| Metric | 11385691:btcusd:triple_med_gx:lsma35_85 | 11385691:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 19.06% | 205.34% |
| Max Drawdown | -38.71% | -67.18% |
| Sharpe | 0.17 | 0.44 |
| Sortino | 0.25 | 0.65 |
| Payoff Ratio | 1.19 | 1.09 |
| Profit Factor | 1.06 | 1.08 |
| Common Sense Ratio | 1.19 | 1.06 |
| CPC Index | 0.57 | 0.6 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 30.82 | 3.7 |
| Outlier Loss Ratio | 4.07 | 3.52 |
| Volatility (ann.) | 12.42% | 26.45% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.14 | 0.58 |
| Skew | 1.42 | 0.2 |
| Kurtosis | 51.0 | 6.31 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.42% | 2.69% |
| Expected Yearly % | 4.46% | 32.19% |
| Kelly Criterion | -1.39% | 6.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -2.25% |
| Expected Shortfall (cVaR) | -1.06% | -2.25% |
| Year | 11385691:BTCUSD | 11385691:btcusd:triple_med_gx:lsma35_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -53.80 | -24.77 | 0.46 | + |
| 2023 | 155.54 | 16.65 | 0.11 | - |
| 2024 | 121.00 | 29.21 | 0.24 | - |
| 2025 | 17.02 | 4.99 | 0.29 | - |
| Metric | 11385691:btcusd:triple_med_gx:lsma35_85 | 11385691:BTCUSD |
|---|---|---|
| MTD | -0.71% | 4.4% |
| 3M | 4.72% | 31.76% |
| 6M | 4.11% | 12.25% |
| YTD | 4.99% | 17.02% |
| 1Y | 6.66% | 57.19% |
| 3Y (ann.) | 19.29% | 55.42% |
| 5Y (ann.) | 5.29% | 39.05% |
| Metric | 11385691:btcusd:triple_med_gx:lsma35_85 | 11385691:BTCUSD |
|---|---|---|
| Max Drawdown | -38.71% | -67.18% |
| Longest DD Days | 761.0 | 683.0 |
| Avg. Drawdown | -5.38% | -6.27% |
| Avg. Drawdown Days | 65.0 | 29.0 |
| Recovery Factor | 0.49 | 3.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2024-02-27 | -38.71 | 761 |
| 2024-04-20 | 2024-11-21 | -12.83 | 214 |
| 2025-01-15 | 2025-05-21 | -12.78 | 126 |
| 2024-03-13 | 2024-03-25 | -8.87 | 12 |
| 2025-05-29 | 2025-06-11 | -6.20 | 12 |
| 2024-12-26 | 2025-01-14 | -5.93 | 19 |
| 2024-11-23 | 2024-12-06 | -3.61 | 13 |
| 2024-04-19 | 2024-04-19 | -2.23 | 0 |
| 2024-04-19 | 2024-04-20 | -1.84 | 1 |
| 2024-03-11 | 2024-03-13 | -1.59 | 1 |
| Metric | 11385691:btcusd:triple_med_gx:lsma35_85 | 11385691:BTCUSD |
|---|---|---|
| Best Day | 9.33% | 9.33% |
| Worst Day | -6.96% | -9.32% |
| Best Week | 10.43% | 35.75% |
| Worst Week | -14.0% | -29.64% |
| Best Month | 14.83% | 43.77% |
| Worst Month | -9.96% | -37.12% |
| Best Year | 29.21% | 155.54% |
| Worst Year | -24.77% | -53.8% |
| Avg. Up Day | 0.99% | 1.01% |
| Avg. Down Day | -0.83% | -0.93% |
| Avg. Up Week | 3.68% | 6.83% |
| Avg. Down Week | -3.26% | -5.27% |
| Avg. Up Month | 4.37% | 13.4% |
| Avg. Down Month | -5.48% | -12.91% |
| Win Days % | 44.82% | 51.28% |
| Win Month % | 59.52% | 61.9% |
| Win Week % | 50.86% | 51.11% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |