| Metric | 11384341:btcusd:triple_med_gx:lsma35_80 | 11384341:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 42.76% | 168.36% |
| Max Drawdown | -33.98% | -67.18% |
| Sharpe | 0.28 | 0.41 |
| Sortino | 0.43 | 0.59 |
| Payoff Ratio | 1.24 | 1.12 |
| Profit Factor | 1.11 | 1.07 |
| Common Sense Ratio | 1.37 | 1.05 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.24 | 0.98 |
| Outlier Win Ratio | 31.49 | 3.69 |
| Outlier Loss Ratio | 4.21 | 3.45 |
| Volatility (ann.) | 11.93% | 26.51% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.33 | 0.5 |
| Skew | 1.7 | 0.19 |
| Kurtosis | 53.04 | 6.28 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.85% | 2.38% |
| Expected Yearly % | 9.31% | 27.99% |
| Kelly Criterion | 0.14% | 7.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -2.25% |
| Expected Shortfall (cVaR) | -1.02% | -2.25% |
| Year | 11384341:BTCUSD | 11384341:btcusd:triple_med_gx:lsma35_80 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -59.39 | -14.43 | 0.24 | + |
| 2023 | 155.54 | 17.50 | 0.11 | - |
| 2024 | 121.00 | 32.51 | 0.27 | - |
| 2025 | 17.02 | 7.15 | 0.42 | - |
| Metric | 11384341:btcusd:triple_med_gx:lsma35_80 | 11384341:BTCUSD |
|---|---|---|
| MTD | -0.71% | 4.4% |
| 3M | 4.4% | 31.76% |
| 6M | 7.47% | 12.25% |
| YTD | 7.15% | 17.02% |
| 1Y | 11.36% | 57.19% |
| 3Y (ann.) | 23.63% | 55.42% |
| 5Y (ann.) | 11.08% | 33.81% |
| Metric | 11384341:btcusd:triple_med_gx:lsma35_80 | 11384341:BTCUSD |
|---|---|---|
| Max Drawdown | -33.98% | -67.18% |
| Longest DD Days | 652.0 | 683.0 |
| Avg. Drawdown | -4.41% | -7.27% |
| Avg. Drawdown Days | 50.0 | 35.0 |
| Recovery Factor | 1.26 | 2.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2023-11-10 | -33.98 | 652 |
| 2025-01-26 | 2025-05-21 | -12.16 | 115 |
| 2024-04-20 | 2024-11-20 | -9.25 | 214 |
| 2024-03-13 | 2024-04-08 | -8.87 | 25 |
| 2023-11-20 | 2024-01-01 | -6.74 | 42 |
| 2025-05-22 | 2025-06-11 | -6.20 | 20 |
| 2024-12-26 | 2025-01-14 | -5.93 | 19 |
| 2024-01-18 | 2024-02-08 | -4.55 | 21 |
| 2024-11-23 | 2024-12-24 | -3.61 | 31 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| Metric | 11384341:btcusd:triple_med_gx:lsma35_80 | 11384341:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.27% | 35.75% |
| Worst Week | -9.51% | -29.64% |
| Best Month | 15.57% | 43.77% |
| Worst Month | -9.5% | -37.12% |
| Best Year | 32.51% | 155.54% |
| Worst Year | -14.43% | -59.39% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.8% | -0.9% |
| Avg. Up Week | 3.49% | 6.66% |
| Avg. Down Week | -2.86% | -5.41% |
| Avg. Up Month | 4.18% | 14.35% |
| Avg. Down Month | -4.77% | -11.31% |
| Win Days % | 44.8% | 51.22% |
| Win Month % | 64.29% | 59.52% |
| Win Week % | 50.85% | 50.83% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 75.0% | 75.0% |