 155.54 | -2.15 | -0.01 | - |
| 2024 | 121.00 | 34.71 | 0.29 | - |
| 2025 | 30.14 | 16.45 | 0.55 | - |
| Metric | 11371004:btcusd:triple_med_gx:lsma35_15 | 11371004:BTCUSD |
|---|---|---|
| MTD | -1.3% | 13.36% |
| 3M | 9.4% | 45.08% |
| 6M | 14.1% | 28.47% |
| YTD | 16.45% | 30.14% |
| 1Y | 23.84% | 105.13% |
| 3Y (ann.) | 16.15% | 81.7% |
| 5Y (ann.) | 11.34% | 34.66% |
| Metric | 11371004:btcusd:triple_med_gx:lsma35_15 | 11371004:BTCUSD |
|---|---|---|
| Max Drawdown | -19.51% | -67.18% |
| Longest DD Days | 455.0 | 683.0 |
| Avg. Drawdown | -3.29% | -7.49% |
| Avg. Drawdown Days | 42.0 | 37.0 |
| Recovery Factor | 2.34 | 2.72 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2023-04-26 | -19.51 | 455 |
| 2023-05-05 | 2024-01-26 | -15.24 | 266 |
| 2024-11-07 | 2025-03-02 | -8.37 | 114 |
| 2025-04-02 | 2025-04-22 | -7.12 | 19 |
| 2024-07-29 | 2024-08-08 | -4.92 | 10 |
| 2024-05-16 | 2024-07-10 | -4.89 | 55 |
| 2025-03-03 | 2025-04-02 | -4.62 | 30 |
| 2025-05-21 | 2025-07-14 | -3.18 | 54 |
| 2024-03-23 | 2024-04-07 | -2.89 | 14 |
| 2024-04-07 | 2024-05-15 | -2.83 | 37 |
| Metric | 11371004:btcusd:triple_med_gx:lsma35_15 | 11371004:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 8.02% | 35.75% |
| Worst Week | -8.02% | -29.64% |
| Best Month | 13.67% | 43.77% |
| Worst Month | -6.37% | -37.12% |
| Best Year | 34.71% | 155.54% |
| Worst Year | -5.16% | -61.49% |
| Avg. Up Day | 0.95% | 0.98% |
| Avg. Down Day | -0.73% | -0.8% |
| Avg. Up Week | 2.72% | 6.34% |
| Avg. Down Week | -2.01% | -4.14% |
| Avg. Up Month | 4.51% | 14.46% |
| Avg. Down Month | -3.21% | -12.52% |
| Win Days % | 43.59% | 51.25% |
| Win Month % | 51.16% | 60.47% |
| Win Week % | 47.97% | 51.87% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 75.0% |