| Metric | 11381766:btcusd:triple_med_gx:lsma35_70 | 11381766:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 40.65% | 160.91% |
| Max Drawdown | -37.03% | -67.18% |
| Sharpe | 0.27 | 0.4 |
| Sortino | 0.42 | 0.58 |
| Payoff Ratio | 1.22 | 1.12 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.49 | 1.05 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.35 | 0.98 |
| Outlier Win Ratio | 32.42 | 3.66 |
| Outlier Loss Ratio | 4.15 | 3.45 |
| Volatility (ann.) | 11.78% | 26.54% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.29 | 0.49 |
| Skew | 1.71 | 0.18 |
| Kurtosis | 55.26 | 6.26 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.82% | 2.31% |
| Expected Yearly % | 8.9% | 27.09% |
| Kelly Criterion | -0.42% | 7.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -2.26% |
| Expected Shortfall (cVaR) | -1.01% | -2.26% |
| Year | 11381766:BTCUSD | 11381766:btcusd:triple_med_gx:lsma35_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.52 | -19.59 | 0.32 | + |
| 2023 | 155.54 | 12.79 | 0.08 | - |
| 2024 | 121.00 | 42.86 | 0.35 | - |
| 2025 | 17.02 | 8.56 | 0.50 | - |
| Metric | 11381766:btcusd:triple_med_gx:lsma35_70 | 11381766:BTCUSD |
|---|---|---|
| MTD | -0.81% | 4.4% |
| 3M | 5.45% | 31.76% |
| 6M | 9.45% | 12.25% |
| YTD | 8.56% | 17.02% |
| 1Y | 17.85% | 57.19% |
| 3Y (ann.) | 24.97% | 55.42% |
| 5Y (ann.) | 10.56% | 32.62% |
| Metric | 11381766:btcusd:triple_med_gx:lsma35_70 | 11381766:BTCUSD |
|---|---|---|
| Max Drawdown | -37.03% | -67.18% |
| Longest DD Days | 743.0 | 683.0 |
| Avg. Drawdown | -4.4% | -7.67% |
| Avg. Drawdown Days | 46.0 | 37.0 |
| Recovery Factor | 1.1 | 2.4 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-02-09 | -37.03 | 743 |
| 2025-01-26 | 2025-05-21 | -12.45 | 114 |
| 2024-03-13 | 2024-04-19 | -8.87 | 36 |
| 2024-08-09 | 2024-10-29 | -8.25 | 81 |
| 2024-04-20 | 2024-05-29 | -8.03 | 38 |
| 2024-06-03 | 2024-07-29 | -5.59 | 55 |
| 2024-12-26 | 2025-01-14 | -5.58 | 19 |
| 2024-07-29 | 2024-08-08 | -5.50 | 10 |
| 2024-11-23 | 2024-12-24 | -4.24 | 31 |
| 2025-05-22 | 2025-06-11 | -3.33 | 20 |
| Metric | 11381766:btcusd:triple_med_gx:lsma35_70 | 11381766:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 9.3% | 35.75% |
| Worst Week | -10.05% | -29.64% |
| Best Month | 19.25% | 43.77% |
| Worst Month | -10.86% | -37.12% |
| Best Year | 42.86% | 155.54% |
| Worst Year | -19.59% | -60.52% |
| Avg. Up Day | 1.0% | 1.02% |
| Avg. Down Day | -0.82% | -0.92% |
| Avg. Up Week | 3.23% | 6.32% |
| Avg. Down Week | -2.77% | -5.62% |
| Avg. Up Month | 4.05% | 14.19% |
| Avg. Down Month | -4.55% | -12.17% |
| Win Days % | 44.87% | 51.24% |
| Win Month % | 64.29% | 59.52% |
| Win Week % | 52.07% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |